| Publication | Date of Publication | Type |
|---|
Winding number statistics for chiral random matrices: universal correlations and statistical moments in the unitary case
Journal of Mathematical Physics | 2025-11-25 | Paper |
Random matrices and the free energy of Ising-like models with disorder
SciPost Physics | 2024-12-05 | Paper |
Sensitivity of principal components to system changes in the presence of non-stationarity
Journal of Statistical Mechanics: Theory and Experiment | 2024-09-26 | Paper |
Transitions between quasi-stationary states in traffic systems: cologne orbital motorways as an example
Journal of Statistical Mechanics: Theory and Experiment | 2024-09-18 | Paper |
Congestions and spectral transitions in time-lagged correlations of motorway traffic
Physica A | 2024-08-26 | Paper |
| Random Matrices and the Free Energy of Ising-Like Models with Disorder | 2023-12-20 | Paper |
Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case
Journal of Mathematical Physics | 2023-12-11 | Paper |
| Local correlations in partially dual-unitary lattice models | 2023-12-06 | Paper |
Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence
Journal of Mathematical Physics | 2023-04-11 | Paper |
A mapping between the spin and fermion algebra
Journal of Physics A: Mathematical and Theoretical | 2023-02-13 | Paper |
Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
Journal of Physics A: Mathematical and Theoretical | 2023-02-03 | Paper |
Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
Journal of Physics A: Mathematical and Theoretical | 2023-02-03 | Paper |
| Statistical Topology -- Distribution and Density Correlations of Winding Numbers in Chiral Systems | 2023-01-16 | Paper |
Identifying subdominant collective effects in a large motorway network
Journal of Statistical Mechanics: Theory and Experiment | 2022-12-13 | Paper |
Winding number statistics of a parametric chiral unitary random matrix ensemble
Journal of Physics A: Mathematical and Theoretical | 2022-11-16 | Paper |
Erratum: Collective behavior in the North Rhine-Westphalia motorway network (2021 J. Stat. Mech. 123401)
Journal of Statistical Mechanics: Theory and Experiment | 2022-10-20 | Paper |
New collectivity measures for financial covariances and correlations
Physica A | 2022-09-06 | Paper |
Winding Number Statistics for Chiral Random Matrices: Averaging Ratios of Determinants with Parametric Dependence
(available as arXiv preprint) | 2022-07-18 | Paper |
A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
Journal of Statistical Mechanics: Theory and Experiment | 2022-05-23 | Paper |
Two price regimes in limit order books: liquidity cushion and fragmented distant field
Journal of Statistical Mechanics: Theory and Experiment | 2022-02-16 | Paper |
Collective behavior in the North Rhine-Westphalia motorway network
Journal of Statistical Mechanics: Theory and Experiment | 2022-01-03 | Paper |
Generic features in the spectral decomposition of correlation matrices
Journal of Mathematical Physics | 2021-09-06 | Paper |
Uncovering the dynamics of correlation structures relative to the collective market motion
Journal of Statistical Mechanics: Theory and Experiment | 2021-04-01 | Paper |
Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
Journal of Statistical Mechanics: Theory and Experiment | 2021-04-01 | Paper |
Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis
Journal of Statistical Mechanics: Theory and Experiment | 2021-03-02 | Paper |
Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations
(available as arXiv preprint) | 2020-11-15 | Paper |
Matrix Moments in a Real, Doubly Correlated Algebraic Generalization of the Wishart Model
(available as arXiv preprint) | 2020-11-15 | Paper |
Coupling coefficient distribution in the doorway mechanism
New Journal of Physics | 2020-11-07 | Paper |
Stability and hierarchy of quasi-stationary states: financial markets as an example
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Constructing analytically tractable ensembles of stochastic covariances with an application to financial data
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
| Exact local correlations in kicked chains at light cone edges | 2020-04-17 | Paper |
| Local correlations in dual-unitary kicked chains | 2020-01-05 | Paper |
Equilibrium pricing in an order book environment: case study for a spin model
Physica A | 2018-11-13 | Paper |
Spreading in integrable and non-integrable many-body systems
Physica A | 2018-11-13 | Paper |
| Multivariate analysis of short time series in terms of ensembles of correlation matrices | 2018-01-23 | Paper |
| Power mapping and noise reduction for financial correlations | 2017-09-27 | Paper |
Non-stationarity in financial markets: dynamics of market states versus generic features
Acta Physica Polonica B | 2017-09-27 | Paper |
scientific article; zbMATH DE number 6781604 (Why is no real title available?)
