1 citations · 1 across the 3 of their papers we have counts for
7 papers
Revisiting the predictability of the Haicheng and Tangshan earthquakes
Didier Sornette, Euan Mearns, Spencer Wheatley
We analyse the compiled set of precursory data that were reported to be available in real time before the Ms 7.5 Haicheng earthquake in Feb. 1975 and the Ms 7.6-7.8 Tangshan earthq…
Statistical witchhunts: Science, justice & the p-value crisis
Spencer Wheatley, Didier Sornette
We provide accessible insight into the current 'replication crisis' in 'statistical science', by revisiting the old metaphor of 'court trial as hypothesis test'. Inter alia, we def…
Data breaches in the catastrophe framework & beyond
Spencer Wheatley, Annette Hofmann, Didier Sornette
Development of sustainable insurance for cyber risks, with associated benefits, inter alia requires reduction of ambiguity of the risk. Considering cyber risk, and data breaches in…
The ARMA Point Process and its Estimation
Spencer Wheatley, Michael Schatz, Didier Sornette
We introduce the ARMA (autoregressive-moving-average) point process, which is a Hawkes process driven by a Neyman-Scott process with Poisson immigration. It contains both the Hawke…
Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
Spencer Wheatley, Didier Sornette, Tobias Huber +2
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metca…
Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations
Ke Wu, Spencer Wheatley, Didier Sornette
We empirically verify that the market capitalisations of coins and tokens in the cryptocurrency universe follow power-law distributions with significantly different values, with th…