At UCLA he started work in earthquake predictions that morphed into other areas including financial bubble and risk quantification and prediction. He accurately and correctly predicted the 2002-2006 US real estate bubble and correction results which is what initially captured my attention. All of his work is based on deep diving into the long tails of second and third order probability distributions where events at the margin actually live. He moved to ETH and founded a new lab that looks at risk analysis and covers a broad spectrum of disciplines from finance and economics to machine and complex system.
Are you familiar with Didier Sornette’s risk analysis works at ETH?
I am not. Tell me about it
Here is a link to his publications.
https://scholar.google.com/citations?user=HGsSmMAAAAAJ&hl=en
At UCLA he started work in earthquake predictions that morphed into other areas including financial bubble and risk quantification and prediction. He accurately and correctly predicted the 2002-2006 US real estate bubble and correction results which is what initially captured my attention. All of his work is based on deep diving into the long tails of second and third order probability distributions where events at the margin actually live. He moved to ETH and founded a new lab that looks at risk analysis and covers a broad spectrum of disciplines from finance and economics to machine and complex system.
Here is a link that will start your journey: https://emeritus.er.ethz.ch/about-us/people/sornette.html
You should be able to locate his and his student’s publications from there. If not, please let me know. Hope you find them interesting.
KB