| Year |
Citation |
Score |
| 2020 |
Caginalp C, Caginalp G. Asset Price Volatility and Price Extrema Discrete and Continuous Dynamical Systems-Series B. 25: 1935-1958. DOI: 10.3934/Dcdsb.2020010 |
0.399 |
|
| 2020 |
Caginalp C, Caginalp G. Derivation of non-classical stochastic price dynamics equations Physica a-Statistical Mechanics and Its Applications. 560: 125118. DOI: 10.1016/J.Physa.2020.125118 |
0.423 |
|
| 2020 |
Caginalp G, DeSantis M. Nonlinear price dynamics of S&P 100 stocks Physica a: Statistical Mechanics and Its Applications. 547: 122067. DOI: 10.1016/J.Physa.2019.122067 |
0.742 |
|
| 2019 |
Caginalp C, Caginalp G. Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation Physica a: Statistical Mechanics and Its Applications. 523: 807-824. DOI: 10.1016/J.Physa.2019.02.049 |
0.4 |
|
| 2019 |
Caginalp C, Caginalp G. Price equations with symmetric supply/demand; implications for fat tails Economics Letters. 176: 79-82. DOI: 10.1016/J.Econlet.2018.12.037 |
0.35 |
|
| 2018 |
Caginalp C, Caginalp G. Opinion: Valuation, liquidity price, and stability of cryptocurrencies. Proceedings of the National Academy of Sciences of the United States of America. 115: 1131-1134. PMID 29434049 DOI: 10.1073/Pnas.1722031115 |
0.4 |
|
| 2018 |
Caginalp C, Caginalp G. The quotient of normal random variables and application to asset price fat tails Physica a: Statistical Mechanics and Its Applications. 499: 457-471. DOI: 10.1016/J.Physa.2018.02.077 |
0.338 |
|
| 2017 |
Caginalp G, DeSantis M. Does price efficiency increase with trading volume? Evidence of nonlinearity and power laws in ETFs Physica a: Statistical Mechanics and Its Applications. 467: 436-452. DOI: 10.1016/J.Physa.2016.10.039 |
0.728 |
|
| 2016 |
Merdan H, Caginalp G, Troy WC. Bifurcation analysis of a single-group asset flow model Quarterly of Applied Mathematics. 74: 275-296. DOI: 10.1090/Qam/1418 |
0.739 |
|
| 2015 |
Shiller R, Caginalp G. ‘New Normal’ is a Name for a Fear and, Unfortunately, Roosevelt Was Right Wilmott. 2015: 28-37. DOI: 10.1002/Wilm.10445 |
0.31 |
|
| 2014 |
Caginalp G, Esenturk E. Renofrmalization methods for higher order differential equations Journal of Physics a: Mathematical and Theoretical. DOI: 10.1088/1751-8113/47/31/315004 |
0.741 |
|
| 2014 |
Caginalp G, DeSantis M, Sayrak A. The nonlinear price dynamics of U.S. equity ETFs Journal of Econometrics. 183: 193-201. DOI: 10.1016/J.Jeconom.2014.05.009 |
0.745 |
|
| 2012 |
DeSantis M, Swigon D, Caginalp G. Nonlinear Dynamics and Stability in a Multigroup Asset Flow Model Siam Journal On Applied Dynamical Systems. 11: 1114-1148. DOI: 10.1137/120862211 |
0.747 |
|
| 2011 |
Caginalp G, Esenturk E. Anisotropic phase field equations of arbitrary order Discrete and Continuous Dynamical Systems - Series S. 4: 311-350. DOI: 10.3934/Dcdss.2011.4.311 |
0.741 |
|
| 2011 |
Caginalp G, DeSantis M. Multi-group asset flow equations and stability Discrete and Continuous Dynamical Systems - Series B. 16: 109-150. DOI: 10.3934/Dcdsb.2011.16.109 |
0.752 |
|
| 2011 |
Caginalp G, DeSantis M. A paradigm for quantitative behavioral finance American Behavioral Scientist. 55: 1014-1034. DOI: 10.1177/0002764211412356 |
