activity
19962012
most citedDynamics of competition between collectivity and noise in the stock market

116 citations · 434 across the 11 of their papers we have counts for

collaborators

11 papers

nucl-th2012★ 41 cited

Self-consistent calculations of the electric giant dipole resonances in light and heavy mass nuclei

N. Lyutorovich, V. Tselyaev, J. Speth +3

While bulk properties of stable nuclei are successfully reproduced by mean-field theories employing effective interactions, the dependence of the centroid energy of the electric gi…

q-fin.ST2009★ 8 cited

Complex Systems: From Nuclear Physics to Financial Markets

J. Speth, S. Drozdz, F. Gruemmer

We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent struc…

nucl-th2008★ 39 cited

Description of the Giant Monopole Resonance in the Even-A Sn Isotopes within the Microscopic Model Including Quasiparticle-Phonon Coupling

A. Avdeenkov, F. Gruemmer, S. Kamerdzhiev +5

We have calculated the strength distributions of the giant monopole resonance in the even-A tin isotopes (A = 112-124) which were recently measured in inelastic -scattering. The…

nucl-th2007★ 16 cited

Self-consistent calculations within the Extended Theory of Finite Fermi Systems

A. Avdeenkov, F. Gruemmer, S. Kamerdzhiev +3

The Extended Theory of Finite Fermi Systems(ETFFS) describes nuclear excitations considering phonons and pairing degrees of freedom, using experimental single particle energies and…

cond-mat.stat-mech2002★ 50 cited

Log-periodic self-similarity: an emerging financial law?

S. Drozdz, F. Grummer, F. Ruf +1

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significan…

cond-mat.soft2001★ 10 cited

Decomposing the stock market intraday dynamics

J. Kwapien, S. Drozdz, F. Gruemmer +2

The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as in…