Didier Sornette

Didier Sornette ( born June 25, 1957 in Paris ) is a French physicist.

Life

Sornette is the son of a helicopter pilot and a teacher. 1985 doctorate and habilitation at the University of Nice (France) in physics, he took over - after stints in Canberra, Paris and Santa Barbara - in 1996 a professor of Earth and Planetarphysik at UCLA. Since March 2006, Sornette 's Chair of Entrepreneurial Risks at ETH Zurich. In addition, since 2009 he is honorary professor at the East China University of Science and Technology, Shanghai. He is also a founding member of the Risk Center and initiator of the Financial Crisis Observatory at ETH.

Research

Main area of ​​research is the analysis and prediction of extremal events in complex systems, especially in the area of financial markets, asset bubbles and their collapse. Other important contributions concern the Geophysics (in particular in the field of earthquake research ), financial market theory ( among other Evolutionary Finance) and the theory of complex systems. Sornette was known primarily for his contributions to the research field of Econophysics and financial crises in 1997 and 2008 ff a wider public.

Sornette has won numerous prices and editor in various scientific publications.

Works

Sornette is author and co- author of over 400 publications in professional journals and numerous book chapters.

Books:

  • Critical Phenomena in Natural Sciences, Chaos, Fractals, Self -organization and Disorder: Concepts and Tools. Springer Series in Synergetics, Heidelberg 2000. 2nd edition: Springer Series in Synergetics, Heidelberg 2004, ISBN 3-540-40754-5.

Among the most -received essays include:

  • J. Laherrère, D. Sornette: Stretched exponential distributions in nature and economy: " fat tails " with characteristic scales. In: The European Physical Journal B - Condensed Matter and Complex Systems. 2, No. 4, 1998, pp. 525-539, doi: 10.1007/s100510050276.
  • D. Sornette: Discrete scale invariance and complex dimensions. In: Physics Reports. 297, No. 5, 1998, pp. 239-270, doi: 10.1016/S0370-1573 (97 ) 00076-8.
  • D. Sornette, CG Sammis: Complex Critical Exponents from Renormalization Group Theory of Earthquakes: Implications for Earthquake Predictions. In: Journal de Physique I 5, No. 5, 1995, pp. 607-619, doi: 10.1051/jp1: 1995154 ( archives - ouvertes.fr (PDF, 885 kB) ).
  • D. Sornette, A. Johansen, J.-P. Bouchaud: Stock Market Crashes, Precursors and Replicas. In: Journal de Physique I 6, No. 1, 1996, pp. 167-175, arXiv: cond-mat/9510036v1, doi: 10.1051/jp1: 1996135th
  • A. Arneodo, J.-F. Muzy, D. Sornette, " Direct " causal cascade in the stock market. In: The European Physical Journal, 2, No. 2, 1998, pp. 277-282, doi: 10.1007/s100510050250 ( finance.martinsewell.com (PDF, 487 kB) ).
Honorary title (academic) Digital Object Identifier Integrated Authority File
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