0.731 |
|
| 2011 |
Chen X, Caginalp G, Esenturk E. A phase field model with non-local and anisotropic potential Modelling and Simulation in Materials Science and Engineering. 19. DOI: 10.1088/0965-0393/19/4/045006 |
0.737 |
|
| 2011 |
Caginalp G, Desantis M. Stock price dynamics: Nonlinear trend, volume, volatility, resistance and money supply Quantitative Finance. 11: 849-861. DOI: 10.1080/14697680903220356 |
0.745 |
|
| 2011 |
Caginalp G, Desantis M. Nonlinearity in the dynamics of financial markets Nonlinear Analysis: Real World Applications. 12: 1140-1151. DOI: 10.1016/J.Nonrwa.2010.09.008 |
0.751 |
|
| 2011 |
Chen X, Caginalp G, Esenturk E. Interface Conditions for a Phase Field Model with Anisotropic and Non-Local Interactions Archive For Rational Mechanics and Analysis. 202: 349-372. DOI: 10.1007/S00205-011-0429-8 |
0.727 |
|
| 2011 |
Tudball D, Caginalp G, DeSantis M, Swigon D. Mutual Assured Destruction Wilmott. 2011: 36-47. DOI: 10.1002/Wilm.10011 |
0.667 |
|
| 2008 |
Caginalp G, Chen X, Eck C. Numerical tests of a phase field model with second order accuracy Siam Journal On Applied Mathematics. 68: 1518-1534. DOI: 10.1137/070680965 |
0.385 |
|
| 2008 |
Duran A, Caginalp G. Parameter optimization for differential equations in asset price forecasting Optimization Methods and Software. 23: 551-574. DOI: 10.1080/10556780801996178 |
0.638 |
|
| 2008 |
Caginalp G, Ilieva V. Hybrid methodology for technical analysis Nonlinear Analysis: Hybrid Systems. 2: 1144-1151. DOI: 10.1016/J.Nahs.2008.09.007 |
0.414 |
|
| 2008 |
Caginalp G, Ilieva V. The dynamics of trader motivations in asset bubbles Journal of Economic Behavior and Organization. 66: 641-656. DOI: 10.1016/J.Jebo.2006.01.011 |
0.414 |
|
| 2007 |
Duran A, Caginalp G. Overreaction diamonds: Precursors and aftershocks for significant price changes Quantitative Finance. 7: 321-342. DOI: 10.1080/14697680601009903 |
0.621 |
|
| 2007 |
Caginalp G, Merdan H. Asset price dynamics with heterogeneous groups Physica D: Nonlinear Phenomena. 225: 43-54. DOI: 10.1016/J.Physd.2006.09.036 |
0.755 |
|
| 2006 |
Chen X, Caginalp G, Eck C. A rapidly converging phase field model Discrete and Continuous Dynamical Systems. 15: 1017-1034. DOI: 10.3934/Dcds.2006.15.1017 |
0.362 |
|
| 2005 |
Caginalp G. Nonlinear price evolution Quarterly of Applied Mathematics. 63: 715-720. DOI: 10.1090/S0033-569X-05-00982-X |
0.404 |
|
| 2005 |
Merdan H, Caginalp G. Renormalization and scaling methods for quasi-static interface problems Nonlinear Analysis, Theory, Methods and Applications. 63: 812-822. DOI: 10.1016/J.Na.2005.03.035 |
0.727 |
|
| 2005 |
Altundas YB, Caginalp G. Velocity selection in 3D dendrites: Phase field computations and microgravity experiments Nonlinear Analysis, Theory, Methods and Applications. 62: 467-481. DOI: 10.1016/J.Na.2005.02.122 |
0.759 |
|
| 2004 |
Merdan H, Caginalp G. Renormalization Group Methods for Nonlinear Parabolic Equations Applied Mathematics Letters. 17: 217-223. DOI: 10.1016/S0893-9659(04)90035-3 |
0.727 |
|
| 2004 |
