| Publication | Date of Publication | Type |
|---|
Probabilistic renormalization and analytic continuation
Journal of Number Theory | 2022-08-25 | Paper |
Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation
Physica A | 2022-07-26 | Paper |
The quotient of normal random variables and application to asset price fat tails
Physica A | 2022-06-27 | Paper |
Derivation of non-classical stochastic price dynamics equations
Physica A | 2022-05-27 | Paper |
Fat tails arise endogenously from supply/demand, with or without jump processes
AIMS Mathematics | 2022-04-29 | Paper |
Establishing cryptocurrency equilibria through game theory
AIMS Mathematics | 2022-04-21 | Paper |
Stochastic asset flow equations: interdependence of trend and volatility
Physica A | 2022-01-20 | Paper |
Statistical inference and modelling of momentum in stock prices
Applied Mathematical Finance | 2021-06-18 | Paper |
Market oscillations induced by the competition between value-based and trend-based investment strategies
Applied Mathematical Finance | 2021-06-18 | Paper |
Probabilistic renormalization and analytic continuation
| 2020-08-29 | Paper |
Asset price volatility and price extrema
Discrete and Continuous Dynamical Systems. Series B | 2020-04-29 | Paper |
Surface tension, higher order phase field equations, dimensional analysis and Clairaut's equation
AIMS Mathematics | 2019-11-14 | Paper |
A renormalization approach to the Riemann zeta function at \(-1,1+2+3+\dots\sim -1/12\).
AIMS Mathematics | 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
Economics Letters | 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
Quarterly of Applied Mathematics | 2016-05-30 | Paper |
The nonlinear price dynamics of U.S. equity ETFs
Journal of Econometrics | 2014-11-24 | Paper |
Renormalization methods for higher order differential equations
Journal of Physics A: Mathematical and Theoretical | 2014-08-22 | Paper |
Nonlinear dynamics and stability in a multigroup asset flow model
SIAM Journal on Applied Dynamical Systems | 2013-01-30 | Paper |
Interface conditions for a phase field model with anisotropic and non-local interactions
Archive for Rational Mechanics and Analysis | 2012-11-05 | Paper |
Multi-group asset flow equations and stability
Discrete and Continuous Dynamical Systems. Series B | 2011-07-27 | Paper |
Anisotropic phase field equations of arbitrary order
Discrete and Continuous Dynamical Systems. Series S | 2011-03-22 | Paper |
Hybrid methodology for technical analysis
Nonlinear Analysis. Hybrid Systems | 2009-06-24 | Paper |
Wall and boundary free energies. I: Ferromagnetic scalar spin systems
Communications in Mathematical Physics | 2009-03-14 | Paper |
Renormalization and scaling methods for quasi-static interface problems
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-02-04 | Paper |
Parameter optimization for differential equations in asset price forecasting
Optimization Methods & Software | 2009-01-16 | Paper |
Numerical Tests of a Phase Field Model with Second Order Accuracy
SIAM Journal on Applied Mathematics | 2008-12-22 | Paper |
Rapidly converging phase field models via second order asymptotics
Discrete and Continuous Dynamical Systems | 2008-07-29 | Paper |
Overreaction diamonds: precursors and aftershocks for significant price changes
Quantitative Finance | 2007-10-09 | Paper |
A rapidly converging phase field model
Discrete and Continuous Dynamical Systems | 2007-04-10 | Paper |
Asset price dynamics with heterogeneous groups
Physica D | 2007-02-19 | Paper |
Nonlinear price evolution
Quarterly of Applied Mathematics | 2006-01-24 | Paper |
Velocity selection in 3D dendrites: phase field computations and microgravity experiments
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2005-08-05 | Paper |
Renormalization group methods for nonlinear parabolic equations.
Applied Mathematics Letters | 2005-02-25 | Paper |
The transition between quasi-static and fully dynamic for interfaces
Physica D | 2005-02-23 | Paper |
A renormalization group approach to blow-up and extinction exponents.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
Decay of solutions to nonlinear parabolic equations: renormalization and rigorous results
Discrete and Continuous Dynamical Systems. Series B | 2004-05-27 | Paper |
Computations of dendrites in 3-D and comparison with microgravity experiments
Journal of Statistical Physics | 2003-05-04 | Paper |
The predictive power of price patterns
Applied Mathematical Finance | 2002-09-04 | Paper |
Renormalization group calculation of late stage interface dynamics
SIAM Journal on Applied Mathematics | 2002-04-17 | Paper |
Dynamical renormalization group calculation of a two-phase sharp interface model.
