| Publication | Date of Publication | Type |
|---|
Group-level imitation may stabilize cooperation
Journal of Statistical Mechanics: Theory and Experiment | 2026-07-10 | Paper |
Wealth Inequality and Planetary Boundaries in a Stylized Agent-Based Model
(available as arXiv preprint) | 2026-06-12 | Paper |
The structure of occupational mobility in France
Journal of Statistical Mechanics: Theory and Experiment | 2026-04-24 | Paper |
Identifying new classes of financial price jumps with wavelets
Proceedings of the National Academy of Sciences of the United States of America | 2026-03-13 | Paper |
How does liquidity shape the yield curve?
Quantitative Finance | 2025-10-22 | Paper |
When is cross impact relevant?
Quantitative Finance | 2024-05-29 | Paper |
| Wrapping and unwrapping multifractal fields | 2023-10-03 | Paper |
Do fundamentals shape the price response? A critical assessment of linear impact models
Quantitative Finance | 2023-06-20 | Paper |
Multivariate quadratic Hawkes processes—part I: theoretical analysis
Quantitative Finance | 2023-06-20 | Paper |
A new spin on color quantization
Journal of Statistical Mechanics: Theory and Experiment | 2023-03-07 | Paper |
How to build a cross-impact model from first principles: theoretical requirements and empirical results
Quantitative Finance | 2022-05-27 | Paper |
Out-of-equilibrium dynamics and excess volatility in firm networks
Journal of Economic Dynamics and Control | 2022-05-16 | Paper |
A New Spin on Color Quantization
(available as arXiv preprint) | 2022-04-26 | Paper |
Exogenous and endogenous price jumps belong to different dynamical classes
Journal of Statistical Mechanics: Theory and Experiment | 2022-02-16 | Paper |
| On Hawkes Processes with Infinite Mean Intensity | 2021-12-28 | Paper |
From ants to fishing vessels: a simple model for herding and exploitation of finite resources
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
A new spin on optimal portfolios and ecological equilibria
Journal of Statistical Mechanics: Theory and Experiment | 2021-10-26 | Paper |
How does latent liquidity get revealed in the limit order book?
Journal of Statistical Mechanics: Theory and Experiment | 2021-08-17 | Paper |
A stationary Kyle setup: microfounding propagator models
Journal of Statistical Mechanics: Theory and Experiment | 2021-06-08 | Paper |
Are trading invariants really invariant? Trading costs matter
Quantitative Finance | 2020-12-07 | Paper |
Endogenous liquidity crises
Journal of Statistical Mechanics: Theory and Experiment | 2020-11-19 | Paper |
By force of habit: self-trapping in a dynamical utility landscape
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2020-08-04 | Paper |
By force of habit: self-trapping in a dynamical utility landscape
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2020-08-04 | Paper |
The multivariate Kyle model: more is different
SIAM Journal on Financial Mathematics | 2020-06-08 | Paper |
Collisions and rebounds of chemically active droplets
Journal of Fluid Mechanics | 2020-01-21 | Paper |
Wave drag on asymmetric bodies
Journal of Fluid Mechanics | 2019-10-14 | Paper |
Turbulent windprint on a liquid surface
Journal of Fluid Mechanics | 2019-08-19 | Paper |
No net motion for oscillating near-spheres at low Reynolds numbers
Journal of Fluid Mechanics | 2019-03-25 | Paper |
Market impact with multi-timescale liquidity
Quantitative Finance | 2019-02-06 | Paper |
Unsteady wave pattern generation by water striders
Journal of Fluid Mechanics | 2018-08-27 | Paper |
Wake and wave resistance on viscous thin films
Journal of Fluid Mechanics | 2016-06-23 | Paper |
| Kelvin wake pattern at large Froude numbers | 2013-09-26 | Paper |
| Relaxation and Intermediate Asymptotics of a Rectangular Trench in a Viscous Film | 2013-09-10 | Paper |
| Intermediate Asymptotics of the Capillary-Driven Thin Film Equation | 2012-11-30 | Paper |