Caginalp G, Merdan H. The transition between quasi-static and fully dynamic for interfaces Physica D: Nonlinear Phenomena. 198: 136-147. DOI: 10.1016/J.Physd.2004.08.026 |
0.738 |
|
| 2004 |
Altundas YB, Caginalp G. Parallel computation of single-needle dendrites in 3D and comparison with microgravity experiment Computational and Experimental Methods. 10: 347-358. |
0.756 |
|
| 2004 |
Caginalp G, Merdan H. Renormalization methods and interface problems Computational and Experimental Methods. 10: 149-159. |
0.708 |
|
| 2003 |
Merdan H, Caginalp G. Decay of solutions to nonlinear parabolic equations: Renormalization and rigorous results Discrete and Continuous Dynamical Systems - Series B. 3: 565-588. DOI: 10.3934/Dcdsb.2003.3.565 |
0.729 |
|
| 2003 |
Caginalp G, Ilieva V, Porter D, Smith V. Derivation of Asset Price Equations Through Statistical Inference Journal of Behavioral Finance. 4: 217-224. DOI: 10.1207/S15427579Jpfm0404_4 |
0.438 |
|
| 2003 |
Altundas YB, Caginalp G. Computations of Dendrites in 3-D and Comparison with Microgravity Experiments Journal of Statistical Physics. 110: 1055-1067. DOI: 10.1023/A:1022140725763 |
0.761 |
|
| 2002 |
Caginalp G, Ilieva V, Porter D, Smith V. Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks? Journal of Psychology and Financial Markets. 3: 118-132. DOI: 10.2139/Ssrn.312421 |
0.39 |
|
| 2002 |
Caginalp G. Does the Market Have a Mind of Its Own, and Does It Get Carried Away With Excess Cash? Journal of Psychology and Financial Markets. 3: 72-75. DOI: 10.1207/S15327760Jpfm0302_01 |
0.361 |
|
| 2001 |
Caginalp G, Porter D, Smith V. Financial Bubbles: Excess Cash, Momentum, and Incomplete Information Journal of Psychology and Financial Markets. 2: 80-99. DOI: 10.1207/S15327760Jpfm0202_03 |
0.375 |
|
| 2001 |
Caginalp G. Renormalization group calculation of late stage interface dynamics Siam Journal On Applied Mathematics. 62: 424-432. DOI: 10.1137/S0036139901383279 |
0.367 |
|
| 2000 |
Caginalp G, Porter D, Smith VL. Overreactions, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets Journal of Psychology and Financial Markets. 1: 24-48. DOI: 10.1207/S15327760Jpfm0101_04 |
0.409 |
|
| 2000 |
Caginalp G, Porter D, Smith V. Momentum and overreaction in experimental asset markets International Journal of Industrial Organization. 18: 187-204. DOI: 10.1016/S0167-7187(99)00039-9 |
0.364 |
|
| 1999 |
Caginalp G. Dynamical renormalization group calculation of a two-phase sharp interface model Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics. 60. PMID 11970611 DOI: 10.1103/Physreve.60.R6267 |
0.301 |
|
| 1999 |
Caginalp G, Balenovich D. Asset flow and momentum: Deterministic and stochastic equations Philosophical Transactions of the Royal Society a: Mathematical, Physical and Engineering Sciences. 357: 2119-2133. DOI: 10.1098/Rsta.1999.0421 |
0.456 |
|
| 1998 |
Caginalp G, Porter D, Smith V. Initial cash/asset ratio and asset prices: an experimental study. Proceedings of the National Academy of Sciences of the United States of America. 95: 756-61. PMID 11038619 DOI: 10.1073/Pnas.95.2.756 |
0.423 |
|
| 1998 |
Caginalp G, Laurent H. The predictive power of price patterns Applied Mathematical Finance. 5: 181-205. DOI: 10.1080/135048698334637 |
