Sornette, Didier 1957
Overview
Works:  118 works in 260 publications in 2 languages and 5,100 library holdings 

Genres:  Conference proceedings History 
Roles:  Author, Editor, Thesis advisor 
Classifications:  HB3722, 332.63222 
Publication Timeline
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Most widely held works about
Didier Sornette
Most widely held works by
Didier Sornette
Why stock markets crash critical events in complex financial systems
by
Didier Sornette(
)
25 editions published between 2002 and 2011 in English and Undetermined and held by 1,860 WorldCat member libraries worldwide
The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as earthquakes, global warming, demographic patterns, financial crises, and the failure of materials. In this book, Didier Sornette boldly applies his varied experience in these areas to propose a simple, powerful, and general theory of how, why, and when stock markets crash. Most attempts to explain market failures seek to pinpoint triggering mechanisms that occur hours, days, or weeks before
25 editions published between 2002 and 2011 in English and Undetermined and held by 1,860 WorldCat member libraries worldwide
The scientific study of complex systems has transformed a wide range of disciplines in recent years, enabling researchers in both the natural and social sciences to model and predict phenomena as diverse as earthquakes, global warming, demographic patterns, financial crises, and the failure of materials. In this book, Didier Sornette boldly applies his varied experience in these areas to propose a simple, powerful, and general theory of how, why, and when stock markets crash. Most attempts to explain market failures seek to pinpoint triggering mechanisms that occur hours, days, or weeks before
Critical phenomena in natural sciences chaos, fractals, selforganization, and disorder : concepts and tools
by
Didier Sornette(
Book
)
39 editions published between 2000 and 2007 in English and held by 936 WorldCat member libraries worldwide
"The emphasis of the book is on a clear understanding of concepts and methods, while it also provides the tools that can be of immediate use in applications. Although this book evolved out of a course for graduate students, it will be of great interest to researchers and engineers, as well as to postdocs in geophysics and meteorology."Jacket
39 editions published between 2000 and 2007 in English and held by 936 WorldCat member libraries worldwide
"The emphasis of the book is on a clear understanding of concepts and methods, while it also provides the tools that can be of immediate use in applications. Although this book evolved out of a course for graduate students, it will be of great interest to researchers and engineers, as well as to postdocs in geophysics and meteorology."Jacket
Extreme financial risks from dependence to risk management
by
Yannick Malevergne(
)
19 editions published in 2006 in English and held by 783 WorldCat member libraries worldwide
Offering an original treatment of the domains of Portfolio analysis and optimization, along with the associated risk assessment and management, this book focuses mainly on the concepts and tools that remain valid for large and extreme price moves. It also places strong emphasis on the theory of copulas and their empirical testing and calibration
19 editions published in 2006 in English and held by 783 WorldCat member libraries worldwide
Offering an original treatment of the domains of Portfolio analysis and optimization, along with the associated risk assessment and management, this book focuses mainly on the concepts and tools that remain valid for large and extreme price moves. It also places strong emphasis on the theory of copulas and their empirical testing and calibration
Theory of Zipf's law and beyond
by
A. I Saichev(
)
16 editions published between 2009 and 2010 in English and German and held by 443 WorldCat member libraries worldwide
Zipf's law is one of the few quantitative reproducible regularities found in economics. It states that, for most countries, the size distributions of city sizes and of firms are power laws with a specific exponent: the number of cities and of firms with sizes greater than S is inversely proportional to S. Zipf's law also holds in many other scientific fields. Most explanations start with Gibrat's law of proportional growth (also known as "preferential attachment'' in the application to network growth) but need to incorporate additional constraints and ingredients introducing deviations from it. This book presents a general theoretical derivation of Zipf's law, providing a synthesis and extension of previous approaches. The general theory is presented in the language of firm dynamics for the sake of convenience but applies to many other systems. It takes into account (i) timevarying firm creation, (ii) firm's exit resulting from both a lack of sufficient capital and sudden external shocks, (iii) the coupling between firm's birth rate and the growth of the value of the population of firms. The robustness of Zipf's law is understood from the approximate validity of a general balance condition. A classification of the mechanisms responsible for deviations from Zipf's law is also offered
16 editions published between 2009 and 2010 in English and German and held by 443 WorldCat member libraries worldwide
