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. After receiving his doctorate and habilitation in physics at the University of Nice (France) in 1985, he took over a professorship in geo- and planetary physics at UCLA in 1996, after working in Canberra, Paris and Santa Barbara . Sornette has held the Chair for Enterpreneurial Risks at ETH Zurich since March 2006 . He has also been an honorary professor at the East China University of Science and Technology, Shanghai, since 2009 . He is also a founding member of the Risk Center and initiator of the Financial Crisis Observatory at ETH.
research
The main research area is the analysis and prediction of extreme events in complex systems, especially in the area of financial markets, speculative bubbles and their collapse. Other important contributions concern geophysics (especially in the area of earthquake research), financial market theory (including evolutionary finance ) and the theory of complex systems . Sornette became known to a broader public in particular through his contributions to the research area of econophysics and the financial market crises of 1997 and 2008 ff.
Sornette is the winner of numerous prizes and editor in various scientific specialist publications. In 2013 he was elected a Fellow of the American Association for the Advancement of Science and in 2020 a member of the Academia Europaea .
Works
Sornette is the author and co-author of over 400 publications in specialist 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 .
- Why Stock Markets Crash: Critical Events in Complex Financial Systems . Princeton University Press, 2003, ISBN 0-691-09630-9 (translated into Japanese, Russian, Vietnamese, Chinese, among others).
- With Y. Malevergne: Extreme Financial Risks (From dependence to risk management) . Springer, Heidelberg 2005.
- With Y. Malevergne, A. Saichev: Theory of Zipf's law and beyond . Springer, Heidelberg 2009, ISBN 978-3-642-02945-5 .
The most popular articles 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 . tape 2 , no. 4 , 1998, pp. 525-539 , doi : 10.1007 / s100510050276 .
- D. Sornette: Discrete-scale invariance and complex dimensions . In: Physics Reports . tape 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 . tape 5 , no. 5 , 1995, p. 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 . tape 6 , no. 1 , 1996, p. 167-175 , doi : 10.1051 / jp1: 1996135 , arxiv : cond-mat / 9510036v1 .
- A. Arnéodo, J.-F. Muzy, D. Sornette: “Direct” causal cascade in the stock market . In: The European Physical Journal B . tape 2 , no. 2 , 1998, p. 277–282 , doi : 10.1007 / s100510050250 ( finance.martinsewell.com [PDF; 487 kB ]).
Web links
- Literature by and about Didier Sornette in the catalog of the German National Library
- Video lecture (approx. 3/2 hours after a short introduction, including a long discussion) by Didier Sornette at an international conference ("Risc '08", Ljubljana). Topic: Financial crises and risk management ( videolectures.net )
Individual evidence
- ↑ ETH Zurich chair page
- ^ Homepage of the East China University of Science and Technology, Shanghai
- ↑ Risk Center at ETH Zurich
- ↑ Financial Crisis Observatory at ETH Zurich
- ↑ UA Science et D'efence French Young Investigator National Award (1985), Research McDonnell award (2002), Risques-Les Echos prize (2002)
- ^ Ua Nonlinear Processes in Geophysics, European Physical Journal B, Quantitative Finance, Springer Lecture Notes in Physics Editorial Board
- ^ Fellows of the AAAS: Didier Sornette. American Association for the Advancement of Science, accessed January 31, 2018 .
| personal data | |
|---|---|
| SURNAME | Sornette, Didier |
| BRIEF DESCRIPTION | French physicist |
| DATE OF BIRTH | June 25, 1957 |
| PLACE OF BIRTH | Paris |