0.307 |
|
| 1998 |
Caginalp G, Porter D, Smith V. Initial cash/asset ratio and asset prices: An experimental study Proceedings of the National Academy of Sciences of the United States of America. 95: 756-761. DOI: 10.1073/pnas.95.2.756 |
0.311 |
|
| 1998 |
Caginalp G, Chen X. Convergence of the phase field model to its sharp interface limits European Journal of Applied Mathematics. 9: 417-445. DOI: 10.1017/S0956792598003520 |
0.384 |
|
| 1998 |
Caginalp G, Xie W. An analysis of phase-field alloys and transition layers Archive For Rational Mechanics and Analysis. 142: 293-329. DOI: 10.1007/S002050050094 |
0.327 |
|
| 1997 |
Caginalp G. Renormalization and scaling methods for nonlinear parabolic systems Nonlinearity. 10: 1217-1229. DOI: 10.1088/0951-7715/10/5/010 |
0.355 |
|
| 1996 |
Caginalp G, Balenovich D. Trend-based asset flow in technical analysis and securities marketing Psychology and Marketing. 13: 407-444. DOI: 10.1002/(Sici)1520-6793(199607)13:4<405::Aid-Mar5>3.0.Co;2-E |
0.425 |
|
| 1995 |
Caginalp G, Constantine G. Statistical inference and modelling of momentum in stock prices Applied Mathematical Finance. 2: 225-242. DOI: 10.1080/13504869500000012 |
0.372 |
|
| 1995 |
Caginalp G, Jones J. A Derivation and Analysis of Phase Field Models of Thermal Alloys Annals of Physics. 237: 66-107. DOI: 10.1006/Aphy.1995.1004 |
0.375 |
|
| 1994 |
Caginalp G, Socolovsky E. Phase Field Computations of Single-Needle Crystals, Crystal Growth, and Motion by Mean Curvature Siam Journal On Scientific Computing. 15: 106-126. DOI: 10.1137/0915007 |
0.395 |
|
| 1994 |
Caginalp G, Balenovich D. Market oscillations induced by the competition between value-based and trend-based investment strategies Applied Mathematical Finance. 1: 129-164. DOI: 10.1080/13504869400000009 |
0.418 |
|
| 1992 |
Caginalp G. Penrose-fife modification of solidification equations has no freezing or melting Applied Mathematics Letters. 5: 93-96. DOI: 10.1016/0893-9659(92)90120-X |
0.356 |
|
| 1991 |
Chadam J, Caginalp G. Stability of interfaces with velocity correction term Rocky Mountain Journal of Mathematics. 21: 617-629. DOI: 10.1216/Rmjm/1181072956 |
0.305 |
|
| 1991 |
Caginalp G. Phase field models and sharp interface limits: Some differences in subtle situations Rocky Mountain Journal of Mathematics. 21: 603-616. DOI: 10.1216/Rmjm/1181072955 |
0.306 |
|
| 1991 |
Caginalp G, Nishiura Y. The existence of travelling waves for phase field equations and convergence to sharp interface models in the singular limit Quarterly of Applied Mathematics. 49: 147-162. DOI: 10.1090/Qam/1096237 |
0.358 |
|
| 1991 |
Caginalp G, Jones J. A derivation of a phase field model with fluid properties Applied Mathematics Letters. 4: 97-100. DOI: 10.1016/0893-9659(91)90178-X |
0.343 |
|
| 1991 |
Caginalp G, Ermentrout GB. Numerical studies of differential equations related to theoretical financial markets Applied Mathematics Letters. 4: 35-38. DOI: 10.1016/0893-9659(91)90118-F |
0.415 |
|
| 1991 |
Caginalp G, Socolovsky EA. Computation of sharp phase boundaries by spreading: The planar and spherically symmetric cases Journal of Computational Physics. 95: 85-100. DOI: 10.1016/0021-9991(91)90254-I |
