| Publication | Date of Publication | Type |
|---|
| Probabilistic renormalization and analytic continuation | 2022-08-25 | Paper |
| Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation | 2022-07-26 | Paper |
| The quotient of normal random variables and application to asset price fat tails | 2022-06-27 | Paper |
| Derivation of non-classical stochastic price dynamics equations | 2022-05-27 | Paper |
| Fat tails arise endogenously from supply/demand, with or without jump processes | 2022-04-29 | Paper |
| Establishing cryptocurrency equilibria through game theory | 2022-04-21 | Paper |
| Stochastic asset flow equations: interdependence of trend and volatility | 2022-01-20 | Paper |
| Market oscillations induced by the competition between value-based and trend-based investment strategies | 2021-06-18 | Paper |
| Statistical inference and modelling of momentum in stock prices | 2021-06-18 | Paper |
| Probabilistic renormalization and analytic continuation | 2020-08-29 | Paper |
| Asset price volatility and price extrema | 2020-04-29 | Paper |
| Surface tension, higher order phase field equations, dimensional analysis and Clairaut's equation | 2019-11-14 | Paper |
| A renormalization approach to the Riemann zeta function at \(-1,1+2+3+\dots\sim -1/12\). | 2019-11-14 | Paper |
| Derivation of non-classical stochastic price dynamics equations | 2019-08-02 | Paper |
| Price equations with symmetric supply/demand; implications for fat tails | 2019-03-11 | Paper |
| The Quotient of Normal Random Variables And Application to Asset Price Fat Tails | 2018-02-13 | Paper |
| Bifurcation analysis of a single-group asset flow model | 2016-05-30 | Paper |
| The nonlinear price dynamics of U.S. equity ETFs | 2014-11-24 | Paper |
| Renormalization methods for higher order differential equations | 2014-08-22 | Paper |
| Nonlinear Dynamics and Stability in a Multigroup Asset Flow Model | 2013-01-30 | Paper |
| Interface conditions for a phase field model with anisotropic and non-local interactions | 2012-11-05 | Paper |
| Multi-group asset flow equations and stability | 2011-07-27 | Paper |
| Anisotropic phase field equations of arbitrary order | 2011-03-22 | Paper |
| Hybrid methodology for technical analysis | 2009-06-24 | Paper |
| Wall and boundary free energies. I: Ferromagnetic scalar spin systems | 2009-03-14 | Paper |
| Renormalization and scaling methods for quasi-static interface problems | 2009-02-04 | Paper |
| Parameter optimization for differential equations in asset price forecasting | 2009-01-16 | Paper |
| Numerical Tests of a Phase Field Model with Second Order Accuracy | 2008-12-22 | Paper |
| Rapidly converging phase field models via second order asymptotics | 2008-07-29 | Paper |
| Overreaction diamonds: precursors and aftershocks for significant price changes | 2007-10-09 | Paper |
| A rapidly converging phase field model | 2007-04-10 | Paper |
| Asset price dynamics with heterogeneous groups | 2007-02-19 | Paper |
| Nonlinear price evolution | 2006-01-24 | Paper |
| Velocity selection in 3D dendrites: phase field computations and microgravity experiments | 2005-08-05 | Paper |
| Renormalization group methods for nonlinear parabolic equations. | 2005-02-25 | Paper |
| The transition between quasi-static and fully dynamic for interfaces | 2005-02-23 | Paper |
| A renormalization group approach to blow-up and extinction exponents. | 2004-08-26 | Paper |
| Decay of solutions to nonlinear parabolic equations: renormalization and rigorous results | 2004-05-27 | Paper |
| Computations of dendrites in 3-D and comparison with microgravity experiments | 2003-05-04 | Paper |
| The predictive power of price patterns | 2002-09-04 | Paper |
| Renormalization Group Calculation of Late Stage Interface Dynamics | 2002-04-17 | Paper |
| Dynamical renormalization group calculation of a two-phase sharp interface model | 2002-02-18 | Paper |
| Stefan and Hele-Shaw type models as asymptotic limits of the phase-field equations | 2001-02-06 | Paper |
| Convergence of the phase field model to its sharp interface limits | 2000-02-09 | Paper |
| Asset flow and momentum: deterministic and stochastic equations | 2000-01-04 | Paper |
| Renormalization and scaling methods for nonlinear parabolic systems | 1999-04-25 | Paper |
| An analysis of phase-field alloys and transition layers | 1999-02-16 | Paper |
| Initial cash/asset ratio and asset prices: An experimental study | 1998-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332553 | 1997-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4872657 | 1996-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4308950 | 1994-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280990 | 1994-06-08 | Paper |
| Phase Field Computations of Single-Needle Crystals, Crystal Growth, and Motion by Mean Curvature | 1994-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280988 | 1994-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280991 | 1994-03-10 | Paper |
| Corrections to: ``Phase field models and sharp interface limits: Some differences in subtle situations | 1993-04-01 | Paper |
| Corrections to: ``Stability of interfaces with velocity correction term | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026334 | 1993-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4010735 | 1992-09-27 | Paper |
| Penrose-Fife modification of solidification equations has no freezing or melting | 1992-06-28 | Paper |
| Phase field models and sharp interface limits: Some differences in subtle situations | 1992-06-25 | Paper |
| Stability of interfaces with velocity correction term | 1992-06-25 | Paper |
| The existence of travelling waves for phase field equations and convergence to sharp interface models in the singular limit | 1992-06-25 | Paper |
| Computation of sharp phase boundaries by spreading: The planar and spherically symmetric cases | 1991-01-01 | Paper |
| Numerical studies of differential equations related to theoretical financial markets | 1991-01-01 | Paper |
| A microscopic derivation of macroscopic sharp interface problems involving phase transitions | 1990-01-01 | Paper |
| A kinetic thermodynamics approach to the psychology of fluctuations in financial markets | 1990-01-01 | Paper |
| The Dynamics of a Conserved Phase Field System: Stefan-like, Hele-Shaw, and Cahn-Hilliard Models as Asymptotic Limits | 1990-01-01 | Paper |
| Efficient computation of a sharp interface by spreading via phase field methods | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3790774 | 1988-01-01 | Paper |
| Elliptic Problems Involving Phase Boundaries Satisfying a Curvature Condition | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805146 | 1987-01-01 | Paper |
| A Numerical Analysis of an Anisotropic Phase Field Model | 1987-01-01 | Paper |
| An analysis of a phase field model of a free boundary | 1986-01-01 | Paper |
| The role of microscopic anisotropy in the macroscopic behavior of a phase boundary | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3717514 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3743633 | 1986-01-01 | Paper |
| Properties of some ordinary differential equations related to free boundary problems | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3722997 | 1985-01-01 | Paper |
| A free boundary problem with moving source | 1984-01-01 | Paper |
| Nonlinear equations and systems in several space variables | 1983-01-01 | Paper |
| Nonlinear equations with coefficients of bounded variation in two space variables | 1982-01-01 | Paper |
