| Publication | Date of Publication | Type |
|---|
| Self-organization in complex systems as decision making | 2024-06-14 | Paper |
| 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 |
| Testing the Gaussian copula hypothesis for financial assets dependences | 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 |
| Multi-dimensional rational bubbles and fat tails | 2019-01-14 | Paper |
| Multifractal returns and hierarchical portfolio theory | 2019-01-14 | Paper |
| Significance of log-periodic precursors to financial crashes | 2019-01-14 | Paper |
| The US 2000‐2002 market descent: How much longer and deeper? | 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 |
| Bridge homogeneous volatility estimators | 2014-09-05 | 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 |
| Economic networks: the new challenges | 2011-11-30 | Paper |
| Quantum decision theory as quantum theory of measurement | 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 |
| Self-organizing Ising model of financial markets | 2010-06-25 | 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 |
| 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 |
| BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY | 2008-09-03 | Paper |
| CRASHES AS CRITICAL POINTS | 2008-09-03 | Paper |
| Properties of a simple bilinear stochastic model: Estimation and predictability | 2008-04-16 | Paper |
| The modified weibull distribution for asset returns: reply | 2007-05-09 | Paper |
| Intelligent finance—an emerging direction | 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 |
| 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 |
| Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 | 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 |
