Didier Sornette

Research Projects

2006	Present Professor, ETH-Zurich
1999-2006	Professor at UCLA
2008-	Present Director of the Financial Crisis Observatory in ETH
2016-	Present Specially Appointed Professor, WRHI, Tokyo Institute of Technology

2013	Fellow of the American Association for the Advancement of Science (2013)

2011	Didier Sornette and Susanne von der Becke “Complexity clouds finance-risk models”, Nature 471,
2014	Wei Chen, Malte Schroder, Raissa M. D’Souza, Didier Sornette, and Jan Nagler“Microtransition Cascades to Percolation”Phys. Rev. Lett., 112, 155701. Yoshihiro Yura, Hideki Takayasu, Didier Sornette, and Misako Takayasu “Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations” Phys. Rev. Lett., 112, 098703.
2015	Sandro C. Lera and Didier Sornette “Currency target-zone modeling: An interplay between physics and economics” Phys. Rev. E 92, 062828 (2015)
2017	Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu “Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes” Entropy 2017, 19(8), 417 Diego Ardila, Dorsa Sanadgol, Peter Cauwels and Didier Sornette “Identification and Critical time forecasting of real estate bubbles in the USA” Quantitative Finance 17, 613.