Didier Sornette
| Didier Sornette | |
|---|---|
 | |
| Born |
June 25, 1957 Paris, France |
| Residence | Switzerland |
| Nationality | France |
| Fields | Physics, geophysics, complex systems, economics, finance |
| Institutions |
Swiss Federal Institute of Technology Zurich, Swiss Finance Institute, UCLA |
| Alma mater |
Ecole Normale Supérieure, University of Nice |
| Known for | Prediction of crises and extreme events in complex systems, physics of complex systems and pattern formation in spatio-temporal structures |
| Notable awards |
Science et Défence French National Award, 2000 Research McDonnell award, Risques-Les Echos prize 2002 for Predictability of catastrophic events |
Didier Sornette (born June 25, 1957 in Paris) is Professor on the Chair of Entrepreneurial Risks at Swiss Federal Institute of Technology Zurich (ETH Zurich). He is also a professor of the Swiss Finance Institute, a professor associated with both the department of Physics and the department of Earth Sciences at ETH Zurich, an Adjunct Professor of Geophysics at IGPP and ESS at UCLA. He was previously jointly a Professor of Geophysics at UCLA, Los Angeles California and a Research Director on the theory and prediction of complex systems at the French National Centre for Scientific Research.
In 2004, Sornette used Amazon.com sales data to create a mathematical model for predicting bestseller potential based on very early sales results.[1][2]
He has worked on the King effect,[3][4] a theory used to predict economic bubbles, and has set up the "Financial Crisis Observatory".[5]
Books
- "Scale invariance and beyond" (with B. Dubrulle and F. Graner, eds.), EDP Sciences and Springer, Berlin, 1997, 286 pages.
- Why Stock Markets Crash (Critical Events in Complex Financial Systems) Princeton University Press, 2003. ISBN 0-691-09630-9
- Critical Phenomena in Natural Sciences, Chaos, Fractals, Self-organization and Disorder: Concepts and Tools, Second edition, Springer Series in Synergetics, Heidelberg, 2004. ISBN 3-540-40754-5
- Extreme Financial Risks (From dependence to risk management) (with Y. Malevergne). Springer, Heidelberg, 2005.
- "Theory of Zipf's law and beyond" (with A. Saichev D. Sornette, Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2and Y. Malevergne), Lecture Notes in Economics and Mathematical Systems, Volume 632, Springer (November 2009), ISBN 978-3-642-02945-5
References
- ↑ Sornette, D., Deschatres, F., Gilbert, T., Ageon, Y, Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking, Physical Review Letters 2004
- ↑ "Researchers use physics to analyze dynamics of bestsellers". PhysOrg.com: December 5, 2004. Retrieved December 7, 2005.
"UCLA Physicist Applies Physics to Best-Selling Books". UCLA News: December 1, 2004. Retrieved December 7, 2005. - ↑ D. Sornette, Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2009
- ↑ Sornette, D., Ouillon, G., Dragon-kings: Mechanisms, statistical methods and empirical evidence, The European Physical Journal Special Topics, 2012
- ↑ "Didier Sornette: How we can predict the next financial crisis". TED. June 2013. Retrieved 19 June 2013.
External links
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