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))
Type of Publication: Research article (journal)

Anticipating the occurrence and type of critical transitions

Grziwotz, Florian; Chang, Chun -Wei; Dakos, Vasilis; van Nes, Egbert H.; Schwarzländer, Markus; Kamps, Oliver; Hessler, Martin; Tokuda, Isao T.; Telschow, Arndt; Hsieh, Chih-hao (2023)
In: Science advances, 9(1)
Type of Publication: Research article (journal)

Bayesian on-line estimation of critical transitions

Heßler Martin, Kamps Oliver (2021)
In: New Journal of Physics, -
Type of Publication: Research article (journal)

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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 Type of Publication: Research article (journal)
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)) Type of Publication: Research article (journal)
Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation Heßler, Martin; Wand, Tobias; Kamps, Oliver (2023) In: Entropy, 25(9) Type of Publication: Research article (journal)
Anticipating the occurrence and type of critical transitions Grziwotz, Florian; Chang, Chun -Wei; Dakos, Vasilis; van Nes, Egbert H.; Schwarzländer, Markus; Kamps, Oliver; Hessler, Martin; Tokuda, Isao T.; Telschow, Arndt; Hsieh, Chih-hao (2023) In: Science advances, 9(1) Type of Publication: Research article (journal)
Quantifying resilience and the risk of regime shifts under strong correlated noise Heßler, Martin; Kamps, Oliver (2022) In: PNAS Nexus, 2(2) Type of Publication: Research article (journal)
Bayesian on-line estimation of critical transitions Heßler Martin, Kamps Oliver (2021) In: New Journal of Physics, - Type of Publication: Research article (journal)