Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process. - Vladimir Filimonov; Spencer Wheatley; Didier Sornette (Commun. Nonlinear Sci. Numer. Simul., 2015)

The Hawkes process with renewal immigration & its estimation with an EM algorithm. - Spencer Wheatley; Vladimir Filimonov; Didier Sornette (Comput. Stat. Data Anal., 2016)

The Fair Reward Problem: the illusion of Success and How to solve IT. - Didier Sornette; Spencer Wheatley; Peter Cauwels (Adv. Complex Syst., 2019)

Heavy-Tailed Data Breaches in the Nat-Cat Framework & the Challenge of Insuring Cyber Risks. - Annette Hofmann; Spencer Wheatley; Didier Sornette (CoRR, 2019)

Revisiting the Predictability of the Haicheng and Tangshan Earthquakes. - Didier Sornette; Euan Mearns; Spencer Wheatley (Symmetry, 2021)