2.2k citations · 5.2k across the 131 of their papers we have counts for
136 papers
Winding Number Statistics of a Parametric Chiral Symplectic Random Matrix Ensemble
Pascal Toschka, Luke Haas, Thomas Guhr +2
The winding number is a simple topological invariant. In the case of chiral symmetry it characterises gapped phases of Fermions. We study statistical properties of this topological…
Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective
Luca Henrichs, Anton J. Heckens, Thomas Guhr
To understand the emergence of Ultrafast Extreme Events (UEEs), the influence of algorithmic trading or high-frequency traders is of major interest as they make it extremely diffic…
A New Traders' Game? -- Empirical Analysis of Response Functions in a Historical Perspective
Cedric Schuhmann, Benjamin Köhler, Anton J. Heckens +1
Traders on financial markets generate non-Markovian effects in various ways, particularly through their competition with one another which can be interpreted as a game between diff…
Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
Anton J. Heckens, Efstratios Manolakis, Cedric Schuhmann +1
Multivariate Distributions are needed to capture the correlation structure of complex systems. In previous works, we developed a Random Matrix Model for such correlated multivariat…
Winding Number Statistics for Chiral Random Matrices: Universal Correlations and Statistical Moments in the Unitary Case
Nico Hahn, Mario Kieburg, Omri Gat +1
The winding number is the topological invariant that classifies chiral symmetric Hamiltonians with one-dimensional parametric dependence. In this work we complete our study of the…
Correlations in Motion: A Simple Response-Based Analysis of Traffic Flow
Sebastian Gartzke, Shanshan Wang, Thomas Guhr +1
Why does a traffic jams form out of nowhere, and why does it stretch for kilometers even after the initial cause is passed? This study examines how congestion moves and spreads acr…