Reply To: Didier Sornette and the King Effect

#17898
jmherbener
Participant

He is a physicist who has taken to studying financial markets as complex systems.

http://www.er.ethz.ch/people/sornette

Here is one of his forays into modeling the stock market:

http://158.197.33.91/~horvath/download/SOC/Agents_CA_SOC/Sornette_PA261_A_hierarchical_model_of_financial_crashes.pdf