A comprehensive survey on rare event prediction
Rare event prediction involves identifying and forecasting events with a low probability using
machine learning (ML) and data analysis. Due to the imbalanced data distributions, where …
machine learning (ML) and data analysis. Due to the imbalanced data distributions, where …
Critical market crashes
D Sornette - Physics reports, 2003 - Elsevier
This review presents a general theory of financial crashes and of stock market instabilities
that his co-workers and the author have developed over the past seven years. We start by …
that his co-workers and the author have developed over the past seven years. We start by …
[LIVRE][B] Why stock markets crash: critical events in complex financial systems
D Sornette - 2009 - degruyter.com
The scientific study of complex systems has transformed a wide range of disciplines in
recent years, enabling researchers in both the natural and social sciences to model and …
recent years, enabling researchers in both the natural and social sciences to model and …
Dragon-kings, black swans and the prediction of crises
D Sornette - arxiv preprint arxiv:0907.4290, 2009 - arxiv.org
We develop the concept of``dragon-kings''corresponding to meaningful outliers, which are
found to coexist with power laws in the distributions of event sizes under a broad range of …
found to coexist with power laws in the distributions of event sizes under a broad range of …
Dragon-kings: mechanisms, statistical methods and empirical evidence
D Sornette, G Ouillon - The European Physical Journal Special Topics, 2012 - Springer
This introductory article presents the special Discussion and Debate volume “From black
swans to dragon-kings, is there life beyond power laws?” We summarize and put in …
swans to dragon-kings, is there life beyond power laws?” We summarize and put in …
Significance of log-periodic precursors to financial crashes
D Sornette, A Johansen - Quantitative Finance, 2001 - iopscience.iop.org
We clarify the status of log-periodicity associated with speculative bubbles preceding
financial crashes. In particular, we address Feigenbaum's criticism (Feigenbaum JA 2001 …
financial crashes. In particular, we address Feigenbaum's criticism (Feigenbaum JA 2001 …
Wavelet methods in (financial) time-series processing
ZR Struzik - Physica A: Statistical Mechanics and its Applications, 2001 - Elsevier
We briefly describe the major advantages of using the wavelet transform for the processing
of financial time series on the example of the S&P index. In particular, we show how to …
of financial time series on the example of the S&P index. In particular, we show how to …
Predictability of large future changes in major financial indices
We present a systematic algorithm which tests for the existence of collective self-
organization in the behavior of agents in social systems, with a concrete empirical …
organization in the behavior of agents in social systems, with a concrete empirical …
Machine learning for energy-water nexus: challenges and opportunities
Modeling the interactions of water and energy systems is important to the enforcement of
infrastructure security and system sustainability. To this end, recent technological …
infrastructure security and system sustainability. To this end, recent technological …
Probability distributions in complex systems
D Sornette - arxiv preprint arxiv:0707.2194, 2007 - arxiv.org
We review briefly the concepts underlying complex systems and probability distributions.
The later are often taken as the first quantitative characteristics of complex systems, allowing …
The later are often taken as the first quantitative characteristics of complex systems, allowing …