| Publication | Date of Publication | Type |
|---|
| Black-box Bayesian inference for agent-based models | 2024-07-04 | Paper |
| Reconstructing production networks using machine learning | 2023-07-04 | Paper |
| Forecasting the propagation of pandemic shocks with a dynamic input-output model | 2022-12-12 | Paper |
| Towards a taxonomy of learning dynamics in \(2\times 2\) games | 2022-02-25 | Paper |
| Estimating initial conditions for dynamical systems with incomplete information | 2021-09-14 | Paper |
| Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation | 2020-11-19 | Paper |
| Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves | 2019-03-27 | Paper |
| An open mind: memories of Ken Arrow | 2019-03-06 | Paper |
| What really causes large price changes? | 2019-01-15 | Paper |
| On the origin of power-law tails in price fluctuations | 2019-01-15 | Paper |
| The power of patience: a behavioural regularity in limit-order placement | 2019-01-14 | Paper |
| Why is equity order flow so persistent? | 2018-11-15 | Paper |
| To bail-out or to bail-in? Answers from an agent-based model | 2018-11-15 | Paper |
| The dynamics of the leverage cycle | 2018-11-15 | Paper |
| Overlapping portfolios, contagion, and financial stability | 2018-11-15 | Paper |
| Parallelization of the FICO Xpress-Optimizer | 2018-05-03 | Paper |
| Parallelization of the FICO Xpress-Optimizer | 2016-09-28 | Paper |
| Complex dynamics in learning complicated games | 2014-07-25 | Paper |
| How efficiency shapes market impact | 2014-01-23 | Paper |
| Leverage causes fat tails and clustered volatility | 2014-01-17 | Paper |
| The unsmooth trajectory of Benoit Mandelbrot | 2011-03-28 | Paper |
| Testing for nonlinearity in time series: the method of surrogate data | 2010-09-13 | Paper |
| Chaotic attractors of an infinite-dimensional dynamical system | 2010-09-13 | Paper |
| On determining the dimension of chaotic flows | 2010-09-13 | Paper |
| The non-random walk of stock prices: the long-term correlation between signs and sizes | 2010-06-25 | Paper |
| Studies of the limit order book around large price changes | 2010-06-23 | Paper |
| The reality game | 2009-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534410 | 2008-11-03 | Paper |
| There's more to volatility than volume | 2007-05-09 | Paper |
| Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? | 2006-08-21 | Paper |
| Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow | 2006-06-16 | Paper |
| The Long Memory of the Efficient Market | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464583 | 2004-05-27 | Paper |
| Chaos in learning a simple two-person game | 2002-09-11 | Paper |
| PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE | 2001-11-26 | Paper |
| A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET | 2000-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3128837 | 1997-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3128839 | 1997-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3128838 | 1997-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035135 | 1993-05-18 | Paper |
| Generalized Lyapunov exponents corresponding to higher derivatives | 1993-01-18 | Paper |
| An analytic approach to practical state space reconstruction | 1992-12-14 | Paper |
| Deterministic noise amplifiers | 1992-06-28 | Paper |
| State space reconstruction in the presence of noise | 1992-06-27 | Paper |
| Optimal shadowing and noise reduction | 1991-01-01 | Paper |
| Scaling of the Arnold tongues | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3697944 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326478 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221998 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5186444 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3930348 | 1980-01-01 | Paper |
