activity
20142017
most citedLinear and nonlinear market correlations: characterizing financial crises and portfolio optimization

33 citations · 109 across the 7 of their papers we have counts for

collaborators

7 papers

q-fin.ST2017★ 33 cited

Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization

Alexander Haluszczynski, Ingo Laut, Heike Modest +1

Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate…

physics.plasm-ph2017★ 21 cited

Coupling of non-crossing wave modes in a two-dimensional plasma crystal

J. K. Meyer, I. Laut, S. K. ZHdanov +2

We report an experimental observation of coupling of the transverse vertical and longitudinal in-plane dust-lattice wave modes in a two-dimensional complex plasma crystal in the ab…

physics.plasm-ph2017★ 12 cited

Wake-mediated propulsion of an upstream particle in two-dimensional plasma crystals

Ingo Laut, Christoph Räth, Sergey K. Zhdanov +3

The wake-mediated propulsion of an "extra" particle in a channel of two neighboring rows of a two-dimensional plasma crystal, observed experimentally by Du et al. [Phys. Rev. E 89,…

nlin.CD2016★ 17 cited

Surrogate-assisted network analysis of nonlinear time series

Ingo Laut, Christoph Räth

The performance of recurrence networks and symbolic networks to detect weak nonlinearities in time series is compared to the nonlinear prediction error. For the synthetic data of t…

physics.plasm-ph2016★ 10 cited

Anisotropic confinement effects in a two-dimensional plasma crystal

Ingo Laut, Sergey K. Zhdanov, Christoph Räth +2

The spectral asymmetry of the wave energy distribution of dust particles during mode-coupling induced melting, observed for the first time in plasma crystals by Couëdel et al. [Phy…

nlin.CD2015★ 6 cited

Time Series with Tailored Nonlinearities

C. Raeth, I. Laut

It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information…

physics.plasm-ph2014★ 10 cited

Network analysis of 3D complex plasma clusters in a rotating electric field

Ingo Laut, Christoph Räth, Lisa Wörner +6

Network analysis was used to study the structure and time evolution of driven three-dimensional complex plasma clusters. The clusters were created by suspending micron-size particl…