Predictability and endo-exo dynamics

Juan V. Escobar and Didier Sornette, Dynamical signatures of collective quality grading in a social activity: Attendance to motion pictures, PLoS ONE 10(1): e0116811. doi:10.1371/journal.pone.0116811 external page(http://ssrn.com/abstract=2465011)

V. Filimonov, S. Wheatley, and D. Sornette, Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process, Communications in Nonlinear Science and Numerical Simulation 22(1-3), 23–37 (2015) external page(http://arxiv.org/abs/1306.2245)

L. Fievet, Z. Forro, P. Cauwels and D. Sornette, Forecasting future oil production in Norway and the UK: a general improved methodology, Energy Journal (submitted 28 August 2014) external page(http://ssrn.com/abstract=2465087)

Juan V. Escobar and Didier Sornette, Dynamical signatures of collective quality grading in a social activity: Attendance to motion pictures, Proc. Natl. Acad. Sci. USA (submitted July 2014) external page(http://ssrn.com/abstract=2465011)

Wei Chen, Malte Schroeder, Raissa M. D'Souza, Didier Sornette and Jan Nagler, Microtransition cascades to percolation, Phys. Rev. Lett. 112, 155701 (2014) external page(http://arxiv.org/abs/1403.7586)

Vladimir Filimonov, David Bicchetti, Nicolas Maystre and Didier Sornette, Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Prices, submitted to the Journal of International Money and Finance (JIMF)
external page(http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2237392)

Ryohei Hisano and Didier Sornette, Challenges to the Assessment of Time-to-Proof of Mathematical Conjectures, The Mathematical Intelligencer 35 (4), 10-17 (2013) external page(http://arxiv.org/abs/1202.3936)

V. Filimonov and D. Sornette, Quantifying reflexivity in financial markets: towards a prediction of flash crashes, Proc. Natl. Acad. Sci., USA (submitted 17 January 2012)
external page(http://arxiv.org/abs/1201.3572)

Andreas D. Hüsler and Didier Sornette, Evidence for super-exponentially accelerating atmospheric carbon dioxide growth, submitted to Physica A (5 Mar. 2011)
external page(http://arxiv.org/abs/1101.2832). This paper has also been discussed in the blogs "Climate Progress" and "Watts Up With That".

Monika Gisler and Didier Sornette, Bubbles Everywhere in Human Affairs, chapter in book entitled "Modern RISC-Societies. Towards a New Framework for Social Evolution", L. Kajfez-Bogataj, K.H. Mueller, I. Svetlik, N. Tos (eds.), Wien, edition echoraum: 117-134

Monika Gisler, Didier Sornette and Ryan Woodard, Exuberant Innovation: The Human Genome Project, Research Policy (2010)
external page(http://arxiv.org/abs/1003.2882)

A. Saichev and D. Sornette, Effects of Diversity and Procrastination in Priority Queuing Theory: the Different Power Law Regimes, Physical Review E 81, 016108 (2009)
external page(http://arxiv.org/abs/0908.2681)

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)

D. Sornette and S. Utkin, Limits of Declustering Methods for Disentangling Exogenous from Endogenous Events in Time Series with Foreshocks, Main shocks and Aftershocks, Physical Review E 79, 061110 (2009)
external page(http://arxiv.org/abs/0903.3217)

A. Saichev and D. Sornette, Generation-by-Generation Dissection of the Response Function in Long Memory Epidemic Processes, European Physical Journal B 75, 343-355 (2010), DOI:10.1140/epjb/e2010-00121-7
external page(http://arXiv.org/abs/0904.0872)

R. Crane, F. Schweitzer and D. Sornette, New Power Law Signature of Media Exposure in Human Response Waiting Time Distributions, Physical Review E 81, 056101 (2010)
external page(http://arXiv.org/abs/0903.1406)

D. Sornette, Inderdisciplinarity in Socio-economics, mathematical analysis and predictability of complex systems, Socio-Economic Review 6, 27-38 (2008)
external page(http://arXiv.org/abs/0807.3814)
This article is part of "On Rogers Holloingsworth and Karl H. Muller, 'Transforming Socio-Economics with a New Epistemology', Socio-Economic Review, 6, 395-426 (2008), Contributers: Robert Boyer; Ralph J. Greenspan; Renate Mayntz; Helga Nowotny; Didier Sornette.

P. Meier, D. Sornette and R. Woodard, Endogenous versus Exogenous Events in the Global War on Terror, paper presented at the 49th International Studies Association Annual Convention, San Francisco, CA (2008)

Monika Gisler and Didier Sornette, Exuberant Innovations: The Apollo Program, Society 46, 55-68 (2009)
DOI 10.1007/s12115-008-9163-8
external page(http://arXiv.org/abs/0806.0273) and external pagehttp://ssrn.com/abstract=1139807

R. Crane and D. Sornette, Robust dynamic classes revealed by measuring the response function of a social system, Proc. Nat. Acad. Sci. USA 105 (41), 15649-15653 (2008), doi: 10.1073/pnas.0803685105
external page(http://arxiv.org/abs/0803.2189)

A. Saichev and D. Sornette, Generic Multifractality in Exponentials of Long Memory Processes, Physical Review E 74, 011111 (2006)
external page(http://arxiv.org/abs/cond-mat/0602660)

D. Sornette and J.V. Andersen, Optimal Prediction of Time-to-Failure from Information Revealed by Damage, Europhysics. Letters 74 (5), 778-784 (2006)
external page(http://arxiv.org/abs/cond-mat/0511134)

Wei-Xing Zhou, Didier Sornette and Wei-Kang Yuan, Multifractality of Inverse Statistics of Exit Distances in 3D Fully Developed Turbulence, Physica D 214, 55-62 (2006)
external page(http://arxiv.org/abs/physics/0503142)

F. Deschatres and D. Sornette, The Dynamics of Book Sales: Endogenous versus Exogenous Shocks in Complex Networks, Phys. Rev. E 72, 016112 (2005)
external page(http://arxiv.org/abs/physics/0412171)

D. Sornette, Endogenous versus exogenous origins of crises, in monograph on extreme events, V. Jentsch editor (Springer, 2005)
external page(http://arxiv.org/abs/physics/0412026)

A. Helmstetter, S. Hergarten and D. Sornette,Properties of Foreshocks and Aftershocks of the Non-Conservative self-organized critical Olami-Feder-Christensen Model Phys. Rev. E 70, 046120 (2004)
external page(http://arXiv.org/abs/cond-mat/0312689)

D. Sornette, F. Deschatres, T. Gilbert and Y. Ageon, Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking, Phys. Rev. Letts. 93 (22), 228701 (2004)
external page(http://arXiv.org/abs/cond-mat/0310135)

D. Sornette and A. Helmstetter, Endogeneous Versus Exogeneous Shocks in Systems with Memory, Physica A 318 (3-4), 577-591 (2003)
external page(http://arXiv.org/abs/cond-mat/0206047)

D. Sornette, Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes and human birth, Proceedings of the National Academy of Sciences USA, V99 SUPP1:2522-2529 (2002)
external page(http://arXiv.org/abs/cond-mat/0107173)

DownloadA. Johansen and D. Sornette, 2050: The End of the Growth Era (PDF, 331 KB)? submitted to "The World in 2050 writing competition" of The Economist and Shell International Limited (the Organisers) (2001)