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researcher

J. Kockelkoren

17 papers hereh-index 111.1k citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author8
  • middle author7
  • last author2

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech6
  • q-fin.TR6
  • chao-dyn1
  • cond-mat1
  • cond-mat.other1
  • physics.data-an1

identity via Semantic Scholar / OpenAlex

activity
19982016
most citedAnomalous price impact and the critical nature of liquidity in financial markets

186 citations · 359 across the 12 of their papers we have counts for

collaborators
Showing 1998Show all

1 paper · 1 filter

chao-dyn1998★ 7 cited

Chaotic Behavior in Shell Models and Shell Maps

Julien Kockelkoren, Fridolin Okkels, Mogens H. Jensen

We study the chaotic behavior of the ``GOY'' shell model by measuring the variation of the maximal Lyapunov exponent with the parameter ε which determines the nature of the secon…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.