Joseph L. McCauley

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Variable diffusion in stock market fluctuations
Physica A
2018-09-20Paper
Stochastic Calculus and Differential Equations for Physics and Finance2013-03-26Paper
Introduction to multifractals in dynamical systems theory and fully developed fluid turbulence
Physics Reports
2011-05-15Paper
Dynamics of Markets2009-10-26Paper
Dynamics of Markets2008-07-08Paper
Weak electrolytes, Brownian motion, vortices in superfluid films, and Odins Aker
Journal of Statistical Physics
2006-08-23Paper
Variable step random walks and self-similar distributions
Journal of Statistical Physics
2006-06-14Paper
Economic system dynamics
Discrete Dynamics in Nature and Society
2005-03-21Paper
Newtonian Cosmology and Mach's Principle: local vs. global integrability
Physica Scripta
2005-03-11Paper
Dynamics of Markets2004-10-13Paper
On CAPM and Black-Scholes differing risk-return strategies
Physica A
2003-10-05Paper
Thermodynamic analogies in economics and finance: instability of markets
Physica A
2003-10-05Paper
An empirical model of volatility of returns and option pricing
Physica A
2003-10-05Paper
Scaling, correlations, and cascades in finance and turbulence
Physica A
2003-10-05Paper
Adam Smith's invisible hand is unstable: Physics and dynamics reasoning applied to economic theorizing
Physica A
2002-12-03Paper
Are galaxy distributions scale invariant? A perspective from dynamical systems theory
Physica A
2002-06-04Paper
Neo-classical theory of competition or Adam Smith's hand as mathematized ideology
Physica A
2001-10-23Paper
The futility of utility: how market dynamics marginalize Adam Smith
Physica A
2000-08-29Paper
The new science of complexity
Discrete Dynamics in Nature and Society
1999-11-11Paper
The new science of complexity
Discrete Dynamics in Nature and Society
1999-11-11Paper
Classical Mechanics1998-12-20Paper
Integrability of flows in phase space
Chaos, Solitons and Fractals
1998-08-16Paper
Nonintegrable velocities and nonholonomic coordinates
Chaos, Solitons and Fractals
1995-05-28Paper
Integrability and attractors
Chaos, Solitons and Fractals
1995-02-13Paper
Symmetry and integrable canonical flows
Chaos, Solitons and Fractals
1995-01-30Paper
scientific article; zbMATH DE number 205020 (Why is no real title available?)1993-06-17Paper
DETERMINISTIC STATISTICAL INDEPENDENCE, NONPERIODIC SYMBOL SEQUENCES AND GIBBS DISTRIBUTIONS
International Journal of Modern Physics B
1990-01-01Paper
TEMPERATURE AND INITIAL CONDITIONS ON STRANGE REPELLERS
International Journal of Modern Physics B
1989-01-01Paper


Research outcomes over time


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