Zipf's law is one of the few quantitative reproducible regularities found in economics. It states that, for most countries, the size distributions of city sizes and of firms are power laws with a specific exponent: the number of cities and of firms with sizes greater than S is inversely proportional to S. Zipf's law also holds in many other scientific fields. Most explanations start with Gibrat's law of proportional growth (also known as "preferential attachment'' in the application to network growth) but need to incorporate additional constraints and ingredients introducing deviations from it. This book presents a general theoretical derivation of Zipf's law, providing a synthesis and extension of previous approaches. The general theory is presented in the language of firm dynamics for the sake of convenience but applies to many other systems. It takes into account (i) timevarying firm creation, (ii) firm's exit resulting from both a lack of sufficient capital and sudden external shocks, (iii) the coupling between firm's birth rate and the growth of the value of the population of firms. The robustness of Zipf's law is understood from the approximate validity of a general balance condition. A classification of the mechanisms responsible for deviations from Zipf's law is also offered
Market risk and financial markets modeling Perm Winter School
by
Didier Sornette(
)
18 editions published between 2012 and 2014 in English and held by 419 WorldCat member libraries worldwide
The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forwardlooking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing
18 editions published between 2012 and 2014 in English and held by 419 WorldCat member libraries worldwide
The current financial crisis has revealed serious flaws in models, measures and, potentially, theories, that failed to provide forwardlooking expectations for upcoming losses originated from market risks. The Proceedings of the Perm Winter School 2011 propose insights on many key issues and advances in financial markets modeling and risk measurement aiming to bridge the gap. The key addressed topics include: hierarchical and ultrametric models of financial crashes, dynamic hedging, arbitrage free modeling the term structure of interest rates, agent based modeling of order flow, asset pricing
Scale invariance and beyond : Les Houches Workshop, March 1014, 1997
by
Les Houches Workshop(
Book
)
5 editions published in 1997 in English and held by 145 WorldCat member libraries worldwide
This book is an excellent introduction to the concept of scale invariance, which is a growing field of research with wide applications. It describes where and how symmetry under scale transformation (and its various forms of partial breakdown) can be used to analyze solutions of a problem without the need to explicitly solve it. The first part gives descriptions of tools and concepts; the second is devoted to recent attempts to go beyond the invariance or symmetry breaking, to discuss causes and consequences, and to extract useful information about the system. Examples are carefully worked out in fields as diverse as condensed matter physics, population dynamics, earthquake physics, turbulence, cosmology and finance
5 editions published in 1997 in English and held by 145 WorldCat member libraries worldwide
This book is an excellent introduction to the concept of scale invariance, which is a growing field of research with wide applications. It describes where and how symmetry under scale transformation (and its various forms of partial breakdown) can be used to analyze solutions of a problem without the need to explicitly solve it. The first part gives descriptions of tools and concepts; the second is devoted to recent attempts to go beyond the invariance or symmetry breaking, to discuss causes and consequences, and to extract useful information about the system. Examples are carefully worked out in fields as diverse as condensed matter physics, population dynamics, earthquake physics, turbulence, cosmology and finance
The Cambridge Nbody lectures
by
W Beiglböck(
)
2 editions published in 2008 in English and held by 82 WorldCat member libraries worldwide
Published under the auspices of the Royal Astronomical Society, this volume contains a set of extensive school tested lectures, with the aim to give a coherent and thorough background knowledge of the subject and to introduce the latest developments in Nbody computational astrophysics. The topics cover a wide range from the classical fewbody problem with discussions of resonance, chaos and stability to realistic modelling of star clusters as well as descriptions of codes, algorithms and special hardware for Nbody simulations. This collection of topics, related to the gravitational Nbody problem, will prove useful to both students and researchers in years to come
2 editions published in 2008 in English and held by 82 WorldCat member libraries worldwide
Published under the auspices of the Royal Astronomical Society, this volume contains a set of extensive school tested lectures, with the aim to give a coherent and thorough background knowledge of the subject and to introduce the latest developments in Nbody computational astrophysics. The topics cover a wide range from the classical fewbody problem with discussions of resonance, chaos and stability to realistic modelling of star clusters as well as descriptions of codes, algorithms and special hardware for Nbody simulations. This collection of topics, related to the gravitational Nbody problem, will prove useful to both students and researchers in years to come
Professor Zipf goes to Wall Street
by
Yannick Malevergne(
)
6 editions published in 2009 in English and held by 39 WorldCat member libraries worldwide
The heavytailed distribution of firm sizes first discovered by Zipf (1949) is one of the best established empirical facts in economics. We show that it has strong implications for asset pricing. Due to the concentration of the market portfolio when the distribution of the capitalization of firms is sufficiently heavytailed, an additional risk factor generically appears even for very large economies. Our twofactor model is as successful empirically as the threefactor FamaFrench model
6 editions published in 2009 in English and held by 39 WorldCat member libraries worldwide
