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Fakultät Physik
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MG 325
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Professor/in, Theoretische Physik
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2024 WS
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2024 SS
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2023 WS
Die folgenden Publikationen sind in der Online-Universitätsbibliographie der Universität Duisburg-Essen verzeichnet. Weitere Informationen finden Sie gegebenenfalls auch auf den persönlichen Webseiten der Person.
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Congestions and spectral transitions in time-lagged correlations of motorway trafficIn: Physica A: Statistical Mechanics and its Applications Jg. 649 (2024) 129952Online Volltext: dx.doi.org/ (Open Access)
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Local correlations in partially dual-unitary lattice modelsIn: Physical Review B Jg. 109 (2024) Nr. 21, 214302Online Volltext: dx.doi.org/ (Open Access)
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Spatiotemporal statistical features of velocity responses to traffic congestions in a local motorway networkIn: Journal of Physics: Complexity Jg. 5 (2024) Nr. 4, 045003Online Volltext: dx.doi.org/ (Open Access)
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Nonstationarity in correlation matrices for wind turbine SCADA‐dataIn: Wind Energy Jg. 26 (2023) Nr. 8, S. 826 - 849Online Volltext: dx.doi.org/ Online Volltext (Open Access)
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Response functions as a new concept to study local dynamics in traffic networksIn: Physica A: Statistical Mechanics and its Applications Jg. 626 (2023) 129116Online Volltext: dx.doi.org/ (Open Access)
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Sensitivity of principal components to system changes in the presence of non-stationarityIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2023 (2023) Nr. 10, 103402Online Volltext: dx.doi.org/ (Open Access)
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Signatures of the interplay between chaos and local criticality on the dynamics of scrambling in many-body systemsIn: Physical Review E Jg. 107 (2023) Nr. 5, 054202Online Volltext: dx.doi.org/ (Open Access)
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Statistical Topology : Distribution and Density Correlations of Winding Numbers in Chiral SystemsIn: Entropy Jg. 25 (2023) Nr. 2, 383Online Volltext: dx.doi.org/ Online Volltext (Open Access)
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Transitions between quasi-stationary states in traffic systems : Cologne orbital motorways as an exampleIn: Journal of Statistical Mechanics: Theory and Experiment (2023) Nr. 9, 093401Online Volltext: dx.doi.org/ (Open Access)
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Winding number statistics for chiral random matrices : Averaging ratios of parametric determinants in the orthogonal caseIn: Journal of Mathematical Physics Jg. 64 (2023) Nr. 11, 111902Online Volltext: dx.doi.org/ (Open Access)
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Winding number statistics for chiral random matrices : Averaging ratios of determinants with parametric dependenceIn: Journal of Mathematical Physics Jg. 64 (2023) Nr. 2, 021901Online Volltext: dx.doi.org/ (Open Access)
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A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structuresIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 4, S. 043401Online Volltext: dx.doi.org/ (Open Access)
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Erratum: Collective behavior in the North Rhine-Westphalia motorway network (2021 J. Stat. Mech. 123401)In: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 9, S. 099901Online Volltext: dx.doi.org/ (Open Access)
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Foreign exchange markets : Price response and spread impactIn: Physica A: Statistical Mechanics and its Applications Jg. 589 (2022) 126587Online Volltext: dx.doi.org/ (Open Access)
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Identifying subdominant collective effects in a large motorway networkIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 11, 113402Online Volltext: dx.doi.org/ (Open Access)
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New collectivity measures for financial covariances and correlationsIn: Physica A: Statistical Mechanics and its Applications Jg. 604 (2022) 127704Online Volltext: dx.doi.org/ (Open Access)
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Spatial correlation analysis of traffic flow on parallel motorways in GermanyIn: Physica A: Statistical Mechanics and its Applications Jg. 599 (2022) 127367Online Volltext: dx.doi.org/ (Open Access)
