Didier Sornette

Quick Facts

Full Name	Didier Sornette
Occupation	Professor
Date Of Birth	Jun 25, 1957(1957-06-25)
Age	67
Birthplace	Paris
Country	France
Birth City	Île-de-France
Horoscope	Cancer

Didier Sornette Biography

Didier Sornette is one of the most popular and richest Professor who was born on June 25, 1957 in Paris, Île-de-France, France.

Didier Sornette (born June 25, 1957 in Paris) has been Professor on the Chair of Entrepreneurial Risks at the Swiss Federal Institute of Technology Zurich (ETH Zurich) since March 2006. He is also a professor of the Swiss Finance Institute, and a professor associated with both the department of Physics and the department of Earth Sciences at ETH Zurich. He was previously jointly a Professor of Geophysics at UCLA, Los Angeles California (1996–2006) and a Research Professor at the French National Centre for Scientific Research (1981–2006), working on the theory and prediction of complex systems. Pioneer in econophysics, in 1994, he co-founded with Jean-Philippe Bouchaud the company Science et Finance, which later merged with Capital Fund Management (CFM) in 2000. He left however Science et Finance in 1997 to focus on his shared position as Research Professor at the CNRS in France (1990-2006) and Professor at UCLA (1996-2006).

Sornette and Sornette (1989) suggested to view earthquakes and global plate tectonics as self-organized critical phenomena. As fault networks are clearly self-organized critical systems in the sense that earthquakes occur on faults, and faults grow because of earthquakes, resulting in hierarchical properties, the study of their statistics should also bring information about the seismic process itself. Davy, Sornette and Sornette introduced a model of growth pattern formation of faulting and showed that the existence of un-faulted areas is the natural consequence of the fractal organization of faulting. Cowie et al. (1993; 1995) developed the first theoretical model that encompasses both the long range and time organization of complex fractal fault patterns and the short time dynamics of earthquake sequences. A result is the generic existence in the model of fault competition with intermittent activity of different faults. The geometrical and dynamical complexity of faults and earthquakes is shown to result from the interplay between spatio-temporal chaos and an initial featureless quenched heterogeneity. Miltenberger et al. and Sornette et al. (1994) showed that self-organized criticality in earthquakes and tectonic deformations are related to synchronization of threshold relaxation oscillators. Lee et al. (1999) demonstrated the intrinsic intermittent nature of seismic activity on faults, which results from their competition to accommodate the tectonic deformation. Sornette and Pisarenko (2003) performed a rigorous statistical analysis of distribution of plate sizes participating in plate tectonics and demonstrate the fractal nature of plate tectonics. .

Didier Sornette Net Worth

Didier Sornette is one of the richest Professor from France. According to our analysis, Wikipedia, Forbes & Business Insider, Didier Sornette 's net worth $5 Million. (Last Update: December 11, 2023)

The version of Quantum Decision Theory (QDT) developed by Yukalov and Sornette principally differs from all other approaches just mentioned in two respects. First, QDT is based on a self-consistent mathematical foundation that is common for both quantum measurement theory and quantum decision theory. Starting from the von Neumann (1955) theory of quantum measurements, Yukalov and Sornette have generalized it to the case of uncertain or inconclusive events, making it possible to characterize uncertain measurements and uncertain prospects. Second, the main formulas of QDT are derived from general principles, giving the possibility of general quantitative predictions.

Height, Weight & Body Measurements

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Who is Didier Sornette Dating?

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Stimulated by Roy Baumeister’s book “Is There Anything Good About Men?: How Cultures Flourish by Exploiting Men” (Oxford University Press; 2010), with his PhD student, M. Favre, Sornette developed a very simple agent-based model linking together quantitatively several unlikely pieces of data, such as differences between men and women, the time to our most recent common ancestors, and gender differences in the proportions of ancestors of the present human population. The question of whether men and women are innately different has occupied the attention and concern of psychologists for over a century by now. Most researchers assume that evolution contributed to shaping any innate differences, presumably by means of reproductive success. Therefore, insofar as the reproductive contingencies were different for men and women, the psychological consequences and adaptations stemming from natural selection would differ by gender. For that reason, new information about gender differences in reproductive success in our biological past is valuable. Favre and Sornette showed that the highly asymmetric investment cost for reproduction between males and females, the special role of females as sole child bearers, together with a high heterogeneity of males’ fitnesses driven by females’ selection pressure, was sufficient to explain quantitatively the fact that the present human population of Earth was descended from more females than males, at about a 2:1 ratio, with however a broad distribution of possible values (the ratio 2:1 being the median in the ensemble of populations simulated by Favre and Sornette).

Facts & Trivia

DJ Ranked on the list of most popular Professor. Also ranked in the elit list of famous people born in France. Didier Sornette celebrates birthday on June 25 of every year.

Since October 2014, each month, he publishes with his team a Global Bubble Status Report, the FCO Cockpit, which discusses the historical evolution of bubbles in and between different asset classes and geographies. It is the result of an extensive analysis done on the historical time series of approximately 430 systemic assets and 835 single stocks worldwide. The systemic assets are bond, equity and commodity indices and a selection of currency pairs. The single stocks are mainly US and European, equities. The monthly FCO cockpit reports are usually divided into two parts: the first part presents the state of the world, based on the analysis of the systemic assets, including stock and bond indices, currencies and commodities; the second part zooms in on the bubble behavior of single stocks by calculating the bubble warning indicators as well as two financial strength indicators, which indicate the fundamental value of the stock and the growth capability respectively. The stocks are the constituents of the Stoxx Europe 600, the S&P 500 and the Nasdaq 100 indices. These indicators provide a stock classification into four quadrants: Quadrant 1: Stocks with a strong positive bubble score and a strong value score; Quadrant 2: Stocks with a strong positive bubble score and a weak value score; Quadrant 3: Stocks with a strong negative bubble score and a weak value score; Quadrant 4: Stocks with strong negative bubble score and a strong financial strength. These four quadrants are used to construct four benchmark portfolio each month and are followed to test for their performance. The goal is to establish a long track record to continue testing the FCO hypotheses.