0.385 |
|
| 1990 |
Caginalp G. The dynamics of a conserved phase field system: Stefan-like, hele-shaw, and cahn-hilliard models as asymptotic limits Ima Journal of Applied Mathematics (Institute of Mathematics and Its Applications). 44: 77-94. DOI: 10.1093/imamat/44.1.77 |
0.304 |
|
| 1990 |
Caginalp G, Ermentrout GB. A kinetic thermodynamics approach to the psychology of fluctuations in financial markets Applied Mathematics Letters. 3: 17-19. DOI: 10.1016/0893-9659(90)90038-D |
0.39 |
|
| 1990 |
Caginalp G. A microscopic derivation of macroscopic sharp interface problems involving phase transitions Journal of Statistical Physics. 59: 869-884. DOI: 10.1007/Bf01025855 |
0.387 |
|
| 1989 |
Caginalp G, Socolovsky EA. Efficient computation of a sharp interface by spreading via phase field methods Applied Mathematics Letters. 2: 117-120. DOI: 10.1016/0893-9659(89)90002-5 |
0.362 |
|
| 1988 |
Caginalp G, Fife PC. Dynamics of Layered Interfaces Arising from Phase Boundaries Siam Journal On Applied Mathematics. 48: 506-518. DOI: 10.1137/0148029 |
0.357 |
|
| 1987 |
Caginalp G, Lin JT. A numerical analysis of an anisotropic phase field model Ima Journal of Applied Mathematics (Institute of Mathematics and Its Applications). 39: 51-66. DOI: 10.1093/Imamat/39.1.51 |
0.313 |
|
| 1987 |
Caginalp G, Fife PC. Elliptic problems involving phase boundaries satisfying a curvature condition Ima Journal of Applied Mathematics (Institute of Mathematics and Its Applications). 38: 195-217. DOI: 10.1093/Imamat/38.3.195 |
0.356 |
|
| 1986 |
Caginalp G, Fife P. Higher-order phase field models and detailed anisotropy. Physical Review. B, Condensed Matter. 34: 4940-4943. PMID 9940310 DOI: 10.1103/Physrevb.34.4940 |
0.304 |
|
| 1986 |
Caginalp G, Hastings S. Properties of some ordinary differential equations related to free boundary problems Proceedings of the Royal Society of Edinburgh: Section a Mathematics. 104: 217-234. DOI: 10.1017/S0308210500019193 |
0.373 |
|
| 1986 |
Caginalp G. The role of microscopic anisotropy in the macroscopic behavior of a phase boundary Annals of Physics. 172: 136-155. DOI: 10.1016/0003-4916(86)90022-9 |
0.365 |
|
| 1986 |
Caginalp G. An analysis of a phase field model of a free boundary Archive For Rational Mechanics and Analysis. 92: 205-245. DOI: 10.1007/Bf00254827 |
0.374 |
|
| 1984 |
Caginalp G. A free boundary problem with moving source Advances in Applied Mathematics. 5: 476-488. DOI: 10.1016/0196-8858(84)90019-8 |
0.3 |
|
| 1983 |
Caginalp G. Nonlinear equations and systems in several space variables Journal of Differential Equations. 48: 71-94. DOI: 10.1016/0022-0396(83)90060-8 |
0.318 |
|
| 1982 |
Caginalp G. Nonlinear equations with coefficients of bounded variation in two space variables Journal of Differential Equations. 43: 134-155. DOI: 10.1016/0022-0396(82)90078-X |
0.343 |
|
| 1980 |
Caginalp G. Thermodynamic properties of the φ4 lattice field theory near the Ising limit Annals of Physics. 126: 500-511. DOI: 10.1016/0003-4916(80)90185-2 |
0.305 |
|
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