Browsing 01 Mathematical Sciences by Author "Gerig Austin"

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Browsing 01 Mathematical Sciences by Author "Gerig Austin"

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  • Are discrete models more accurate? 
    Hubler Alfred; Gerig Austin (Wiley, 2010)
    Newton's second law describes the motion of the center of mass of most objects that we encounter in everyday life, including the complex motion of a spoon when we eat, the acceleration of a car, and even the trajectories ...
  • Chaos in a 1-Dimensional Compressible Flow 
    Gerig Austin; Hubler Alfred (American Physical Society, 2007)
    We study the dynamics of a one-dimensional discrete flow with open boundaries¿a series of moving point particles connected by ideal springs. These particles flow towards an inlet at constant velocity, pass into a region ...
  • Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary 
    Farmer J; Gerig Austin; Lillo Fabrizio; Mike Szabolcs (Routledge, 2006)
    The fact that supply and demand fluctuations have longmemory, which was independently discovered by Lillo and Farmer (2004) and Bouchaud et al. (2004), raises an apparent paradox about compatibility with market efficiency. ...
  • Universal laws and economic phenomena 
    Gerig Austin (Wiley, 2011)
    Despite the idiosyncratic behavior of individuals, empirical regularities exist in social and economic systems. These regularities often arise from simple underlying mechanisms which, analogous to the natural sciences, can ...