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In this paper the overall investing strategy is approximated by the ground-states of the mean-variance model along the efficient frontier bound to real world constraints. Changes in the behaviour of the average investor is utlilized as a early warning sign. Autoren: Alexander Eckrot,; Jan Jurczyk,; Ingo Morgenstern ...
Dynamisches Spin-Modell für Finanzmärkte mit korrelierten ...
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Dynamisches Spin-Modell für Finanzmärkte mit korrelierten Ertragszeitreihen. vorgelegt von Alexander Eckrot ; Betreuer: Ingo Morgenstern ... › Record › dynamisches-spin-mo...
Squatting and the State: Resilient Property in an Age of Crisis
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Jurczyk, Jan, Thorsten Rehberg, Alexander Eckrot, and Ingo Morgenstern. “Measuring Critical Transitions in Financial Markets.” Scientific Reports 7, no.
[ v1] Comparing systemic risk in European government bonds...
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Title: Comparing systemic risk in European government bonds and national indices. Authors: Jan Jurczyk, Alexander Eckrot, Ingo Morgenstern.
EconPapers: Quantifying Systemic Risk by Solutions of the...
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By Jan Jurczyk, Alexander Eckrot and Ingo Morgenstern; Abstract: The world is still recovering from the financial crisis peaking in September
Measuring critical transitions in financial markets - Nature
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von J Jurczyk · · Zitiert von: 35 — Jan Jurczyk, Alexander Eckrot & Ingo Morgenstern. Institute for Functional Genomics, University of Regensburg, Regensburg, Germany. › articles
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(a)–(d) depict the time derivation of the average investing...
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posted on , 18:56 by Jan Jurczyk Alexander Eckrot Ingo Morgenstern. In (a) with ω = 1 year the three major crisis in the time from until
Measuring critical transitions in financial markets - PubMed
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von J Jurczyk · · Zitiert von: 35 — Authors. Jan Jurczyk , Thorsten Rehberg , Alexander Eckrot , Ingo Morgenstern. Affiliations. 1 Department of Physics, University of ... › ...
Measuring critical transitions in financial markets X-MOL
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... Reports ( IF ) Pub Date : Sep-14 , DOI: s Jan Jurczyk , Thorsten Rehberg , Alexander Eckrot , Ingo Morgenstern ... › paper
Quantifying Systemic Risk by Solutions of the Mean Figshare
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posted on , 11:56 authored by Jan Jurczyk, Alexander Eckrot, Ingo Morgenstern. The world is still recovering from the financial crisis peaking in ... › articles › dataset › Quantifying_S...
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk...
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includes Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model by Jan Jurczyk, Alexander Eckrot, and Ingo Morgenstern. Click to explore.
Segmentation of time series in up- and down-trends using the ...
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von AMR de Sousa Yamashita · · Zitiert von: 2 — Jan Jurczyk, Thorsten Rehberg, Alexander Eckrot, Ingo Morgenstern, Measuring Critical Transitions in Financial Markets. Scientific Reports 7, (2017). › articles › bin
Comparing systemic risk in European government bonds and national...
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Jan Jurczyk, Alexander Eckrot, Ingo Morgenstern. February 27, Abstract. It has been shown, that the systemic risk contained in financial ...
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model
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posted on , 11:56 by Jan Jurczyk Alexander Eckrot Ingo Morgenstern. The world is still recovering from the financial crisis peaking in September ...
The average investing strategy time derivation probability functions...
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posted on , 18:56 by Jan Jurczyk Alexander Eckrot Ingo Morgenstern. Between and the pdf densely centered around 〈∂t M〉 = −
The three largest drops in time derivation with lag (a) l = plos.figshare.com › articles › figure
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Jan Jurczyk · Alexander Eckrot · Ingo Morgenstern.
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