Publication | Date of Publication | Type |
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THE FAIR REWARD PROBLEM: THE ILLUSION OF SUCCESS AND HOW TO SOLVE IT | 2024-03-27 | Paper |
Hierarchy of temporal responses of multivariate self-excited epidemic processes | 2023-07-26 | Paper |
Portfolio selection with exploration of new investment assets | 2023-07-11 | Paper |
Comparing nested data sets and objectively determining financial bubbles' inceptions | 2022-07-26 | Paper |
An adaptive dynamical model of default contagion | 2022-07-22 | Paper |
Information processing by networks of quantum decision makers | 2022-06-23 | Paper |
Role of collective information in networks of quantum operating agents | 2022-05-20 | Paper |
Prediction and prevention of disproportionally dominant agents in complex networks | 2022-05-05 | Paper |
Classification of flash crashes using the Hawkes(p,q)framework | 2022-04-05 | Paper |
Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators | 2022-04-05 | Paper |
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes | 2021-12-01 | Paper |
INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS | 2021-03-16 | Paper |
A Nonuniformly Integrable Martingale Bubble with a Crash | 2019-11-22 | Paper |
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators | 2019-09-26 | Paper |
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality | 2019-09-26 | Paper |
Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data | 2019-02-06 | Paper |
Decision trees unearth return sign predictability in the S&P 500 | 2019-02-06 | Paper |
Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions | 2019-01-15 | Paper |
Multifractal returns and hierarchical portfolio theory | 2019-01-14 | Paper |
Significance of log-periodic precursors to financial crashes | 2019-01-14 | Paper |
Multi-dimensional rational bubbles and fat tails | 2019-01-14 | Paper |
Economies of scale in innovations with block-busters | 2019-01-14 | Paper |
Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos | 2019-01-14 | Paper |
The US 2000‐2002 market descent: How much longer and deeper? | 2019-01-14 | Paper |
Testing the Gaussian copula hypothesis for financial assets dependences | 2019-01-14 | Paper |
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies | 2018-11-19 | Paper |
Modified profile likelihood inference and interval forecast of the burst of financial bubbles | 2018-11-19 | Paper |
Zipf's law and maximum sustainable growth | 2018-11-01 | Paper |
A stable and robust calibration scheme of the log-periodic power law model | 2018-09-11 | Paper |
The Hawkes process with renewal immigration \& its estimation with an EM algorithm | 2018-08-15 | Paper |
Super-exponential growth expectations and the global financial crisis | 2018-08-13 | Paper |
The ARMA Point Process and its Estimation | 2018-06-26 | Paper |
A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises) | 2018-05-25 | Paper |
Dynamic Transition in Symbiotic Evolution Induced by Growth Rate Variation | 2017-05-11 | Paper |
Quantum probability and quantum decision-making | 2017-01-13 | Paper |
Macroeconomic Dynamics of Assets, Leverage and Trust | 2016-09-29 | Paper |
A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics | 2015-10-29 | Paper |
Inferring fundamental value and crash nonlinearity from bubble calibration | 2015-04-08 | Paper |
New Approach to Modeling Symbiosis in Biological and Social Systems | 2014-12-03 | Paper |
Population Dynamics with Nonlinear Delayed Carrying Capacity | 2014-05-21 | Paper |
Cycles, determinism and persistence in agent-based games and financial time-series: part I | 2014-01-24 | Paper |
Cycles, determinism and persistence in agent-based games and financial time-series: part II | 2014-01-24 | Paper |
Challenges to the assessment of time-to-proof of mathematical conjectures | 2014-01-23 | Paper |
Modeling symbiosis by interactions through species carrying capacities | 2012-09-11 | Paper |
Quantum decision theory as quantum theory of measurement | 2011-11-30 | Paper |
Economic Networks: The New Challenges | 2011-11-30 | Paper |
Decision theory with prospect interference and entanglement | 2011-04-05 | Paper |
Generation-by-generation dissection of the response function in long memory epidemic processes | 2011-01-04 | Paper |
