Consortium of Swiss Academic Libraries

Statistical outliers and dragon-kings as Bose-condensed droplets

Yukalov, V. ; Sornette, D.

In: The European Physical Journal Special Topics, 2012, vol. 205, no. 1, p. 53-64

  • Saichev, Y....
Consortium of Swiss Academic Libraries

Spurious trend switching phenomena in financial markets

Filimonov, V. ; Sornette, D.

In: The European Physical Journal B, 2012, vol. 85, no. 5, p. 1-5

  • Saichev, D....
  • Saichev, V....
  • Saichev, D....
Consortium of Swiss Academic Libraries

Dragon-kings: Mechanisms, statistical methods and empirical evidence

Sornette, D. ; Ouillon, G.

In: The European Physical Journal Special Topics, 2012, vol. 205, no. 1, p. 1-26

  • This is particularly interesting since the power law regime is in general emerging when exactly the reverse holds (Saichev et al., 2009; Malevergne et al., 2011a, 2011b)....
  • Malevergne, Saichev, D....
  • Saichev, Y....
  • Soft Matter Phys. 77, 012101. [9] Saichev, A. and Sornette, D. (2009) Effects of diversity and procrastination in priority queuing theory: the different power law regimes, Phys....
  • Math. 21, 491–567. [13] Appel, K. and Haken, W. (1989) Every Planar Map is FourColorable, Providence, RI: American Mathematical Society. [14] Maillart, M., Sornette, D., Frei, S., Duebendorfer, T., and Saichev, A. (2011) Quantification of deviations from rationality from heavytails in human dynamics, Phys....
Consortium of Swiss Academic Libraries

Nurturing breakthroughs: lessons from complexity theory

Sornette, D.

In: Journal of Economic Interaction and Coordination, 2008, vol. 3, no. 2, p. 165-181

  • This theoretical framework is reviewed in Helmstetter and Sornette (2002), Saichev and Sornette (2004, 2006a,b, 2007), and Saichev et al. (2005)....
  • Phys Rev E 70:046123 Saichev A, Sornette D (2006a) Power law distribution of seismic rates: theory and data....
  • Phys Rev Lett 97:078501 Saichev A, Sornette D (2007) Theory of earthquake recurrence times....
  • Saichev, D....
  • Saichev, D....
  • Saichev, A....
  • Saichev and D....
  • Saichev and D....
  • Saichev, W.A....
  • Saichev, D....
  • Saichev, T....
  • Saichev, D....
  • Saichev, A. & Sornette, D., 2005....
  • Saichev, A. & Sornette, D., 2006a....
  • Saichev, A. & Sornette, D., 2006b....
  • The fractional spatial derivative is given by the Riesz derivative, defined as ∂ µ n(x, t) 1 π = sin µ Γ (1 + µ) µ ∂|x| π 2 ∞ 0 n(x + ξ ) − 2n(x) + n(x − ξ ) dξ ξ 1+µ (3.7) (Samko et al. 1993; Saichev & Zaslavsky 1997)....