Person:293041: Difference between revisions

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Person:293041
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m AuthorDisambiguator moved page Stefano Marmi to Stefano Marmi: Duplicate
 
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Latest revision as of 15:29, 10 December 2023

Available identifiers

zbMath Open marmi.stefanoWikidataQ102349075 ScholiaQ102349075MaRDI QIDQ293041

List of research outcomes





PublicationDate of PublicationType
Price predictability at ultra-high frequency: entropy-based randomness test2025-01-22Paper
Regularity properties of \(k\)-Brjuno and Wilton functions2024-03-01Paper
Correction to: ``Regularity properties of \(k\)-Brjuno and Wilton functions2024-03-01Paper
Unimodal maps perturbed by heteroscedastic noise: an application to financial systems2023-11-06Paper
Random‐like properties of chaotic forcing2023-08-22Paper
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks2023-07-04Paper
Uncertainty in firm valuation and a cross-sectional misvaluation measure2023-04-04Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics2023-02-16Paper
Measuring market efficiency: the Shannon entropy of high-frequency financial time series2023-01-13Paper
Some arithmetical aspects of renormalization in Teichmüller dynamics: on the occasion of Corinna Ulcigrai winning the Brin Prize2022-07-04Paper
Analytic linearization of a generalization of the semi-standard map: radius of convergence and Brjuno sum2022-06-01Paper
A convergence criterion for the unstable manifolds of the MacKay approximate renormalisation2022-05-20Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics2022-05-19Paper
The Brjuno functions of the by-excess, odd, even and odd-odd continued fractions and their regularity properties2021-11-26Paper
Cohomological equations for linear involutions2021-06-23Paper
On Roth type conditions, duality and central Birkhoff sums for i.e.m.2021-05-11Paper
On the regularity of Mather's \(\beta\)-function for standard-like twist maps2020-12-30Paper
Distribution of asset price movement and market potential2020-08-11Paper
Asymptotic results for the Fourier estimator of the integrated quarticity2020-01-31Paper
Long hitting time for translation flows and L-shaped billiards2019-06-27Paper
Coupling the Yoccoz–Birkeland population model with price dynamics: chaotic livestock commodities market cycles2019-06-20Paper
When panic makes you blind: a chaotic route to systemic risk2019-03-27Paper
Matching in a family of piecewise affine maps2019-01-08Paper
A Stylized Model for Long-Run Index Return Dynamics2018-11-19Paper
Collective synchronization and high frequency systemic instabilities in financial markets2018-11-14Paper
https://portal.mardi4nfdi.de/entity/Q46860652018-10-09Paper
Modelling systemic price cojumps with Hawkes factor models2018-09-19Paper
Cohomological equation and local conjugacy class of Diophantine interval exchange maps2017-12-07Paper
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification2016-12-20Paper
Hölder regularity of the solutions of the cohomological equation for Roth type interval exchange maps2016-06-09Paper
Erratum: ``Reducibility of quasiperiodic cocycles under a Brjuno-Rüssmann arithmetical condition2016-01-21Paper
There is only one KAM curve2014-10-17Paper
Natural boundary for the susceptibility function of generic piecewise expanding unimodal maps2014-06-27Paper
Bounded type interval exchange maps2014-05-15Paper
https://portal.mardi4nfdi.de/entity/Q28428982013-08-08Paper
Linearization of generalized interval exchange maps2013-01-03Paper
Reducibility of quasiperiodic cocycles under a Brjuno-Rüssmann arithmetical condition2012-06-25Paper
Hyperfunctions, formal groups and generalized Lipschitz summation formulas2012-05-04Paper
A quasianalyticity property for monogenic solutions of small divisor problems2011-04-08Paper
Convergence radius in the Poincaré-Siegel problem2011-01-19Paper
https://portal.mardi4nfdi.de/entity/Q30539382010-11-05Paper
The entropy of α-continued fractions: numerical results2010-10-21Paper
Affine interval exchange maps with a wandering interval2010-05-17Paper
Generalized Brjuno functions associated to \(\alpha \)-continued fractions2010-01-19Paper
Potts models on hierarchical lattices and renormalization group dynamics2009-03-20Paper
Linearization of germs: regular dependence on the multiplier2009-03-16Paper
The recurrence time for interval exchange maps2008-09-11Paper
https://portal.mardi4nfdi.de/entity/Q35199712008-08-19Paper
On the entropy of Japanese continued fractions2008-06-18Paper
https://portal.mardi4nfdi.de/entity/Q35956302007-08-28Paper
https://portal.mardi4nfdi.de/entity/Q54704612006-05-31Paper
The cohomological equation for Roth-type interval exchange maps2005-08-29Paper
On the cohomological equation for interval exchange maps.2003-09-15Paper
Quasianalytic monogenic solutions of a cohomological equation2003-08-03Paper
https://portal.mardi4nfdi.de/entity/Q45495722003-03-06Paper
Scaling near resonances and complex rotation numbers for the standard map2001-08-26Paper
Complex Brjuno functions2001-07-05Paper
Limit at resonances of linearizations of some complex analytic dynamical systems2001-04-01Paper
Continued fractions and Brjuno functions2001-01-23Paper
An Introduction To Small Divisors2000-09-27Paper
https://portal.mardi4nfdi.de/entity/Q44880252000-06-25Paper
Linearization of analytic and non-analytic germs of diffeomorphisms of $({\mathbb C},0)$2000-06-22Paper
The Brjuno functions and their regularity properties1997-08-18Paper
Scaling, perturbative renormalization and analyticity for the standard map and some generalizations1995-07-31Paper
On the semiclassical density of states of quasi-integrable mechanical systems1994-12-08Paper
https://portal.mardi4nfdi.de/entity/Q42960441994-07-11Paper
https://portal.mardi4nfdi.de/entity/Q40098371992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40108731992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40108851992-09-27Paper
On the standard map critical function1992-09-27Paper
The Hannay angles: Geometry, adiabaticity, and an example1992-06-25Paper
Nekhoroshev estimate for isochronous non resonant symplectic maps1990-01-01Paper
A class of systems with measurable Hannay angles1990-01-01Paper
Critical functions for complex analytic maps1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34895421990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32116421989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33500861989-01-01Paper
Critical KAM circles and the Brjuno function1989-01-01Paper
Diophantine conditions and K.A.M. estimates for the Siegel theorem in \(C^ N\)1988-01-01Paper
A method for accurate stability bounds in a small denominator problem1988-01-01Paper
Global and local minima of $\alpha$-Brjuno functionsN/APaper

Research outcomes over time

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