Predicting earthquakes and financial crises with rogue waves

In this project the student will develop techniques to try and predict large fluctuations in financial markets and also in the dynamics of earthquakes. This attempt is based on the recently developed theory of the so-called 'rogue waves', i.e. huge ocean waves that appear from nowhere and disappear without a trace. Rogue waves are also observed routinely in fiber optics and in photonics in general, which makes one suspect that the underlying physics of large fluctuation phenomena is similar.