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Two price regimes in limit order books : Liquidity cushion and fragmented distant fieldIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2022 (2022) Nr. 2, 023401Online Volltext: dx.doi.org/ (Open Access)
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Winding number statistics of a parametric chiral unitary random matrix ensemble*In: Journal of Physics A: Mathematical and Theoretical Jg. 55 (2022) Nr. 22, 224011Online Volltext: dx.doi.org/ (Open Access)
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A mapping between the spin and fermion algebraIn: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 34, 345201Online Volltext: dx.doi.org/ (Open Access)
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Collective behavior in the North Rhine-Westphalia motorway networkIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2021 (2021) Nr. 12, 123401Online Volltext: dx.doi.org/ (Open Access)
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Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlationsIn: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 12, S. 125002Online Volltext: dx.doi.org/ (Open Access)
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Generic features in the spectral decomposition of correlation matricesIn: Journal of Mathematical Physics Jg. 62 (2021) Nr. 8, 083505Online Volltext: dx.doi.org/ (Open Access)
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Matrix moments in a real, doubly correlated algebraic generalization of the Wishart modelIn: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 12, S. 125203Online Volltext: dx.doi.org/ (Open Access)
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Matrix moments in a real, doubly correlated algebraic generalization of the Wishart modelIn: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 12, S. 125203Online Volltext: dx.doi.org/ (Open Access)
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Price response functions and spread impact in correlated financial marketsIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 94 (2021) Nr. 4, S. 78Online Volltext: dx.doi.org/ (Open Access)
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Special issue in honour of the life and work of Fritz HaakeIn: Journal of Physics A: Mathematical and Theoretical Jg. 54 (2021) Nr. 13, S. 130301Online Volltext: dx.doi.org/ Online Volltext (Open Access)
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Correlated power time series of individual wind turbines : A data driven model approachIn: Journal of Renewable and Sustainable Energy Jg. 12 (2020) Nr. 2,Online Volltext: dx.doi.org/ (Open Access)
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Exact local correlations in kicked chainsIn: Physical Review B Jg. 102 (2020) Nr. 17, S. 174307Online Volltext: dx.doi.org/ (Open Access)
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Hilbert space average of transition probabilitiesIn: Physical Review E Jg. 101 (2020) Nr. 6-1, S. 062135Online Volltext: dx.doi.org/ (Open Access)
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Quasi-stationary states in temporal correlations for traffic systems : Cologne orbital motorway as an exampleIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2020 (2020) Nr. 10, S. 103404Online Volltext: dx.doi.org/ (Open Access)
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Transition from quantum chaos to localization in spin chainsIn: Physical Review E Jg. 101 (2020) Nr. 5, S. 052201Online Volltext: dx.doi.org/ (Open Access)
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Uncovering the dynamics of correlation structures relative to the collective market motionIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2020 (2020) Nr. 10, S. 103402Online Volltext: dx.doi.org/ (Open Access)
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How spread changes affect the order book : comparing the price responses of order deletions and placements to tradesIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 92 (2019) Nr. 6, S. 133Online Volltext: dx.doi.org/ (Open Access)
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Transition from Quantum Chaos to Localization in Spin ChainsIn: De.arXiv.org Jg. 1902 (2019) Nr. 06265, S. 1 - 8(Open Access)
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Concurrent credit portfolio lossesIn: PLoS ONE Jg. 13 (2018) S. e0190263Online Volltext: dx.doi.org/ Online Volltext (Open Access)
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Credit Risk Meets Random Matrices : Coping with Non-Stationary Asset CorrelationsIn: Risks Jg. 6 (2018) Nr. 2, 42Online Volltext: dx.doi.org/ (Open Access)
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Emergence of stylized facts during the opening of stock marketsIn: De.arXiv.org Jg. 1812 (2018) Nr. 07369, S. 1 - 8Online Volltext: dx.doi.org/ (Open Access)
