Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Oliver Kamps"'
Publikováno v:
Entropy, Vol 26, Iss 10, p 858 (2024)
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 rotational and gradient
Externí odkaz:
https://doaj.org/article/67f9dc5b14594fc3abb30ac744b07441
Publikováno v:
Entropy, Vol 25, Iss 9, p 1257 (2023)
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:
https://doaj.org/article/3ec3ddc88f8740e9bf6ff2c8dd3f727e
Publikováno v:
Entropy, Vol 25, Iss 9, p 1265 (2023)
Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understanding the overall economic dynamics. We introduce an open-source available efficient Python implementation of a Bayesian multi
Externí odkaz:
https://doaj.org/article/7afc3ca881ba408fb47695b0b31c381f
Autor:
Martin Heßler, Oliver Kamps
Publikováno v:
New Journal of Physics, Vol 24, Iss 6, p 063021 (2022)
The design of reliable indicators to anticipate critical transitions in complex systems is an important task in order to detect imminent regime shifts and to intervene at an early stage to either prevent them or mitigate their consequences. We presen
Externí odkaz:
https://doaj.org/article/d6415b889dba4982914bfb2c6b50e86e
Autor:
Martin Heßler, Oliver Kamps
Publikováno v:
PNAS Nexus. 2
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures. Even unde
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78efaf665efd5164228a0224cd942049
https://doi.org/10.1093/pnasnexus/pgac296
https://doi.org/10.1093/pnasnexus/pgac296
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a3d7d6ed1a5e34838ea2e039728a50be
http://arxiv.org/abs/2208.14106
http://arxiv.org/abs/2208.14106
Autor:
Florian Grziwotz, Chun-Wei Chang, Vasilis Dakos, Egbert H. van Nes, Markus Schwarzländer, Oliver Kamps, Martin Heßler, Isao T. Tokuda, Arndt Telschow, Chih-hao Hsieh
Publikováno v:
Science Advances 9 (2023) 1
Science Advances, 9(1), eabq4558-eabq4558
Science Advances, 9(1), eabq4558-eabq4558
Datasets and documentation of all analytical procedures from a scientific paper, Anticipating the occurrence and type of critical transitions, that will be formally published inScience Advances. Authors: Florian Grziwotz+, Chun-Wei Chang+, Vasilis Da
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0cd0f299a33d548b61093c7c681450f2
https://doi.org/10.21203/rs.3.rs-1397318/v1
https://doi.org/10.21203/rs.3.rs-1397318/v1
Autor:
Clemens Willers, Oliver Kamps
Langevin models are widely used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techniques such as maximum likelihood estimation, Markov chain Monte Carlo metho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::018695ef7fa1e88776cf6a684c994468
http://arxiv.org/abs/2103.02990
http://arxiv.org/abs/2103.02990
Publikováno v:
Physical Review E. 102
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on the level
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d548071c596b84fc2ee19498cdfe139c
https://doi.org/10.1103/physreve.102.032210
https://doi.org/10.1103/physreve.102.032210
Publikováno v:
Encyclopedia of Complexity and Systems Science
Encyclopedia of Complexity and Systems Science ISBN: 9783642277375
Encyclopedia of Complexity and Systems Science ISBN: 9783642277375
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1846c80594108f70ce37e76853f9b9bc
https://doi.org/10.1007/978-1-0716-0421-2_215
https://doi.org/10.1007/978-1-0716-0421-2_215