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Spencer Wheatley
Spencer Wheatley
Senior Scientist, ETH Zürich
Verified email at ethz.ch - Homepage
Title
Cited by
Cited by
Year
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
1602016
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
1532017
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
1292019
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
642018
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
522016
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
352019
Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings
S Wheatley, D Sornette
SFI 15 (28), 2015
252015
New ways and needs for exploiting nuclear energy
D Sornette, W Kröger, S Wheatley
Springer, 2018
202018
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
192021
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
182019
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
182015
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
152021
Data breaches in the catastrophe framework & beyond
S Wheatley, A Hofmann, D Sornette
arXiv preprint arXiv:1901.00699, 2019
10*2019
The ARMA point process and its estimation
S Wheatley, M Schatz, D Sornette
arXiv preprint arXiv:1806.09948, 2018
102018
Estimation of the Hawkes process with renewal immigration using the EM algorithm
S Wheatley, V Filimonov, D Sornette
arXiv preprint arXiv:1407.7118, 2014
102014
Classification of crypto-coins and tokens from the dynamics of their power law capitalisation distributions
K Wu, S Wheatley, D Sornette
101803
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
92017
The ARMA point process and its estimation
M Schatz, S Wheatley, D Sornette
Econometrics and Statistics 24, 164-182, 2022
82022
Revisiting the predictability of the Haicheng and Tangshan earthquakes
D Sornette, E Mearns, S Wheatley
Symmetry 13 (7), 1206, 2021
82021
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
72021
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