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Economics and Finance

D-Index
54
Citations
14854
World Ranking
1117
National Ranking
35

Overview

Thomas Lux is affiliated with Kiel University in Germany and has contributed extensively to the fields of Social Sciences and Economics, Econometrics and Finance. Their work spans various subfields including Sociology and Political Science, