The extreme risk of personal data breaches and the erosion of privacy S Wheatley, T Maillart, D Sornette The European Physical Journal B 89, 1-12, 2016 | 165 | 2016 |
Of disasters and dragon kings: a statistical analysis of nuclear power incidents and accidents S Wheatley, B Sovacool, D Sornette Risk analysis 37 (1), 99-115, 2017 | 159 | 2017 |
Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s law and the log-periodic power law singularity model S Wheatley, D Sornette, T Huber, M Reppen, RN Gantner Royal Society open science 6 (6), 180538, 2019 | 136 | 2019 |
Classification of cryptocurrency coins and tokens by the dynamics of their market capitalizations K Wu, S Wheatley, D Sornette Royal Society open science 5 (9), 180381, 2018 | 71 | 2018 |
The Hawkes process with renewal immigration & its estimation with an EM algorithm S Wheatley, V Filimonov, D Sornette Computational Statistics & Data Analysis 94, 120-135, 2016 | 54 | 2016 |
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality S Wheatley, A Wehrli, D Sornette Quantitative Finance 19 (7), 1165-1178, 2019 | 35 | 2019 |
Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings S Wheatley, D Sornette SFI 15 (28), 2015 | 26 | 2015 |
New ways and needs for exploiting nuclear energy D Sornette, W Kröger, S Wheatley Springer, 2018 | 20 | 2018 |
Addressing insurance of data breach cyber risks in the catastrophe framework S Wheatley, A Hofmann, D Sornette The Geneva Papers on Risk and Insurance-Issues and Practice 46, 53-78, 2021 | 19 | 2021 |
The fair reward problem: the illusion of success and how to solve it D Sornette, S Wheatley, P Cauwels Advances in Complex Systems 22 (03), 1950005, 2019 | 18 | 2019 |
Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process V Filimonov, S Wheatley, D Sornette Communications in Nonlinear Science and Numerical Simulation 22 (1-3), 23-37, 2015 | 17 | 2015 |
Scale-, time-and asset-dependence of Hawkes process estimates on high frequency price changes A Wehrli, S Wheatley, D Sornette Quantitative Finance 21 (5), 729-752, 2021 | 15 | 2021 |
The ARMA point process and its estimation S Wheatley, M Schatz, D Sornette arXiv preprint arXiv:1806.09948, 2018 | 10 | 2018 |
Classification of crypto-coins and tokens from the dynamics of their power law capitalisation distributions K Wu, S Wheatley, D Sornette | 10 | 1803 |
Revisiting the predictability of the Haicheng and Tangshan earthquakes D Sornette, E Mearns, S Wheatley Symmetry 13 (7), 1206, 2021 | 9 | 2021 |
Data breaches in the catastrophe framework & beyond S Wheatley, A Hofmann, D Sornette arXiv preprint arXiv:1901.00699, 2019 | 9* | 2019 |
The British pound on Brexit night: A natural experiment of market efficiency and real-time predictability WU Ke, S Wheatley, D Sornette Swiss Finance Institute Research Paper Series, 2017 | 9 | 2017 |
Estimation of the Hawkes process with renewal immigration using the EM algorithm S Wheatley, V Filimonov, D Sornette arXiv preprint arXiv:1407.7118, 2014 | 9 | 2014 |
Inefficiency and predictability in the Brexit Pound market: a natural experiment K Wu, S Wheatley, D Sornette The European Journal of Finance 27 (3), 239-259, 2021 | 8 | 2021 |
The ARMA point process and its estimation M Schatz, S Wheatley, D Sornette Econometrics and Statistics 24, 164-182, 2022 | 5 | 2022 |