Search Results - "Wheatley, Spencer"

The extreme risk of personal data breaches and the erosion of privacy by Wheatley, Spencer, Maillart, Thomas, Sornette, Didier

“…Personal data breaches from organisations, enabling mass identity fraud, constitute an extreme risk . This risk worsens daily as an ever-growing amount of…”
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Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents by Wheatley, Spencer, Sovacool, Benjamin, Sornette, Didier

“…We perform a statistical study of risk in nuclear energy systems. This study provides and analyzes a data set that is twice the size of the previous best data…”
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Are Bitcoin bubbles predictable? Combining a generalized Metcalfe's Law and the Log-Periodic Power Law Singularity model by Wheatley, Spencer, Sornette, Didier, Huber, Tobias, Reppen, Max, Gantner, Robert N

“…We develop a strong diagnostic for bubbles and crashes in Bitcoin, by analysing the coincidence (and its absence) of fundamental and technical indicators…”
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The endo-exo problem in high frequency financial price fluctuations and rejecting criticality by Wheatley, Spencer, Wehrli, Alexander, Sornette, Didier

“…The endo-exo problem lies at the heart of statistical identification in many fields of science, and is often plagued by spurious strong-and-long memory due to…”
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Classification of cryptocurrency coins and tokens by the dynamics of their market capitalizations by Wu, Ke, Wheatley, Spencer, Sornette, Didier

“…We empirically verify that the market capitalizations of coins and tokens in the cryptocurrency universe follow power-law distributions with significantly…”
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Revisiting the Predictability of the Haicheng and Tangshan Earthquakes by Sornette, Didier, Mearns, Euan, Wheatley, Spencer

“…We analyze a set of precursory data measured before but compiled in retrospect of the MS7.5 Haicheng earthquake in February 1975 and the MS7.6–7.8 Tangshan…”
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Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process by Filimonov, Vladimir, Wheatley, Spencer, Sornette, Didier

“…•We describe an effective measure of endogeneity and criticality in the system.•The measure is defined as the average number of direct offspring for each…”
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Reassessing the safety of nuclear power by Wheatley, Spencer, Sovacool, Benjamin K., Sornette, Didier

“…We summarize the results of a recent statistical analysis of 216 nuclear energy accidents and incidents (events). The dataset is twice as large as the previous…”
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Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes by Wehrli, Alexander, Wheatley, Spencer, Sornette, Didier

“…The statistical estimate of the branching ratio η of the Hawkes model, when fitted to windows of mid-price changes, has been reported to approach criticality (…”
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The Hawkes process with renewal immigration & its estimation with an EM algorithm by Wheatley, Spencer, Filimonov, Vladimir, Sornette, Didier

“…In its original form, the self-excited Hawkes process is a cluster process where immigrants follow a Poisson process, and each immigrant may form a cluster of…”
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The ARMA Point Process and its Estimation by Schatz, Michael, Wheatley, Spencer, Sornette, Didier

“…An autoregressive–moving-average (ARMA) point process model is introduced, which combines self-exciting and shot-noise cluster mechanisms, both useful in a…”
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Inefficiency and predictability in the Brexit Pound market: a natural experiment by Wu, Ke, Wheatley, Spencer, Sornette, Didier

“…Exploiting the near-experimental conditions provided by the GBPUSD exchange rate during the Brexit vote of 2016, we quantify a significant delay of the market…”
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Addressing insurance of data breach cyber risks in the catastrophe framework by Wheatley, Spencer, Hofmann, Annette, Sornette, Didier

“…Considering data breaches as a man-made catastrophe helps clarify the actuarial need for multiple levels of analysis—going beyond claims-driven loss statistics…”
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Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes processz by Filimonov, Vladimir, Wheatley, Spencer, Sornette, Didier

“…In order to disentangle the internal dynamics from exogenous factors within the Autoregressive Conditional Duration (ACD) model, we present an effective…”
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Statistical witchhunts: Science, justice & the p-value crisis by Wheatley, Spencer, Sornette, Didier

“…We provide accessible insight into the current 'replication crisis' in 'statistical science', by revisiting the old metaphor of 'court trial as hypothesis…”
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Revisiting the predictability of the Haicheng and Tangshan earthquakes by Sornette, Didier, Mearns, Euan, Wheatley, Spencer

“…We analyse the compiled set of precursory data that were reported to be available in real time before the Ms 7.5 Haicheng earthquake in Feb. 1975 and the Ms…”
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The fair reward problem: the illusion of success and how to solve it by Sornette, Didier, Wheatley, Spencer, Cauwels, Peter

“…Humanity has been fascinated by the pursuit of fortune since time immemorial, and many successful outcomes benefit from strokes of luck. But success is subject…”
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Data breaches in the catastrophe framework & beyond by Wheatley, Spencer, Hofmann, Annette, Sornette, Didier

“…Development of sustainable insurance for cyber risks, with associated benefits, inter alia requires reduction of ambiguity of the risk. Considering cyber risk,…”
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The ARMA Point Process and its Estimation by Wheatley, Spencer, Schatz, Michael, Sornette, Didier

“…We introduce the ARMA (autoregressive-moving-average) point process, which is a Hawkes process driven by a Neyman-Scott process with Poisson immigration. It…”
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Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations by Wu, Ke, Wheatley, Spencer, Sornette, Didier

“…Royal Society Open Science 5 (9), 2018 We empirically verify that the market capitalisations of coins and tokens in the cryptocurrency universe follow…”
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