Acta Physica Polonica B | 2017-09-27 | Paper |
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
Journal of Physics A: Mathematical and Theoretical | 2017-07-06 | Paper |
Trace formula for interacting spins
Journal of Physics A: Mathematical and Theoretical | 2017-03-23 | Paper |
Particle-time duality in the kicked Ising spin chain
Journal of Physics A: Mathematical and Theoretical | 2016-10-18 | Paper |
Particle-time duality in the kicked Ising spin chain
Journal of Physics A: Mathematical and Theoretical | 2016-10-18 | Paper |
| Exact spectral densities of complex noise-plus-structure random matrices | 2016-05-04 | Paper |
QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES
International Journal of Theoretical and Applied Finance | 2016-01-08 | Paper |
Eigenvalue density of the doubly correlated Wishart model: exact results
Journal of Physics A: Mathematical and Theoretical | 2015-05-19 | Paper |
Portfolio return distributions: sample statistics with stochastic correlations
International Journal of Theoretical and Applied Finance | 2015-05-11 | Paper |
Spectral statistics in directed complex networks and universality of the Ginibre ensemble
Communications in Nonlinear Science and Numerical Simulation | 2015-01-29 | Paper |
| Limiting Statistics of the Largest and Smallest Eigenvalues in the Correlated Wishart Model | 2014-10-17 | Paper |
The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weights
Journal of Physics A: Mathematical and Theoretical | 2014-08-08 | Paper |
Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles
Journal of Physics A: Mathematical and Theoretical | 2014-03-28 | Paper |
| Distribution of the Smallest Eigenvalue in the Correlated Wishart Model | 2013-06-20 | Paper |
| Distribution of Scattering Matrix Elements in Quantum Chaotic Scattering | 2013-04-18 | Paper |
Supersymmetry approach to Wishart correlation matrices: exact results
Journal of Statistical Physics | 2012-11-29 | Paper |
STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE
International Journal of Theoretical and Applied Finance | 2012-03-13 | Paper |
| Supersymmetry | 2012-01-05 | Paper |
Collective versus single-particle motion in quantum many-body systems from the perspective of an integrable model
Journal of Physics A: Mathematical and Theoretical | 2010-07-19 | Paper |
| On the Eigenvalue Density of Real and Complex Wishart Correlation Matrices | 2010-06-04 | Paper |
A new approach to derive Pfaffian structures for random matrix ensembles
Journal of Physics A: Mathematical and Theoretical | 2010-04-21 | Paper |
Derivation of determinantal structures for random matrix ensembles in a new way
Journal of Physics A: Mathematical and Theoretical | 2010-03-22 | Paper |
Power mapping with dynamical adjustment for improved portfolio optimization
Quantitative Finance | 2010-03-11 | Paper |
Integration of Grassmann variables over invariant functions on flat superspaces
Journal of Mathematical Physics | 2009-12-07 | Paper |
Arbitrary rotation invariant random matrix ensembles and supersymmetry: orthogonal and unitary-symplectic case
Journal of Physics A: Mathematical and Theoretical | 2009-08-04 | Paper |
A comparison of the superbosonization formula and the generalized Hubbard–Stratonovich transformation
Journal of Physics A: Mathematical and Theoretical | 2009-08-04 | Paper |
Character expansion method for supergroups and extended superversions of the Leutwyler–Smilga and Berezin–Karpelevich integrals
Journal of Mathematical Physics | 2009-01-23 | Paper |
