214 citations · 461 across the 24 of their papers we have counts for
25 papers
Critical Dynamics of Random Surfaces and Multifractal Scaling
Christof Schmidhuber
The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the…
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
Sara A. Safari, Christof Schmidhuber
We empirically analyze the reversion of financial market trends with time horizons ranging from minutes to decades. The analysis covers equities, interest rates, currencies and com…
Critical Dynamics of Random Surfaces: Time Evolution of Area and Genus
Christof Schmidhuber
Conformal field theories with central charge on random surfaces have been extensively studied in the past. Here, this discussion is extended from their equilibrium distribu…
Financial Markets and the Phase Transition between Water and Steam
Christof Schmidhuber
Motivated by empirical observations on the interplay of trends and reversion, a lattice gas model of financial markets is presented. The shares of an asset are modeled by gas molec…
Trends, Reversion, and Critical Phenomena in Financial Markets
Christof Schmidhuber
Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when trends revert, ba…
Chaitin's Omega and an Algorithmic Phase Transition
Christof Schmidhuber
We consider the statistical mechanical ensemble of bit string histories that are computed by a universal Turing machine. The role of the energy is played by the program size. We sh…