Nils Bertschinger

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Nils Bertschinger
Publication record
55 papers · 2,574 citations · H-index 18

PAPERS

Equilibria and Convergence in Fire Sale Games
20224 citationsauthor #1
Cross-ownership as a structural explanation for rising correlations in crisis times
20210 citationsauthor #1
Bayesian estimation and likelihood-based comparison of agent-based volatility models
202013 citationsauthor #1
The sub-fractional CEV model
202018 citationsauthor #2
Bayesian Quantile Matching Estimation
20205 citationsauthor #2
Early Warning Signs of Financial Market Turmoils
20202 citationsauthor #1
Visual explanation of country specific differences in Covid-19 dynamics
20202 citationsauthor #1
Flow Allocation Games
20199 citationsauthor #1
Information-Theoretic Analysis of stochastic volatility Models
20190 citationsauthor #2
Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches
20195 citationsauthor #2
Rotation Invariant Householder Parameterization for Bayesian PCA
20198 citationsauthor #2
Estimation of Covariance Matrices for Portfolio Optimization using Gaussian Processes
20180 citationsauthor #2
Information Decomposition of Target Effects from Multi-Source Interactions
20187 citationsauthor #2
Applications of Gaussian Process Latent Variable Models in Finance
20189 citationsauthor #2
Information Decomposition of Target Effects from Multi-Source Interactions: Perspectives on Previous, Current and Future Work
2018148 citationsauthor #2
Systemic Greeks: Measuring risk in financial networks
20182 citationsauthor #1
Reality-check for Econophysics: Likelihood-based fitting of physics-inspired market models to empirical data
20183 citationsauthor #1
Uncertainty of Volatility Estimates from Heston Greeks
20181 citationsauthor #2
Applications of Gaussian Processes in Finance
20181 citationsauthor #2
On extractable shared information
201729 citationsauthor #5
VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS
20163 citationsauthor #2
Uncertainty Estimates in the Heston Model via Fisher Information
20160 citationsauthor #2
Information Geometry and Game Theory
20161 citationsauthor #2
Information Decomposition and Synergy
201568 citationsauthor #2
Inferring Volatility in the Heston Model and its Relatives -- an Information Theoretical Approach
20150 citationsauthor #1
Information geometry of influence diagrams and noncooperative games
20141 citationsauthor #1
Reconsidering unique information: Towards a multivariate information decomposition
201458 citationsauthor #2
The information theory of individuality
2014118 citationsauthor #2
Closure measures for coarse-graining of the tent map.
201413 citationsauthor #3
The Blackwell relation defines no lattice
201417 citationsauthor #1
Comparison between Different Methods of Level Identification
201439 citationsauthor #2
Closure Measures and the Tent Map
20134 citationsauthor #3
Quantifying unique information
2013317 citationsauthor #1
Value of information in noncooperative games
20132 citationsauthor #1
Information geometry of noncooperative games
20132 citationsauthor #1
Hysteresis effects of changing the parameters of noncooperative games.
201255 citationsauthor #4
Shared Information -- New Insights and Problems in Decomposing Information in Complex Systems
2012111 citationsauthor #1
Adaptive Information-Theoretical Feature Selection for Pattern Classification
20125 citationsauthor #2
Embedded probabilistic programming in Clojure
20120 citationsauthor #1
Adaptive Sequential Feature Selection for Pattern Classification
20126 citationsauthor #2
A geometric approach to complexity.
201158 citationsauthor #3
Robustness of Boolean dynamics under knockouts.
201010 citationsauthor #2
An information theoretic perspective on cognitive systems: memory and autonomy
20091 citationsauthor #1
How should complexity scale with system size?
200832 citationsauthor #2
Predictive information and explorative behavior of autonomous robots
2008186 citationsauthor #3
Autonomy: An information theoretic perspective
2008110 citationsauthor #1
An information theoretic approach to system differentiation on the basis of statistical correlations between subsystems
20070 citationsauthor #2
An information theoretic approach to system differentiation on the basis of statistical dependencies between subsystems
20078 citationsauthor #2
A UNIFYING FRAMEWORK FOR COMPLEXITY MEASURES OF FINITE SYSTEMS
200653 citationsauthor #3
Information and closure in systems theory
200631 citationsauthor #1
Travelling wave patterns in a model of the spinal pattern generator using spiking neurons
20056 citationsauthor #2
At the Edge of Chaos: Real-time Computations and Self-Organized Criticality in Recurrent Neural Networks
2004102 citationsauthor #1
Real-Time Computation at the Edge of Chaos in Recurrent Neural Networks
2004829 citationsauthor #1
Methods for Estimating the Computational Power and Generalization Capability of Neural Microcircuits
200453 citationsauthor #3
F ¨ Ur Mathematik in Den Naturwissenschaften Leipzig Quantifying Structure in Networks Quantifying Structure in Networks
year unknown16 citationsauthor #3

TIMELINE

2004 984 citations

2005 6 citations

2006 84 citations

2007 8 citations

2008 328 citations

2009 1 citations

2010 10 citations

2011 58 citations

2012 177 citations

2013 325 citations

2014 246 citations

2015 68 citations

2016 4 citations

2017 29 citations

2018 171 citations

2019 22 citations

2020 40 citations

2021 0 citations

2022 4 citations

Unknown 16 citations

Nils Bertschinger

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PAPERS

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