The heavytailed distribution of firm sizes first discovered by Zipf (1949) is one of the best established empirical facts in economics. We show that it has strong implications for asset pricing. Due to the concentration of the market portfolio when the distribution of the capitalization of firms is sufficiently heavytailed, an additional risk factor generically appears even for very large economies. Our twofactor model is as successful empirically as the threefactor FamaFrench model
Physics of black holes : a guided tour
by
W Beiglböck(
)
3 editions published in 2009 in English and held by 31 WorldCat member libraries worldwide
"Black Holes are still considered to be among the most mysterious and fascinating objects in our universe. Awaiting the era of gravitational astronomy, much progress in theoretical modeling and understanding of classical and quantum black holes has already been achieved. The present volume serves as a tutorial, highlevel guided tour through the blackhole landscape: information paradox and blackhole thermodynamics, numerical simulations of blackhole formation and collisions, braneworld scenarios and stability of black holes with respect to perturbations are treated in great detail, as is their possible occurrence at the LHC. An outgrowth of a topical and tutorial summer school, this extensive set of carefully edited notes has been set up with the aim of constituting an advancedlevel, multiauthored textbook which meets the needs of both postgraduate students and young researchers in the fields of modern cosmology, astrophysics and (quantum) field theory."Publisher's description
3 editions published in 2009 in English and held by 31 WorldCat member libraries worldwide
"Black Holes are still considered to be among the most mysterious and fascinating objects in our universe. Awaiting the era of gravitational astronomy, much progress in theoretical modeling and understanding of classical and quantum black holes has already been achieved. The present volume serves as a tutorial, highlevel guided tour through the blackhole landscape: information paradox and blackhole thermodynamics, numerical simulations of blackhole formation and collisions, braneworld scenarios and stability of black holes with respect to perturbations are treated in great detail, as is their possible occurrence at the LHC. An outgrowth of a topical and tutorial summer school, this extensive set of carefully edited notes has been set up with the aim of constituting an advancedlevel, multiauthored textbook which meets the needs of both postgraduate students and young researchers in the fields of modern cosmology, astrophysics and (quantum) field theory."Publisher's description
Complex systems and selforganization modelling
(
)
1 edition published in 2009 in English and held by 30 WorldCat member libraries worldwide
The concern of this book is the use of emergent computing and selforganization modeling within various applications of complex systems. The authors focus their attention both on the innovative concepts and implementations in order to model selforganizations, but also on the relevant applicative domains in which they can be used efficiently. This book is the outcome of a workshop meeting within ESM 2006 (Eurosis), held in Toulouse, France in October 2006
1 edition published in 2009 in English and held by 30 WorldCat member libraries worldwide
The concern of this book is the use of emergent computing and selforganization modeling within various applications of complex systems. The authors focus their attention both on the innovative concepts and implementations in order to model selforganizations, but also on the relevant applicative domains in which they can be used efficiently. This book is the outcome of a workshop meeting within ESM 2006 (Eurosis), held in Toulouse, France in October 2006
Aspects of physical biology biological water, protein solutions, transport and replication
by
W Beiglböck(
)
2 editions published in 2008 in English and held by 29 WorldCat member libraries worldwide
2 editions published in 2008 in English and held by 29 WorldCat member libraries worldwide
Applications of nonlinear dynamics model and design of complex systems
by
Visarath In(
)
1 edition published in 2009 in English and held by 25 WorldCat member libraries worldwide
This edited book is aimed at interdisciplinary deviceoriented applications of nonlinear science theory and methods in complex systems. In particular, applications directed to nonlinear phenomena with space and time characteristics. The examples include: complex networks of magnetic sensor systems, coupled nanomechanical oscillators, nanodetectors, microscale devices, stochastic resonance in multidimensional chaotic systems, biosensors, and stochastic signal quantization. "Applications of Nonlinear Dynamics: Model and Design of Complex Systems" brings together the work of scientists and engineers that are applying ideas and methods from nonlinear dynamics to design and fabricate complex systems
1 edition published in 2009 in English and held by 25 WorldCat member libraries worldwide
This edited book is aimed at interdisciplinary deviceoriented applications of nonlinear science theory and methods in complex systems. In particular, applications directed to nonlinear phenomena with space and time characteristics. The examples include: complex networks of magnetic sensor systems, coupled nanomechanical oscillators, nanodetectors, microscale devices, stochastic resonance in multidimensional chaotic systems, biosensors, and stochastic signal quantization. "Applications of Nonlinear Dynamics: Model and Design of Complex Systems" brings together the work of scientists and engineers that are applying ideas and methods from nonlinear dynamics to design and fabricate complex systems
Integrable Hamiltonian hierarchies spectral and geometric methods
