Hyperparameter optimization in the estimation of PDE and delay-PDE models from data

Mai, Oliver; Kroll, Tim W.; Thiele, Uwe; Kamps, Oliver (2026)

In: New Journal of Physics, Volume 28. doi:10.1088/1367-2630/ae2e33

Forschungsartikel (Zeitschrift) | Peer reviewed | Veröffentlicht

Cooperation in a non-Ergodic World on a Network -- Insurance and Beyond

Wand, Tobias; Kamps, Oliver; Skjold, Benjamin (2024)

In: Chaos, 34(7), 073137. doi:10.1063/5.0212768

Forschungsartikel (Zeitschrift) | Peer reviewed | Veröffentlicht

Identifying dominant industrial sectors in market states of the S&P 500 financial data

Wand, Tobias; Heßler, Martin; Kamps, Oliver (2023)

In: Journal of Statistical Mechanics: Theory and Experiment, 2023, 043402. doi:10.1088/1742-5468/accce0

Forschungsartikel (Zeitschrift) | Peer reviewed | Veröffentlicht

Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation

In: , .

| Peer reviewed

Quantifying resilience and the risk of regime shifts under strong correlated noise

In: , -.

| Peer reviewed

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Hyperparameter optimization in the estimation of PDE and delay-PDE models from data Mai, Oliver; Kroll, Tim W.; Thiele, Uwe; Kamps, Oliver (2026) In: New Journal of Physics, Volume 28. doi:10.1088/1367-2630/ae2e33 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Estimating stable fixed points and Langevin potentials for financial dynamics Wand, Tobias; Wiedemann, Timo; Harren, Jan; Kamps, Oliver (2024) In: Physical Review E, 109 (2). doi:10.1103/PhysRevE.109.024226 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Cooperation in a non-Ergodic World on a Network -- Insurance and Beyond Wand, Tobias; Kamps, Oliver; Skjold, Benjamin (2024) In: Chaos, 34(7), 073137. doi:10.1063/5.0212768 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Causal Hierarchy in the Financial Market Network—Uncovered by the Helmholtz–Hodge–Kodaira Decomposition Wand, Tobias; Kamps, Oliver; Iyetomi, Hiroshi (2024) In: Entropy, 26(10), 858. doi:10.3390/e26100858 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Identifying dominant industrial sectors in market states of the S&P 500 financial data Wand, Tobias; Heßler, Martin; Kamps, Oliver (2023) In: Journal of Statistical Mechanics: Theory and Experiment, 2023, 043402. doi:10.1088/1742-5468/accce0 Forschungsartikel (Zeitschrift) \| Peer reviewed \| Veröffentlicht
Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation Wand, Tobias; Heßler, Martin; Kamps, Oliver (2023) In: Entropy, 2023(25(9)), 1257. \| Peer reviewed
Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation In: , . \| Peer reviewed
Anticipating the occurrence and type of critical transitions In: . \| Peer reviewed
Quantifying resilience and the risk of regime shifts under strong correlated noise In: , -. \| Peer reviewed
Efficient Bayesian estimation of the generalized Langevin equation from data In: \| Preprint