Agent-based models

D.R. Parisi, D. Sornette and D. Helbing, Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics, Physical Review E (submitted 14 May 2012)
(http://arxiv.org/abs/1205.2915)

Maroussia Favre and Didier Sornette, Strong gender differences in reproductive success variance, and the times to the most recent common ancestors, Journal of Theoretical Biology (submitted 26 March 2012)
(http://arxiv.org/abs/1203.6231)

Thorsten Hens, Terje Lensberg, Klaus Reiner Schenk-Hoppé and Peter Woehrmann, An evolutionary explanation of the value premium puzzle, J Evol Econ. 21 (5): 803-815 (2011)

J. Wiesinger, D. Sornette, J. Satinover, Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms, submitted to Computational Economics (2010)
(http://arXiv.org/abs/1002.2171and http://ssrn.com/abstract=1553821)

Zhenyuan Zhao, Juan Pablo Calderon, Chen Xu, Guannan Zhao, Dan Fenn, Didier Sornette, Riley Crane, Pak Ming Hui and Neil F. Johnson, Effect of social group dynamics on contagion, Phys. Rev. E 81, 056107 (2010)
(http://arXiv.org/abs/0907.3600)

J.B. Satinover and D. Sornette, Illusory versus Genuine Control in Agent-Based Games, Eur. Phys. J.B. 67, 357-367 (2009)
(http://arXiv.org/abs/0802.4165)

G. Harras and D. Sornette, How to grow a bubble: A model of myopic adapting agents, , Journal Economic Behavior and Organization 80 (1), 137-152 (2011)
(http://arxiv.org/abs/0806.2989) and
http://papers.ssrn.com/so13/papers.cfm?abstract_id=1156348)

J.B. Satinover and D. Sornette, Cycles, determinism and persistence in agent-based games and financial time-series, submitted to Quantitative Finance (2008)
(http://arxiv.org/abs/0805.0428)

J.B. Satinover and D. Sornette, "Illusion of Control" in Minority and Parrondo Games, Eur. Phys. J. B 60, 369-384 (2007)
(http://arxiv.org/abs/0704.1120)

J.B. Satinover and D. Sornette, Illusion of Control in a Brownian Game, Physica A 386, 339-344 (2007)
(http://arxiv.org/abs/physics/0703048)

W.-X. Zhou and D. Sornette, Self-fulfilling Ising Model of Financial Markets, European Physical Journal B 55, 175-181 (2007) (DOI: 10.1140/epjb/e2006-00391-6)
(http://arxiv.org/abs/physics/0503230)

Didier Sornette and Wei-Xing Zhou, Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets, Physica A 370 (2), 704-726 (2006)
(http://arxiv.org/abs/cond-mat/0503607)

J.V. Andersen and D. Sornette, A Mechanism for Pockets of Predictability in Complex Adaptive Systems, Europhysics Lett. (2004)
(http://arXiv.org/abs/cond-mat/0410762)

J.V. Andersen and D. Sornette, The $-game, Eur. Phys. J. B 31, 141-145, 10.1140/epjb/e2003-00017-7 (2003)
(http://arXiv.org/abs/cond-mat/0205423)
paper of the month (July 2002) on (http://www.unifr.ch/econophysics/)

A. Corcos, J.-P. Eckmann, A. Malaspinas, Y. Malevergne and D. Sornette, Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos, Quantitative Finance 2, 264-281 (2002)
(http://arXiv.org/abs/cond-mat/0109410)

D. Sornette, D. Stauffer and H. Takayasu, Market Fluctuations: multiplicative and percolation models, size effects and predictions, chapter of the book entitled Chapter 14 in Theories of Disaster: Scaling Laws Governing Weather, Body, and Stock Market Dynamics edited by A. Bunde, J. Kropp, H.-J. Schellnhuber, (April 15, 2002, Springer Verlag)
(http://xxx.lanl.gov/abs/cond-mat/9909439)
(reprint at http://www.pik-potsdam.de/~kropp/myown/book.html)

Proceedings of Facets of universality: Climate, Biodynamics and Stock Markets' at Giessen University, June 1999

D. Stauffer and D. Sornette, Self-Organized Percolation Model for Stock Market Fluctuations, Physica A 271, 496-506 (1999)
(http://xxx.lanl.gov/abs/cond-mat/9906434)

D. Sornette, Gauge theory of Finance? Int. J. Mod. Phys. 9, 505-508 (1998)
(http://xxx.lanl.gov/abs/cond-mat/9804045)