by
V. S Gerdjikov(
)
2 editions published in 2008 in English and held by 25 WorldCat member libraries worldwide
2 editions published in 2008 in English and held by 25 WorldCat member libraries worldwide
Jets from young stars III numerical MHD and instabilities
by
W Beiglböck(
)
2 editions published in 2008 in English and held by 16 WorldCat member libraries worldwide
2 editions published in 2008 in English and held by 16 WorldCat member libraries worldwide
The rotation of sun and stars
by
J.P Rozelot(
)
1 edition published in 2009 in English and held by 14 WorldCat member libraries worldwide
1 edition published in 2009 in English and held by 14 WorldCat member libraries worldwide
Synchronization from simple to complex
by
Alexander Balanov(
)
1 edition published in 2009 in English and held by 14 WorldCat member libraries worldwide
Focuses on the fundamental phenomenon in physics  synchronization that occurs in coupled nonlinear dissipative oscillators. This work aims to demonstrate that the complexity of synchronous patterns of real oscillating system can be described in the framework of the general approach
1 edition published in 2009 in English and held by 14 WorldCat member libraries worldwide
Focuses on the fundamental phenomenon in physics  synchronization that occurs in coupled nonlinear dissipative oscillators. This work aims to demonstrate that the complexity of synchronous patterns of real oscillating system can be described in the framework of the general approach
Market Risk and Financial Markets Modeling Perm Winter School
(
)
1 edition published in 2012 in English and held by 14 WorldCat member libraries worldwide
1 edition published in 2012 in English and held by 14 WorldCat member libraries worldwide
Xray and neutron reflectivity principles and applications
by
J Daillant(
)
2 editions published in 2009 in English and held by 12 WorldCat member libraries worldwide
The book is the first comprehensive introduction to xray and neutron reflectivity techniques and illustrates them with many examples. After a pedagogical introduction, the interplay between the statistics of rough surfaces and interfaces and the scattering of radiation is considered in detail. Specular reflectivity and diffuse scattering are discussed next. The approximations are rigorously introduced and many experimental effects are discussed. In the case of neutron reflectivity, particular attention is paid to the reflectivity of polarized neutrons from magnetic multilayers, which allows the determination of inplane magnetization profiles. Many applications are reviewed in the second part: rough surfaces, interfaces and multilayers, liquid surfaces and softcondensed matter, and thin polymer films. In each case the underlying physics is first introduced, then specific experimental methods are described. The book addresses researchers and graduate students
2 editions published in 2009 in English and held by 12 WorldCat member libraries worldwide
The book is the first comprehensive introduction to xray and neutron reflectivity techniques and illustrates them with many examples. After a pedagogical introduction, the interplay between the statistics of rough surfaces and interfaces and the scattering of radiation is considered in detail. Specular reflectivity and diffuse scattering are discussed next. The approximations are rigorously introduced and many experimental effects are discussed. In the case of neutron reflectivity, particular attention is paid to the reflectivity of polarized neutrons from magnetic multilayers, which allows the determination of inplane magnetization profiles. Many applications are reviewed in the second part: rough surfaces, interfaces and multilayers, liquid surfaces and softcondensed matter, and thin polymer films. In each case the underlying physics is first introduced, then specific experimental methods are described. The book addresses researchers and graduate students
Earthquakes : from chemical alteration to mechanical rupture
by
Didier Sornette(
Book
)
4 editions published in 1999 in English and held by 12 WorldCat member libraries worldwide
4 editions published in 1999 in English and held by 12 WorldCat member libraries worldwide
Discrete scale invariance and complex dimensions
by
Didier Sornette(
Book
)
4 editions published in 1998 in English and held by 11 WorldCat member libraries worldwide
4 editions published in 1998 in English and held by 11 WorldCat member libraries worldwide
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Related Identities
 Malevergne, Yannick Thesis advisor Author
 Woodard, Hilary Editor
 Ivliev, Sergey Editor
 Saichev, A. I. Author
 Raimond, J.M
 Englert, B.G
 Dubrulle, B. Editor
 Graner, F. Editor
 Weise, W.
 Centre de physique des Houches
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Associated Subjects
Astrophysics Biophysics Black holes (Astronomy) Cities and townsGrowthMathematical models Complexity (Philosophy) Critical phenomena (Physics) Differentiable dynamical systems Distribution (Probability theory) Dynamics Economic geographyMathematical models Economics Engineering Engineering mathematics Finance FinanceMathematical models Financial crises Financial crisesMathematical models Financial risk Fractals Hamiltonian systems Investment analysisMathematical models Magnetohydrodynamic instabilities Manybody problem Mathematical physics Mathematics Mechanics NeutronsScattering Nonlinear oscillations Nonlinear systems Particles (Nuclear physics) Physics Plasma (Ionized gases) Risk managementMathematical models Scaling laws (Statistical physics) Selforganizing systemsData processing StarsRotation Statistical physics Stellar dynamics Stochastic models Stock exchanges StocksPrices Sun Surfaces (Physics) Synchronization System analysis United States Urban economicsMathematical models Vibration XraysScattering Zipf's law