Article,
Black swans, extreme risks, and the e-pile model of self-organized criticality
Affiliations
- [1] ENEA Natl Lab, Ctr Ric Frascati, I-00044 Frascati, Italy [NORA names: Italy; Europe, EU; OECD];
- [2] Russian Acad Sci, Space Res Inst, Moscow 117997, Russia [NORA names: Russia; Europe, Non-EU];
- [3] Russian Acad Sci, Space Res Inst, Moscow 117997, Russia [NORA names: Russia; Europe, Non-EU];
- [4] Tech Univ Denmark, Phys Dept, DK-2800 Lyngby, Denmark [NORA names: DTU Technical University of Denmark; University; Denmark; Europe, EU; Nordic; OECD];
- [5] Univ Cote Azur, SKEMA Business Sch, Nice, France [NORA names: France; Europe, EU; OECD];
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Abstract
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Keywords
Extreme events,
Fractional kinetics,
Power laws,
Random processes,
Self-organized criticality