Hysteresis and economics R Cross, M Grinfeld, H Lamba IEEE Control Systems Magazine 29 (1), 30-43, 2009 | 105 | 2009 |
An adaptive Euler–Maruyama scheme for SDEs: convergence and stability H Lamba, JC Mattingly, AM Stuart IMA journal of numerical analysis 27 (3), 479-506, 2007 | 99 | 2007 |
Scaling of Lyapunov exponents at nonsmooth bifurcations H Lamba, CJ Budd Physical Review E 50 (1), 84, 1994 | 87 | 1994 |
A test for strong hysteresis L Piscitelli, R Cross, M Grinfeld, H Lamba Computational Economics 15, 59-78, 2000 | 76 | 2000 |
A threshold model of investor psychology R Cross, M Grinfeld, H Lamba, T Seaman Physica A: Statistical Mechanics and its Applications 354, 463-478, 2005 | 71 | 2005 |
Subharmonic ferroresonance in an LCR circuit with hysteresis H Lamba, M Grinfeld, S McKee, R Simpson IEEE Transactions on Magnetics 33 (4), 2495-2500, 2002 | 71 | 2002 |
Chaotic, regular and unbounded behaviour in the elastic impact oscillator H Lamba Physica D: Nonlinear Phenomena 82 (1-2), 117-135, 1995 | 68 | 1995 |
An adaptive timestepping algorithm for stochastic differential equations H Lamba Journal of computational and applied mathematics 161 (2), 417-430, 2003 | 62 | 2003 |
Stylized facts from a threshold-based heterogeneous agent model R Cross, M Grinfeld, H Lamba, T Seaman The European Physical Journal B 57, 213-218, 2007 | 31 | 2007 |
On entry and exit in response to aggregate shocks L Piscitelli, M Grinfeld, H Lamba, R Cross Applied Economics Letters 6 (9), 569-572, 1999 | 28 | 1999 |
A mean-field model of investor behaviour R Cross, M Grinfeld, H Lamba J. Phys. Conf. Ser 55, 55-62, 2006 | 24 | 2006 |
Analytical solution for a class of network dynamics with mechanical and financial applications P Krejčí, H Lamba, S Melnik, D Rachinskii Physical Review E 90 (3), 032822, 2014 | 22 | 2014 |
Dynamical systems and adaptive timestepping in ODE solvers H Lamba BIT Numerical Mathematics 40, 314-335, 2000 | 21 | 2000 |
Convergence results for the MATLAB ode23 routine H Lamba, AM Stuart BIT Numerical Mathematics 38, 751-780, 1998 | 20 | 1998 |
Market statistics of a psychology-based heterogeneous agent model H Lamba, T Seaman International Journal of Theoretical and Applied Finance 11 (07), 717-737, 2008 | 19 | 2008 |
On the periodically perturbed logistic equation M Grinfeld, PA Knight, H Lamba Journal of Physics A: Mathematical and General 29 (24), 8035, 1996 | 19 | 1996 |
The Kurzweil integral in financial market modeling P Krejčí, H Lamba, GA Monteiro, D Rachinskii Mathematica Bohemica 141 (2), 261-286, 2016 | 17 | 2016 |
KURZWEIL INTEGRAL REPRESENTATION OF INTERACTING PRANDTL-ISHLINSKII OPERATORS. P Krejčí, H Lamba, S Melnik, D Rachinskii Discrete & Continuous Dynamical Systems-Series B 204 (9), 2015 | 17 | 2015 |
Dynamics of discrete time systems with a hysteresis stop operator M Arnold, N Begun, P Gurevich, E Kwame, H Lamba, D Rachinskii SIAM Journal on Applied Dynamical Systems 16 (1), 91-119, 2017 | 16 | 2017 |
Rational expectations, psychology and inductive learning via moving thresholds H Lamba, T Seaman Physica A: Statistical Mechanics and its Applications 387 (15), 3904-3909, 2008 | 15 | 2008 |