Physical Review E. Third Series | 2002-02-18 | Paper |
Stefan and Hele-Shaw type models as asymptotic limits of the phase-field equations
Physical Review A | 2001-02-06 | Paper |
Convergence of the phase field model to its sharp interface limits
European Journal of Applied Mathematics | 2000-02-09 | Paper |
Asset flow and momentum: deterministic and stochastic equations
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 2000-01-04 | Paper |
Renormalization and scaling methods for nonlinear parabolic systems
Nonlinearity | 1999-04-25 | Paper |
An analysis of phase-field alloys and transition layers
Archive for Rational Mechanics and Analysis | 1999-02-16 | Paper |
Initial cash/asset ratio and asset prices: An experimental study
Proceedings of the National Academy of Sciences | 1998-03-17 | Paper |
scientific article; zbMATH DE number 978402 (Why is no real title available?)
| 1997-06-30 | Paper |
scientific article; zbMATH DE number 859490 (Why is no real title available?)
| 1996-08-12 | Paper |
scientific article; zbMATH DE number 653073 (Why is no real title available?)
| 1994-11-22 | Paper |
scientific article; zbMATH DE number 510536 (Why is no real title available?)
| 1994-06-08 | Paper |
Phase Field Computations of Single-Needle Crystals, Crystal Growth, and Motion by Mean Curvature
SIAM Journal on Scientific Computing | 1994-04-19 | Paper |
scientific article; zbMATH DE number 510534 (Why is no real title available?)
| 1994-04-14 | Paper |
scientific article; zbMATH DE number 510537 (Why is no real title available?)
| 1994-03-10 | Paper |
Corrections to: ``Phase field models and sharp interface limits: Some differences in subtle situations
Rocky Mountain Journal of Mathematics | 1993-04-01 | Paper |
Corrections to: ``Stability of interfaces with velocity correction term
Rocky Mountain Journal of Mathematics | 1993-04-01 | Paper |
scientific article; zbMATH DE number 124713 (Why is no real title available?)
| 1993-02-21 | Paper |
scientific article; zbMATH DE number 66130 (Why is no real title available?)
| 1992-09-27 | Paper |
Penrose-Fife modification of solidification equations has no freezing or melting
Applied Mathematics Letters | 1992-06-28 | Paper |
The existence of travelling waves for phase field equations and convergence to sharp interface models in the singular limit
Quarterly of Applied Mathematics | 1992-06-25 | Paper |
Phase field models and sharp interface limits: Some differences in subtle situations
Rocky Mountain Journal of Mathematics | 1992-06-25 | Paper |
Stability of interfaces with velocity correction term
Rocky Mountain Journal of Mathematics | 1992-06-25 | Paper |
Numerical studies of differential equations related to theoretical financial markets
Applied Mathematics Letters | 1991-01-01 | Paper |
Computation of sharp phase boundaries by spreading: The planar and spherically symmetric cases
Journal of Computational Physics | 1991-01-01 | Paper |
The Dynamics of a Conserved Phase Field System: Stefan-like, Hele-Shaw, and Cahn-Hilliard Models as Asymptotic Limits
IMA Journal of Applied Mathematics | 1990-01-01 | Paper |
A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
Applied Mathematics Letters | 1990-01-01 | Paper |
A microscopic derivation of macroscopic sharp interface problems involving phase transitions
Journal of Statistical Physics | 1990-01-01 | Paper |
Efficient computation of a sharp interface by spreading via phase field methods
Applied Mathematics Letters | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4055183 (Why is no real title available?)
| 1988-01-01 | Paper |
A Numerical Analysis of an Anisotropic Phase Field Model
IMA Journal of Applied Mathematics | 1987-01-01 | Paper |
Elliptic Problems Involving Phase Boundaries Satisfying a Curvature Condition
IMA Journal of Applied Mathematics | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4073559 (Why is no real title available?)
| 1987-01-01 | Paper |
An analysis of a phase field model of a free boundary
Archive for Rational Mechanics and Analysis | 1986-01-01 | Paper |
The role of microscopic anisotropy in the macroscopic behavior of a phase boundary
Annals of Physics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3977448 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3946761 (Why is no real title available?)
| 1986-01-01 | Paper |
Properties of some ordinary differential equations related to free boundary problems
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3953422 (Why is no real title available?)
| 1985-01-01 | Paper |
A free boundary problem with moving source
Advances in Applied Mathematics | 1984-01-01 | Paper |
Nonlinear equations and systems in several space variables
Journal of Differential Equations | 1983-01-01 | Paper |
Nonlinear equations with coefficients of bounded variation in two space variables
Journal of Differential Equations | 1982-01-01 | Paper |
