1 citations · 1 across the 1 of their papers we have counts for
4 papers
Do Inner Greenland's Melt Rate Dynamics Approach Coastal Ones?
Martin Heßler, Oliver Kamps
The Greenland Ice Sheet may be nearing a tipping point, transitioning to permanent melting. This article analyses two melt rate time series using the Bayesian Langevin estimation (…
Anticipation of Oligocene's climate heartbeat by simplified eigenvalue estimation
Martin Heßler, Oliver Kamps
The Eocene-Oligocene transition marks a watershed point of earth's climate history. The climate shifts from a greenhouse state to an icehouse state in which Antarctica glaciated fo…
Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
Martin Heßler, Tobias Wand, Oliver Kamps
Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understand the overall economic dynamics. We introduce an open-s…
Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
Tobias Wand, Martin Heßler, Oliver Kamps
The analysis of market correlations is crucial for optimal portfolio selection of correlated assets, but their memory effects have often been neglected. In this work, we analyse th…