Spencer Wheatley
Spencer Wheatley
Senior Scientist, ETH Zürich
Bestätigte E-Mail-Adresse bei ethz.ch - Startseite
Zitiert von
Zitiert von
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
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), 1-12, 2016
Are Bitcoin bubbles predictable? Combining a generalized Metcalfe's Law and the LPPLS model
S Wheatley, D Sornette, T Huber, M Reppen, RN Gantner
Combining a Generalized Metcalfe's Law and the LPPLS Model (March 15, 2018 …, 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
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
Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings
S Wheatley, D Sornette
SFI 15 (28), 2015
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
Classification of crypto-coins and tokens from the dynamics of their power law capitalisation distributions
K Wu, S Wheatley, D Sornette
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
Estimation of the hawkes process with renewal immigration using the em algorithm
S Wheatley, V Filimonov, D Sornette
Swiss Finance Institute Research Paper, 2014
The British pound on Brexit night: A natural experiment of market efficiency and real-time predictability
K Wu, S Wheatley, D Sornette
Swiss Finance Institute Research Paper, 2017
Heavy-Tailed Data Breaches in the Nat-Cat Framework & the Challenge of Insuring Cyber Risks
A Hofmann, S Wheatley, D Sornette
arXiv preprint arXiv:1901.00699, 2019
New Ways and Needs for Exploiting Nuclear Energy
D Sornette, W Kröger, S Wheatley
Springer, 2018
The ARMA Point Process and its Estimation
S Wheatley, M Schatz, D Sornette
arXiv preprint arXiv:1806.09948, 2018
Revisiting the predictability of the Haicheng and Tangshan earthquakes
D Sornette, E Mearns, S Wheatley
arXiv preprint arXiv:2002.00830, 2020
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
Analysis of precursor accidents in nuclear power
S Wheatley, W Kröger, O Nusbaumer, D Sornette
Submitted to Probabilistic Safety Assessment and Management (PSAM), 2018
Open Comprehensive Nuclear Events Database
S Wheatley, W Kröger, L Chen, D Sornette
Proc. 14th Intl. Conf. Probabilistic Safety Assessment and Management (PSAM 14), 2018
Comprehensive Nuclear Events Data Base: Safety and cost perspectives
S Wheatley, W Kröger, D Sornette
Proc. ESREL, 2017
Statistical witchhunts: Science, justice & the p-value crisis
S Wheatley, D Sornette
arXiv preprint arXiv:1904.05662, 2019
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