Dragon-Kings

Dragon-kings (DK) embody a double metaphor implying that an event is both extremely large (a "king''), and born of unique origins ("dragon") relative to its peers. The hypothesis advanced in [Sornette, 2009] is that DK events are generated by distinct mechanisms that intermittently amplify extreme events, leading to the generation of runaway disasters as well as extraordinary opportunities on the upside.

Tatyana Kovalenko and Didier Sornette, Risk and Resilience Management in Social-Economic Systems, IRGC Resilience In And For Risk Governance (RIARG) resource guide (submitted 30 March 2016) (external pagehttp://ssrn.com/abstract=2775264)

Spencer Wheatley and Didier Sornette, Multiple Outlier Detection in Samples with Exponential and Pareto Tails: Redeeming the Inward Approach and Detecting Dragon Kings, Journal of the American Statistical Association (submitted 29 July 2015) external page(http://arxiv.org/abs/1507.08689 and external pagehttp://ssrn.com/abstract=2645709)

Vladimir Filimonov and Didier Sornette, Power law scaling and "Dragon-Kings" in distributions of intraday financial drawdowns, Chaos, Solitons & Fractals 74, 27-45 (2015) (Corrigendum Chaos, Solitons & Fractals (2015))
external page(http://ssrn.com/abstract=2468195 and external pagehttp://arxiv.org/abs/1407.5037)

Spencer Wheatley, Benjamin Sovacool and Didier Sornette, Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents & Accidents, Risk Analysis (submitted 7 April 2015)
external page(http://arxiv.org/abs/1504.02380)

Hugo L.D. de S. Cavalcante, Marcos Oria, Didier Sornette, Edward Ott and Daniel J. Gauthier, "Predictability and control of extreme events in complex systems", Phys. Rev. Lett. 111, 198701 (2013) external page(http://arxiv.org/abs/1301.0244)
media communication Phys. org at:
external pagehttp://phys.org/news/2013-10-chaos-on-a-chip.html#
American Physical Society, Viewpoint article by Adilson E. Motter:
external pagehttp://phys.aps.org/articles/v6/120

D. Sornette and G. Ouillon, Dragon-kings: mechanisms, statistical methods and empirical evidence, European Physical Journal, Special Topics 205, 1-26 (2012) (special issue on power laws and dragon-kings)
external page(http://arxiv.org/abs/1205.1002)

V.I. Yukalov and D. Sornette, Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets, European Physical Journal, Special Topics 205, 53-64 (2012) (special issue on power laws and dragon kings)
external page(http://arxiv.org/abs/1205.1364 and external pagehttp://ssrn.com/abstract=2053141)

V.F. Pisarenko and D. Sornette, Robust Statistical Tests of Dragon-Kings beyond Power Law Distributions, European Physical Journal, Special Topics 205, 95-115 (2012) (special issue on power laws and dragon-kings)
external page(http://arxiv.org/abs/1104.5156)

Tomasz Gubiec, Tomasz Werner, Ryszard Kutner, Didier Sornette, Modeling of super-extreme events: an application to the hierachical Weierstrass-Mandelbrot Continuous-Time Random Walk, European Physical Journal, Special Topics 205, 27-52 (2012)
external page(http://arxiv.org/abs/1011.6472)

D. Sornette, Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2 (1), 1-18 (2009)
external page(http://arXiv.org/abs/0907.4290) and external page(http://ssrn.com/abstract=1470006)

A. Johansen and D. Sornette, Large Stock Market Price Drawdowns Are Outliers, Journal of Risk 4(2), 69-110, Winter 2001/02
(external pagehttp://arXiv.org/abs/cond-mat/0010050 and external pagehttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=278265)

D. Sornette and A. Johansen, Significance of log-periodic precursors to financial crashes, Quantitative Finance 1 (4), 452-471 (2001)
(external pagehttp://arXiv.org/abs/cond-mat/0106520 and external pagehttp://papers.ssrn.com/abstract=274968)

D. Sornette, Complexity, catastrophe and physics, Physics World 12 (N12), 57-57, Dec. (1999) Downloadhttp://physicsworld.org/article/world/12/12/10 (PDF, 55 KB)

A. Johansen and D. Sornette, Stock market crashes are outliers, European Physical Journal B 1, 141-143 (1998)
external page(http://xxx.lanl.gov/abs/cond-mat/9712005)