activity
20172023
most citedMoses, Noah and Joseph Effects in Coupled Lévy Processes

32 citations · 106 across the 7 of their papers we have counts for

collaborators

7 papers

cond-mat.stat-mech2023

Directedeness, correlations, and daily cycles in springbok motion: from data over stochastic models to movement prediction

P. G. Meyer, A. G. Cherstvy, H. Seckler +4

How predictable is the next move of an animal? Specifically, which factors govern the short- and long-term motion patterns and the overall dynamics of landbound, plant-eating anima…

q-fin.ST2022★ 1 cited

Collective behavior of stock prices in the time of crisis as a response to the external stimulus

Maryam Zamani, Sander Paekivi, Philipp Meyer +1

We analyze the interaction between stock prices of big companies in the USA and Germany using Granger Causality. We claim that the increase in pair-wise Granger causality interacti…

physics.data-an2021★ 9 cited

Objective comparison of methods to decode anomalous diffusion

Gorka Muñoz-Gil, Giovanni Volpe, Miguel Angel Garcia-March +31

Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion fr…

cond-mat.stat-mech2020★ 32 cited

Moses, Noah and Joseph Effects in Coupled Lévy Processes

Erez Aghion, Philipp G. Meyer, Vidushi Adalkha +2

We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having know…

physics.data-an2019★ 18 cited

A simple decomposition of European temperature variability capturing the variance from days to a decade

Philipp G Meyer, Holger Kantz

We analyze European temperature variability from station data with the method of detrended fluctuation analysis. This method is known to give a scaling exponent indicating long ran…

cond-mat.stat-mech2018★ 20 cited

Anomalous diffusion and the Moses effect in a model of aging

Philipp G. Meyer, Vidushi Adlakha, Holger Kantz +1

We decompose the anomalous diffusive behavior found in a model of aging into its fundamental constitutive causes. The model process is a sum of increments that are iterates of a ch…