10 citations · 34 across the 8 of their papers we have counts for
8 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…
Quantifying Tipping Risks in Power Grids and beyond
Martin Heßler, Oliver Kamps
Critical transitions, ubiquitous in nature and technology, necessitate anticipation to avert adverse outcomes. While many studies focus on bifurcation-induced tipping, where a cont…
Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data
Tobias Wand, Martin Heßler, Oliver Kamps
Understanding and forecasting changing market conditions in complex economic systems like the financial market is of great importance to various stakeholders such as financial inst…
Quantifying resilience and the risk of regime shifts under strong correlated noise
Martin Heßler, Oliver Kamps
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real…
Bayesian on-line anticipation of critical transitions
Martin Heßler, Oliver Kamps
The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in…