Zobrazeno 1 - 10
of 95
pro vyhledávání: '"Kamps, Oliver"'
Autor:
Heßler, Martin, Kamps, Oliver
The Greenland Ice Sheet may be nearing a tipping point, transitioning to permanent melting. This article analyses two melt rate time series using the Bayesian Langevin estimation (BLE), providing further evidence for destabilizing melt dynamics, alon
Externí odkaz:
http://arxiv.org/abs/2411.07248
Granger causality can uncover the cause and effect relationships in financial networks. However, such networks can be convoluted and difficult to interpret, but the Helmholtz-Hodge-Kodaira decomposition can split them into a rotational and gradient c
Externí odkaz:
http://arxiv.org/abs/2408.12839
Cooperation between individuals is emergent in all parts of society, yet mechanistic reasons for this emergence is ill understood in the literature. A specific example of this is insurance. Recent work has, though, shown that assuming the risk indivi
Externí odkaz:
http://arxiv.org/abs/2403.12095
Autor:
Heßler, Martin, Kamps, Oliver
The Eocene-Oligocene transition marks a watershed point of earth's climate history. The climate shifts from a greenhouse state to an icehouse state in which Antarctica glaciated for the first time and periodic dynamics arise which are still relevant
Externí odkaz:
http://arxiv.org/abs/2309.14179
The Geometric Brownian Motion (GBM) is a standard model in quantitative finance, but the potential function of its stochastic differential equation (SDE) cannot include stable nonzero prices. This article generalises the GBM to an SDE with polynomial
Externí odkaz:
http://arxiv.org/abs/2309.12082
Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understand the overall economic dynamics. We introduce an open-source available efficient Python implementation of a Bayesian multi-tr
Externí odkaz:
http://arxiv.org/abs/2308.00087
The analysis of market correlations is crucial for optimal portfolio selection of correlated assets, but their memory effects have often been neglected. In this work, we analyse the mean market correlation of the S&P500 which corresponds to the main
Externí odkaz:
http://arxiv.org/abs/2307.12744
Autor:
Oberhofer, Ulrich, Gorjão, Leonardo Rydin, Yalcin, G. Cigdem, Kamps, Oliver, Hagenmeyer, Veit, Schäfer, Benjamin
Mitigating climate change requires a transition away from fossil fuels towards renewable energy. As a result, power generation becomes more volatile and options for microgrids and islanded power-grid operation are being broadly discussed. Therefore,
Externí odkaz:
http://arxiv.org/abs/2301.04551
Autor:
Heßler, Martin, Kamps, Oliver
Critical transitions, ubiquitous in nature and technology, necessitate anticipation to avert adverse outcomes. While many studies focus on bifurcation-induced tipping, where a control parameter change leads to destabilization, alternative scenarios a
Externí odkaz:
http://arxiv.org/abs/2212.06780
Understanding and forecasting changing market conditions in complex economic systems like the financial market is of great importance to various stakeholders such as financial institutions and regulatory agencies. Based on the finding that the dynami
Externí odkaz:
http://arxiv.org/abs/2208.14106