| Publication | Date of Publication | Type |
|---|
| Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory | 2022-11-11 | Paper |
| Diffusion-localization transition point of gravity type transport model on regular ring lattices and Bethe lattices | 2022-03-17 | Paper |
| Random coefficient autoregressive processes and the PUCK model with fluctuating potential | 2021-08-17 | Paper |
| Motif formation and industry specific topologies in the Japanese business firm network | 2020-08-11 | Paper |
| Rapid detection of the switching point in a financial market structure using the particle filter | 2020-03-12 | Paper |
| Smoluchowski equation for networks: Merger induced intermittent giant node formation and degree gap | 2019-01-17 | Paper |
| Generalised central limit theorems for growth rate distribution of complex systems | 2014-07-10 | Paper |
| Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability | 2014-01-17 | Paper |
| NON-GAUSSIAN DISTRIBUTION IN RANDOM TRANSPORT DYNAMICS | 2013-06-12 | Paper |
| Continuum Limit and Renormalization of Market Price Dynamics Based on PUCK Model | 2009-08-10 | Paper |
| Observation of Two Types of Behaviors of Financial Bubbles and the Related Higher-Order Potential Forces | 2009-08-10 | Paper |
| Hubs and Authorities on Japanese Inter-Firm Network: Characterization of Nodes in Very Large Directed Networks | 2009-08-10 | Paper |
| Estimation of Parameters from Discrete Random Nonstationary Time Series | 2009-08-10 | Paper |
| MINORITY AND MAJORITY GAMES IN FINANCIAL MARKETS | 2008-07-02 | Paper |
| A stochastic map model of phase transition in internet traffic | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4432026 | 2003-10-22 | Paper |
| Finite-time singularity signature of hyperinflation | 2003-06-23 | Paper |
| Self-modulation processes and resulting generic \(1/f\) fluctuations | 2003-05-21 | Paper |
| Triangular arbitrage and negative auto-correlation of foreign exchange rates | 2003-05-21 | Paper |
| Analysis of high-resolution foreign exchange data of USD-JPY for 13 years | 2003-05-21 | Paper |
| A dynamical structure of high frequency currency exchange market | 2003-05-21 | Paper |
| UNIVERSALITY OF 1-DIMENSIONAL REACTION MODELS | 2003-01-20 | Paper |
| Triangular arbitrage as an interaction among foreign exchange rates | 2002-06-12 | Paper |
| Predictability of currency market exchange | 2002-05-23 | Paper |
| The mechanism of double-exponential growth in hyper-inflation | 2002-05-23 | Paper |
| Stable Distribution and Levy Process in Fractal Turbulence | 2001-10-18 | Paper |
| Spectral Analysis of Multichannel Meg Data | 2001-06-11 | Paper |
| A characteristic time scale in dollar-yen exchange rates | 2001-02-27 | Paper |
| Statistical properties of aggregation with injection | 2000-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705567 | 1999-12-20 | Paper |
| A Percolation-like Phase Transition in Oxygen-limited Combustion. | 1999-11-08 | Paper |
| POWER-LAW DISTRIBUTION OF RIVER BASIN SIZES | 1998-11-26 | Paper |
| 1/f NOISE IN A TRAFFIC MODEL | 1998-08-02 | Paper |
| THE BEHAVIOR OF A THRESHOLD MODEL OF MARKET PRICE IN STOCK EXCHANGE | 1998-04-22 | Paper |
| FRACTAL LIMIT DISTRIBUTIONS IN RANDOM TRANSPORTS | 1998-02-03 | Paper |
| FRACTAL IMAGE ANALYSIS OF NATURAL SCENES AND MEDICAL IMAGES | 1997-08-07 | Paper |
| A new mesoscopic scale model for simulating fluid turbulence: The lattice vortex tube model | 1994-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3995248 | 1992-09-17 | Paper |
| Saturation transition in a monomer-monomer model of heterogeneous catalysis | 1990-01-01 | Paper |
| Physical models of fractal functions | 1984-01-01 | Paper |