Heavy-tailed distribution of cyber-risks | 2011-01-04 | Paper |
MATHEMATICAL STRUCTURE OF QUANTUM DECISION THEORY | 2010-12-15 | Paper |
Erratum: ``Illusion of control in time-horizon minority and Parrondo games | 2010-06-25 | Paper |
Illusion of control in time-horizon minority and Parrondo games | 2010-06-25 | Paper |
Self-organizing Ising model of financial markets | 2010-06-25 | Paper |
Physics of risk and uncertainty in quantum decision making | 2010-06-23 | Paper |
Entanglement production in quantum decision making | 2010-03-19 | Paper |
Processing information in quantum decision theory | 2010-01-29 | Paper |
Theory of Zipf's law and beyond | 2009-11-30 | Paper |
Punctuated evolution due to delayed carrying capacity | 2009-09-28 | Paper |
CRASHES AS CRITICAL POINTS | 2008-09-03 | Paper |
BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY | 2008-09-03 | Paper |
Properties of a simple bilinear stochastic model: Estimation and predictability | 2008-04-16 | Paper |
Intelligent finance—an emerging direction | 2007-05-09 | Paper |
The modified weibull distribution for asset returns: reply | 2007-05-09 | Paper |
Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools. | 2006-08-03 | Paper |
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence | 2006-06-09 | Paper |
Extreme Financial Risks | 2006-04-06 | Paper |
Empirical distributions of stock returns: between the stretched exponential and the power law? | 2006-03-08 | Paper |
Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method | 2006-03-08 | Paper |
A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES | 2006-01-31 | Paper |
THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES | 2006-01-09 | Paper |
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES | 2005-10-27 | Paper |
RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY | 2005-04-15 | Paper |
Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools. | 2004-03-21 | Paper |
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 | 2003-11-23 | Paper |
Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction | 2003-11-23 | Paper |
2000-2003 real estate bubble in the UK but not in the USA | 2003-10-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4429832 | 2003-09-30 | Paper |
Summation of power series by self-similar factor approximants | 2003-09-28 | Paper |
Finite-time singularity signature of hyperinflation | 2003-06-23 | Paper |
Critical market crashes | 2003-04-02 | Paper |
Endogenous versus exogenous shocks in systems with memory | 2003-02-26 | Paper |
``Slimming of power-law tails by increasing market returns | 2002-06-04 | Paper |
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence | 2002-05-12 | Paper |
The Kalman-Lévy filter | 2002-05-07 | Paper |
Oscillatory finite-time singularities in finance, population and rupture | 2002-05-02 | Paper |
From rational bubbles to crashes | 2001-10-23 | Paper |
Data-adaptive wavelets and multi-scale singular-spectrum analysis | 2001-10-04 | Paper |
PORTFOLIO THEORY FOR "FAT TAILS" | 2001-07-05 | Paper |
Finite-time singularity in the dynamics of the world population, economic and financial indices | 2001-06-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4524829 | 2001-01-15 | Paper |
Fokker-Planck equation of distributions of financial returns and power laws | 2001-01-09 | Paper |
Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools | 2000-12-10 | Paper |
Punctuated vortex coalescence and discrete scale invariance in two-dimensional turbulence | 2000-10-08 | Paper |
The wave motion for the time-dependent Schrödinger, classical wave and Klein-Gordon equations | 2000-09-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4218375 | 1998-11-11 | Paper |
MATHEMATICAL MODEL OF HUMAN GESTATION AND PARTURITION: IMPLICATIONS FOR EARLY DIAGNOSIS OF PREMATURITY AND POSTMATURITY | 1997-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4524811 | 1997-01-01 | Paper |
The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes | 1994-07-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4710420 | 1992-06-25 | Paper |
Coarse-grained properties of the chaotic trajectories in the stadium | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3818016 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3731285 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3735331 | 1984-01-01 | Paper |