Families of spherical caps: spectra and ray limit
Journal of Physics A: Mathematical and Theoretical | 2008-03-28 | Paper |
Semiclassical limits for the QCD Dirac operator
Annals of Physics | 2007-02-12 | Paper |
Norm-dependent random matrix ensembles in external field and supersymmetry
Journal of Physics A: Mathematical and General | 2007-02-05 | Paper |
Arbitrary unitarily invariant random matrix ensembles and supersymmetry
Journal of Physics A: Mathematical and General | 2007-02-02 | Paper |
Supersymmetric extensions of Calogero–Moser–Sutherland-like models: construction and some solutions
Journal of Physics A: Mathematical and General | 2005-12-16 | Paper |
Derivation of the supersymmetric Harish-Chandra integral for UOSp(k1/2k2)
Journal of Mathematical Physics | 2004-12-15 | Paper |
Recursive construction for a class of radial functions. II. Superspace
Journal of Mathematical Physics | 2004-12-14 | Paper |
Recursive construction for a class of radial functions. I. Ordinary space
Journal of Mathematical Physics | 2004-12-14 | Paper |
Angular Gelfand–Tzetlin coordinates for the supergroup UOSp(k1/2k2)
Journal of Mathematical Physics | 2004-12-14 | Paper |
| Supersymmetry and Models for Two Kinds of Interacting Particles | 2004-08-21 | Paper |
The<i>k</i>-point random matrix kernels obtained from one-point supermatrix models
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
A supersymmetry approach to billiards with randomly distributed scatterers: II. Correlations
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
A new method to estimate the noise in financial correlation matrices
Journal of Physics A: Mathematical and General | 2004-01-19 | Paper |
| Supersymmetry and supergroups in stochastic quantum physics | 2001-04-25 | Paper |
Nonlinear \(\sigma\)-model for gauge field disorder
Nuclear Physics B | 2000-12-05 | Paper |
| scientific article; zbMATH DE number 1526756 (Why is no real title available?) | 2000-11-07 | Paper |
Spectral correlations of the massive QCD Dirac operator at finite temperature
Nuclear Physics B | 2000-07-12 | Paper |
Quantization of hyperbolic N-sphere scattering systems in three dimensions.
Annals of Physics | 2000-05-11 | Paper |
Transitions toward quantum chaos: with supersymmetry from Poisson to Gauss
Annals of Physics | 1998-10-19 | Paper |
Spectral correlations in the crossover between GUE and Poisson regularity: On the identification of scales
Journal of Mathematical Physics | 1998-03-04 | Paper |
An Itzykson–Zuber-like integral and diffusion for complex ordinary and supermatrices
Journal of Mathematical Physics | 1998-01-04 | Paper |
Between Poisson and GUE statistics: role of the Breit-Wigner width
Annals of Physics | 1998-01-01 | Paper |
Universal spectral correlations of the Dirac operator at finite temperature
Nuclear Physics B | 1997-10-29 | Paper |
Gelfand-Tsetlin coordinates for the unitary supergroup
Communications in Mathematical Physics | 1996-07-18 | Paper |
On the graded group U(1/1)
Journal of Mathematical Physics | 1993-09-08 | Paper |
Fourier–Bessel analysis for ordinary and graded 2×2 Hermitian matrices
Journal of Mathematical Physics | 1993-09-08 | Paper |
Spin-orbit coupling in semiclassical approximation
Annals of Physics | 1993-06-29 | Paper |
Dyson’s correlation functions and graded symmetry
Journal of Mathematical Physics | 1991-01-01 | Paper |
Supersymmetry in Random Matrix Theory
(available as arXiv preprint) | N/A | Paper |
Random Matrix Theories in Quantum Physics: Common Concepts
(available as arXiv preprint) | N/A | Paper |