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Extreme Portfolio Loss Correlations in Credit RiskIn: Risks Jg. 6 (2018) Nr. 3, 72Online Volltext: dx.doi.org/ (Open Access)
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Grasping asymmetric information in price impactsIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 91 (2018) S. 266Online Volltext: dx.doi.org/ (Open Access)
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Impact and recovery process of mini flash crashes : An empirical studyIn: PLoS ONE Jg. 13 (2018) Nr. 5, S. e0196920Online Volltext: dx.doi.org/ Online Volltext (Open Access)
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Local fluctuations of the signed traded volumes and the dependencies of demands: A copula analysisIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 2018 (2018) Nr. 3, S. 033407Online Volltext: dx.doi.org/ (Open Access)
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Multivariate analysis of short time series in terms of ensembles of correlation matricesIn: Scientific Reports Jg. 8 (2018) Nr. 1, S. 14620Online Volltext: dx.doi.org/ (Open Access)
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Semiclassical prediction of large spectral fluctuations in interacting kicked spin chainsIn: Annals of Physics Jg. 389 (2018) S. 250 - 282Online Volltext: dx.doi.org/ (Open Access)
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Statistical properties of market collective responsesIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 91 (2018) Nr. 8, S. 191Online Volltext: dx.doi.org/ (Open Access)
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Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensemblesIn: Journal of Physics A: Mathematical and Theoretical Jg. 50 (2017) Nr. 23, S. 235203Online Volltext: dx.doi.org/ (Open Access)
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Collectivity and Periodic Orbits in a Chain of Interacting, Kicked SpinsIn: Acta Physica Polonica A Jg. 132 (2017) Nr. 6, S. 1661 - 1665Online Volltext: dx.doi.org/ (Open Access)
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Distribution of Off-Diagonal Cross Sections in Quantum Chaotic Scattering : Exact Results and Data ComparisonIn: Physical Review Letters Jg. 119 (2017) Nr. 24, S. 244102Online Volltext: dx.doi.org/ (Open Access)
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Microscopic Understanding of Cross-Responses Between Stocks : A Two-Component Price Impact ModelIn: Market Microstructure and Liquidity Jg. 03 (2017) Nr. 03n04, S. 1850009Online Volltext: dx.doi.org/ (Open Access)
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Regularities and irregularities in order flow dataIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 90 (2017) Nr. 11, S. 218Online Volltext: dx.doi.org/ (Open Access)
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Semiclassical Identification of Periodic Orbits in a Quantum Many-Body SystemIn: Physical Review Letters Jg. 118 (2017) Nr. 16, S. 164101Online Volltext: dx.doi.org/ (Open Access)
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The importance of antipersistence for traffic jamsIn: EPL (Europhysics Letters) Jg. 118 (2017) Nr. 3, 38005Online Volltext: dx.doi.org/ (Open Access)
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Trace formula for interacting spinsIn: Journal of Physics A: Mathematical and Theoretical Jg. 50 (2017) Nr. 8, art. no. 085304Online Volltext: dx.doi.org/
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Average cross-responses in correlated financial marketsIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 89 (2016) Nr. 9, S. 207Online Volltext: dx.doi.org/ (Open Access)
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Cross-response in correlated financial markets : individual stocksIn: The European Physical Journal B: Condensed Matter and Complex Systems Jg. 89 (2016) Nr. 4, S. 105Online Volltext: dx.doi.org/
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Equilibrium pricing in an order book environment: Case study for a spin modelIn: Physica A: Statistical Mechanics and its Applications Jg. 453 (2016) S. 228 - 235Online Volltext: dx.doi.org/ (Open Access)
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Exact spectral densities of complex noise-plus-structure random matricesIn: Physical Review E: Statistical, nonlinear, and soft matter physics Jg. 94 (2016) S. 042130Online Volltext: dx.doi.org/ (Open Access)
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Particle-time duality in the kicked Ising spin chainIn: Journal of Physics A: Mathematical and Theoretical Jg. 49 (2016) Nr. 37, S. 375101Online Volltext: dx.doi.org/ (Open Access)
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Spatial dependence in stock returns : local normalization and VaR forecastsIn: Empirical Economics Jg. 50 (2016) Nr. 3, S. 1091 - 1109Online Volltext: dx.doi.org/; Online Volltext: dx.doi.org/ (Open Access)
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Spreading in integrable and non-integrable many-body systemsIn: Physica A: Statistical Mechanics and its Applications Jg. 461 (2016) S. 683 - 693Online Volltext: dx.doi.org/ (Open Access)
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Chaotic Scattering : Exact Results and Microwave ExperimentsIn: Acta Physica Polonica A Jg. 128 (2015) Nr. 6, S. 963 - 967Online Volltext: dx.doi.org/
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Compounding approach for univariate time series with nonstationary variancesIn: Physical Review E: Statistical, nonlinear, and soft matter physics Jg. 92 (2015) Nr. 6, S. 062901Online Volltext: dx.doi.org/ (Open Access)
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Constructing analytically tractable ensembles of stochastic covariances with an application to financial dataIn: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. 11, S. P11025Online Volltext: dx.doi.org/ (Open Access)
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Credit risk : taking fluctuating asset correlations into accountIn: Journal of Statistical Mechanics: Theory and Experiment Jg. 11 (2015) Nr. 3, S. 73 - 94Online Volltext: dx.doi.org/ (Open Access)
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Dynamics of quasi-stationary systems : finance as an exampleIn: EPL (Europhysics Letters) Jg. 110 (2015) Nr. 6, S. 68003Online Volltext: dx.doi.org/ (Open Access)
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Eigenvalue density of the doubly correlated Wishart model : exact resultsIn: Journal of Physics A: Mathematical and Theoretical Jg. 48 (2015) Nr. 17, S. 175204Online Volltext: dx.doi.org/ (Open Access)
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Limiting statistics of the largest and smallest eigenvalues in the correlated Wishart modelIn: EPL (Europhysics Letters) Jg. 109 (2015) Nr. 2, S. 20005-p1 - 20005-p6Online Volltext: dx.doi.org/ (Open Access)
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Non-stationarity in financial markets: Dynamics of market states versus generic featuresIn: Acta Physica Polonica: B, Particle Physics and Field Theory, Nuclear Physics, Theory of Relativity Jg. 46 (2015) Nr. 9, S. 1625 - 1635Online Volltext: dx.doi.org/
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Portfolio return distributions : Sample statistics with stochastic correlationsIn: International Journal of Theoretical and Applied Finance Jg. 18 (2015) Nr. 2, S. 1550012Online Volltext: dx.doi.org/
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Quantile correlations : Uncovering temporal dependencies in financial time seriesIn: International Journal of Theoretical and Applied Finance Jg. 18 (2015) Nr. 7, S. 1550044Online Volltext: dx.doi.org/ (Open Access)
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Spectral statistics in directed complex networks and universality of the Ginibre ensembleIn: Communications in Nonlinear Science and Numerical Simulation Jg. 20 (2015) Nr. 3, S. 1026 - 1032Online Volltext: dx.doi.org/
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Stability and hierarchy of quasi-stationary states : financial markets as an exampleIn: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. 8, S. P08011Online Volltext: dx.doi.org/ (Open Access)
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The smallest eigenvalue distribution in the real Wishart-Laguerre ensemble with even topologyIn: Journal of Physics A: Mathematical and Theoretical Jg. 48 (2015) Nr. 24, S. 245202Online Volltext: dx.doi.org/ (Open Access)
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Zooming into market statesIn: Journal of Statistical Mechanics: Theory and Experiment (2015) Nr. 1, S. 01029Online Volltext: dx.doi.org/ (Open Access)
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A Random Matrix Approach to Credit RiskIn: PLoS ONE Jg. 9 (2014) Nr. 5, S. e98030Online Volltext: dx.doi.org/ (Open Access)
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Analysis of a decision model in the context of equilibrium pricing and order book pricingIn: Physica A: Statistical Mechanics and its Applications Jg. 415 (2014) S. 347 - 353Online Volltext: dx.doi.org/
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Completing the picture for the smallest eigenvalue of real Wishart matricesIn: Physical Review Letters Jg. 113 (2014) Nr. 25, S. 250201Online Volltext: dx.doi.org/ (Open Access)
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Credit risk and the instability of the financial system : An ensemble approachIn: EPL (Europhysics Letters) Jg. 105 (2014) Nr. 3, S. 38004Online Volltext: dx.doi.org/
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Distribution of the smallest eigenvalue in complex and real correlated Wishart ensemblesIn: Journal of Physics A: Mathematical and Theoretical Jg. 47 (2014) Nr. 7,Online Volltext: dx.doi.org/ (Open Access)
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Distributions of off-diagonal scattering matrix elements : Exact resultsIn: Annals of Physics Jg. 342 (2014) S. 103 - 132Online Volltext: dx.doi.org/
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Spectral properties and dynamical tunneling in constant-width billiardsIn: Physical Review E: Statistical, nonlinear, and soft matter physics Jg. 90 (2014) Nr. 2, S. 022903Online Volltext: dx.doi.org/ (Open Access)
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The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weightsIn: Journal of Physics A: Mathematical and Theoretical Jg. 47 (2014) Nr. 29, S. 295201Online Volltext: dx.doi.org/ (Open Access)
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Distribution of Scattering Matrix Elements in Quantum Chaotic ScatteringIn: Physical Review Letters Jg. 111 (2013) Nr. 3, S. 030403Online Volltext: dx.doi.org/
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Distribution of the Smallest Eigenvalue in the Correlated Wishart ModelIn: Physical Review Letters Jg. 111 (2013) S. 094101Online Volltext: dx.doi.org/
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Non-stationarity in financial time series : Generic features and tail behaviorIn: EPL (Europhysics Letters) Jg. 103 (2013) Nr. 5, S. 58003Online Volltext: dx.doi.org/ (Open Access)
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Identifying states of a financial marketIn: Scientific Reports Jg. 2 (2012) Art. Nr. 00644Online Volltext: dx.doi.org/
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Microscopic understanding of heavy-tailed return distributions in an agent-based modelIn: epl : a letters journal exploring the frontiers of physics Jg. 100 (2012) Nr. 3, S. 38005Online Volltext: dx.doi.org/
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Supersymmetry Approach to Wishart Correlation Matrices : Exact ResultsIn: Journal of Statistical Physics Jg. 148 (2012) Nr. 6, S. 981 - 998Online Volltext: dx.doi.org/
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Collective vs. single-particle motion in quantum many-body systems : Spreading and its semiclassical interpretation in the perturbative regimeIn: EPL (Europhysics Letters) Jg. 96 (2011) Nr. 2, S. 20007Online Volltext: dx.doi.org/ (Open Access)
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Doorway States Coupled to a Background : Fidelity and Survival ProbabilityIn: Acta physica Polonica: B, Particle physics and field theory, nuclear physics, theory of relativity Jg. 42 (2011) Nr. 5, S. 1045 - 1055Online Volltext: dx.doi.org/ (Open Access)
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Statistical causes for the Epps effect in microstructure noiseIn: International journal of theoretical and applied finance : IJTAF Jg. 14 (2011) Nr. 8, S. 1231 - 1246Online Volltext: dx.doi.org/
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A new approach to derive Pfaffian structures for random matrix ensemblesIn: Journal of Physics / A Jg. 43 (2010) Nr. 13, S. 135204Online Volltext: dx.doi.org/
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Collective versus single-particle motion in quantum many-body systems from the perspective of an integrable modelIn: Journal of Physics A: Mathematical and Theoretical Jg. 43 (2010) Nr. 26, S. 265101Online Volltext: dx.doi.org/
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Compensating asynchrony effects in the calculation of financial correlationsIn: Physica A: Statistical Mechanics and its Applications Jg. 389 (2010) Nr. 4, S. 767 - 779Online Volltext: dx.doi.org/ (Open Access)
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Coupling coefficient distribution in the doorway mechanismIn: New Journal of Physics (NJP) Jg. 12 (2010) Nr. 7, S. 073026Online Volltext: dx.doi.org/ (Open Access)
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Derivation of determinantal structures for random matrix ensembles in a new wayIn: Journal of Physics / A Jg. 43 (2010) Nr. 7, S. 075201Online Volltext: dx.doi.org/
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Eigenvalue Densities of Real and Complex Wishart Correlation MatricesIn: Physical Review Letters Jg. 105 (2010) Nr. 24, S. 244101Online Volltext: dx.doi.org/
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Exact fidelity and full fidelity statistics in regular and chaotic surroundingsIn: Physical Review E: Statistical, nonlinear, and soft matter physics Jg. 81 (2010) Nr. 5, S. 050103Online Volltext: dx.doi.org/
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Impact of the tick-size on financial returns and correlationsIn: Physica A: Statistical Mechanics and its Applications Jg. 389 (2010) Nr. 21, S. 4828 - 4843Online Volltext: dx.doi.org/ (Open Access)
