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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 ...
Jan Jurczyk - Papers With Code
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no code implementations • 25 Mar • Alexander Eckrot, Carina Geldhauser, Jan Jurczyk. We propose a simulated annealing algorithm specifically tailored ... › author
Artificial Intelligence authors/titles Apr es.arXiv.orgcierzo.unizar.es/list/cs.AI/1704?show=203
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Title: A simulated annealing approach to optimal storing in a multi-level warehouse. Authors: Alexander Eckrot, Carina Geldhauser, Jan Jurczyk.
Quantifying Systemic Risk by Solutions of the Mean PLOS
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— Contributed equally to this work with: Jan Jurczyk, Alexander Eckrot. * . Affiliation Department of Physics, ... › authors
Comparing systemic risk in European government bonds and national...
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ar X iv : v 1 [ q- fi n. ST ] 2 4 Fe b Comparing systemic risk in European government bonds and national indices Jan Jurczyk, Alexander...
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk...
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RESEARCH ARTICLE. Quantifying Systemic Risk by Solutions of the. Mean-Variance Risk Model. Jan Jurczyk*☯. , Alexander Eckrot. ☯.
Physics authors/titles Feb (950 skipped)
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Authors: Jan Jurczyk, Alexander Eckrot. Comments: 8 pages, 3 figures. Subjects: Statistical Finance (q-fin.ST); Physics and Society (physics.soc-ph). [971] arXiv: (cross-list from math.HO) [pdf, ps, other]. Title: Scientific Endeavors of A.M. Mathai: An Appraisal on the Occasion of his Eightieth Birthday, April
[ 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
Alle Infos zum Namen "Alexander Eckrot"
@Misc{ GelEckJur17, author = { Alexander Eckrot and Carina ...cvgmt.sns.it › paper › bibtex
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@Misc{ GelEckJur17, author = { Alexander Eckrot and Carina Geldhauser and Jan Jurczyk }, title = { The storage location assignment problem in a multi-level ...
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Ising model of financial markets with many assets — • Alexander Eckrot and Jan Jurczyk — Universität Regensburg, Regensburg, Germany. In the past many models have emerged with the purpose of studying the regularities of financial markets. Most of these models focused on …
(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
Computer Science authors/titles Apr 2017
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Authors: Alexander Eckrot, Carina Geldhauser, Jan Jurczyk. Subjects: Artificial Intelligence (cs.AI). [221] arXiv: [pdf, other]. Title: ME R-CNN: ...
Measuring critical transitions in financial markets - PubMed
pubmed.ncbi.nlm.nih.gov
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
Efficient preparation of orders in a distributor coffee company using...
businessdocbox.com
... IN A MULTI-LEVEL WAREHOUSE ALEXANDER ECKROT, CARINA GELDHAUSER, AND JAN JURCZYK arxiv: v1 [cs.ai] 25 Mar Abstract.
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 ...
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk...
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Contributed equally to this work with: Jan Jurczyk, Alexander Eckrot. * . Affiliation: Department of Physics, University of Regensburg, ...
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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