Didier Sornette
Encyclopedia
Didier Sornette is Professor on the Chair of Entrepreneurial Risks at Swiss Federal Institute of Technology Zurich (ETH Zurich)
. He is also a professor of the Swiss Finance Institute
, a professor associated with both the department of Physics and the department of
Earth Sciences at ETH Zurich, an Adjunct Professor of Geophysics at IGPP and ESS at UCLA. He
was previously jointly a Professor of Geophysics at UCLA, Los Angeles California and a Research Director
on the theory and prediction of complex systems at the French National Centre for Scientific Research.
ETH Zurich
The Swiss Federal Institute of Technology Zurich or ETH Zürich is an engineering, science, technology, mathematics and management university in the City of Zurich, Switzerland....
. He is also a professor of the Swiss Finance Institute
Swiss Finance Institute
The Swiss Finance Institute is a Swiss research and scientific educational institute in the areas of banking and finance.Organized as a foundation, the Institute belongs to the most important knowledge pools of the Swiss financial center...
, a professor associated with both the department of Physics and the department of
Earth Sciences at ETH Zurich, an Adjunct Professor of Geophysics at IGPP and ESS at UCLA. He
was previously jointly a Professor of Geophysics at UCLA, Los Angeles California and a Research Director
on the theory and prediction of complex systems at the French National Centre for Scientific Research.
Books
- "Scale invariance and beyond" (with B. Dubrulle and F. Graner, eds.), EDP Sciences and Springer, Berlin, 1997, 286 pages.
- Why Stock Markets Crash (Critical Events in Complex Financial Systems) Princeton University Press, 2003. ISBN 0691-09630-9
- Critical Phenomena in Natural Sciences, Chaos, Fractals, Self-organization and Disorder: Concepts and Tools, Second edition, Springer Series in Synergetics, Heidelberg, 2004. ISBN 3540-40754-5
- Extreme Financial Risks (From dependence to risk management) (with Y. Malevergne). Springer, Heidelberg, 2005.
- "Theory of Zipf's law and beyond" (with A. Saichev and Y. Malevergne), Lecture Notes in Economics and Mathematical Systems, Volume 632, Springer (November 2009), ISBN 978-3-642-02945-5