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Local normalization : Uncovering correlations in non-stationary financial time seriesIn: Physica / A Jg. 389 (2010) Nr. 18, S. 3856 - 3865Online Volltext: dx.doi.org/
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Observation of Periodic Orbits on Curved Two-Dimensional GeometriesIn: Physical Review Letters Jg. 104 (2010) Nr. 16, S. 164101Online Volltext: dx.doi.org/
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Power mapping with dynamical adjustment for improved portfolio optimizationIn: Quantitative Finance Jg. 10 (2010) Nr. 1, S. 107 - 119Online Volltext: dx.doi.org/
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A comparison of the superbosonization formula and the generalized Hubbard-Stratonovich transformationIn: Journal of Physics A: Mathematical and Theoretical Jg. 42 (2009) Nr. 27, S. 275206Online Volltext: dx.doi.org/
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Arbitrary rotation invariant random matrix ensembles and supersymmetry : Orthogonal and unitary-symplectic caseIn: Journal of Physics A: Mathematical and Theoretical Jg. 42 (2009) Nr. 27, S. 275205Online Volltext: dx.doi.org/
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Doorway Mechanism in Many-Body Systems and in Quantum BilliardsIn: Acta Physica Polonica A Jg. 116 (2009) Nr. 5, S. 741 - 748Online Volltext: dx.doi.org/
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Integration of Grassmann variables over invariant functions on flat superspacesIn: Journal of Mathematical Physics Jg. 50 (2009) Nr. 1, S. 013528Online Volltext: dx.doi.org/
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Strain distributions in lattice-mismatched semiconductor core-shell nanowiresIn: Journal of Vacuum Science and Technology B: Nanotechnology and Microelectronics Jg. 27 (2009) Nr. 2, S. 827 - 830Online Volltext: dx.doi.org/ (Open Access)
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Strain in semiconductor core-shell nanowiresIn: Journal of Applied Physics Jg. 106 (2009) Nr. 5, S. 053508Online Volltext: dx.doi.org/ (Open Access)
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Character expansion method for supergroups and extended superversions of the Leutwyler-Smilga and Berezin-Karpelevich integralsIn: Journal of Mathematical Physics Jg. 49 (2008) Nr. 6, S. 063510Online Volltext: dx.doi.org/
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Superscars in billiards : A model for doorway states in quantum spectraIn: Physical Review Letters Jg. 100 (2008) Nr. 20, 204101Online Volltext: dx.doi.org/
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Surprising relations between parametric level correlations and fidelity decayIn: Physical Review Letters Jg. 100 (2008) Nr. 19, 190404Online Volltext: dx.doi.org/
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Credit risk—A structural model with jumps and correlationsIn: Physica A: Statistical Mechanics and its Applications Jg. 383 (2007) Nr. 2, S. 533 - 569Online Volltext: dx.doi.org/
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Semiclassical limits for the QCD Dirac operatorIn: Annals of Physics Jg. 322 (2007) Nr. 2, S. 287 - 314Online Volltext: dx.doi.org/
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Understanding mechanical properties of nanostructures using Euler's theoryIn: Nanotechnology Jg. 18 (2007) Nr. 25, S. 25502Online Volltext: dx.doi.org/
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WKB-type-of approximation for rare event statistics in reacting systems(2019)(Open Access)
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Microscopic Understanding of Cross-Responses between Stocks : a Two-Component Price Impact Model(2016)
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Exact results for chaotic scattering and experimental validationIn: Nuclei and mesoscopic physics 2017 / Conference on Nuclei and Mesoscopic Physics, East Lansing, Michigan, USA, 6-10 March 2017 / Danielewicz, Pawel; Zelevinskij, Vladimir G. (Hrsg.) 2017, S. 020004Online Volltext: dx.doi.org/
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Exact results for chaotic scattering and applications to microwave experimentsIn: 2016 URSI International Symposium on Electromagnetic Theory (EMTS) / URSI International Symposium on Electromagnetic Theory, 14-18 August 2016 in Espoo, Finland 2016, S. 670 - 673Online Volltext: dx.doi.org/
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Credit Portfolio Risk and DiversificationIn: Credit Securitisations and Derivatives: Challenges for the Global Markets / Rösch, Daniel; Scheule, Harald (Hrsg.) 2013, S. 153 - 170
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SupersymmetryIn: The Oxford handbook of random matrix theory / Akemann, Gernot (Hrsg.) 2011, S. 135 - 154
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Bulls, Bears, Quants und Rocket Scientists : Physik und AktienmärkteIn: Die Kleine Form Jg. WS 2022/23 (2023)Online Volltext (Open Access)