61 citations · 120 across the 9 of their papers we have counts for
9 papers
Including local feature interactions in deep non-negative matrix factorization networks improves performance
Mahbod Nouri, David Rotermund, Alberto Garcia-Ortiz +1
The brain uses positive signals as a means of signaling. Forward interactions in the early visual cortex are also positive, realized by excitatory synapses. Only local interactions…
Reliable Detection of Causal Asymmetries in Dynamical Systems
Erik Laminski, Klaus R. Pawelzik
Knowledge about existence, strength, and dominant direction of causal influences is of paramount importance for understanding complex systems. With limited amounts of realistic dat…
On Causality in Dynamical Systems
Daniel Harnack, Erik Laminski, Klaus Richard Pawelzik
Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated…
Dynamics of Human Cooperation in Economic Games
Martin Spanknebel, Klaus Pawelzik
Human decision behaviour is quite diverse. In many games humans on average do not achieve maximal payoff and the behaviour of individual players remains inhomogeneous even after pl…
Learning of Precise Spike Times with Membrane Potential Dependent Synaptic Plasticity
Christian Albers, Maren Westkott, Klaus Pawelzik
Precise spatio-temporal patterns of neuronal action potentials underly e.g. sensory representations and control of muscle activities. However, it is not known how the synaptic effi…
Bubbles, Jumps, and Scaling from Properly Anticipated Prices
Felix Patzelt, Klaus Pawelzik
Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. Th…
Unstable Price Dynamics as a Result of Information Absorption in Speculative Markets
Felix Patzelt, Klaus R. Pawelzik
In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly remo…
Limited profit in predictable stock markets
R. Rothenstein, K. Pawelzik
It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a suffici…
Evolution and anti-evolution in a minimal stock market model
R. Rothenstein, K. Pawelzik
We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters tha…