no code implementations • 9 Jan 2024 • Didier Sornette, Yu Zhang
Defining age-dependent transaction flows as the fraction of bitcoins that are traded at a given time and that were born (last traded) at some specific earlier time, we document that the time-averaged transaction flow fraction has a power law dependence as a function of age, with an exponent close to $-1. 5$, a value compatible with priority queuing theory.
no code implementations • 22 Feb 2023 • Li Lin, Didier Sornette
We propose a formulation to construct new classes of financial price processes based on the insight that the key variable driving prices $P$ is the earning-over-price ratio $\gamma \simeq 1/P$, which we refer to as the earning yield and is analogous to the yield-to-maturity of an equivalent perpetual bond.
1 code implementation • 23 Jan 2023 • Victor Boussange, Didier Sornette, Heike Lischke, Loïc Pellissier
We find strong support for the models capturing positive interactions between economic activities and spatial dispersal of the activities across countries.
no code implementations • 25 Jan 2021 • Euan Mearns, Didier Sornette
In many cases, R2>0. 8 suggests that the structured hierarchy of our approach has led to scores that may be used in a semi-quantitative way.
Physics and Society Applied Physics
3 code implementations • 12 Mar 2020 • Ke Wu, Didier Darcet, Qian Wang, Didier Sornette
Japan and Italy are in serious situations with no short-term end to the outbreak to be expected.
Populations and Evolution Biological Physics Applications
no code implementations • 9 Nov 2018 • Ryohei Hisano, Didier Sornette, Takayuki Mizuno
Negative screening is one method to avoid interactions with inappropriate entities.
1 code implementation • 15 Mar 2018 • Spencer Wheatley, Didier Sornette, Tobias Huber, Max Reppen, Robert N. Gantner
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators.
no code implementations • 11 Jul 2017 • Qunzhi Zhang, Didier Sornette
The DSN model provides a simple, universal yet powerful structure, similar to DNN, to represent any knowledge of the world, which is transparent to humans.
no code implementations • 12 Oct 2016 • Lucas Fievet, Didier Sornette
However, these models are unsuited to find non-linearly separable patterns.
no code implementations • 23 Oct 2012 • Ryohei Hisano, Didier Sornette, Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe
We show that the whole landscape of news that affect stock price movements can be automatically summarized via simple regularized regressions between trading activity and news information pieces decomposed, with the help of simple topic modeling techniques, into their "thematic" features.
1 code implementation • 25 Jan 2002 • Wei-Xing Zhou, Didier Sornette
We use this generalized q-analysis to construct a signature called the (H, q)-derivative of discrete scale invariance, which we use to detect the log-periodicity in the energy release rate and its cumulative preceding the rupture of five pressure tanks made of composite carbon-matrix material.
Statistical Mechanics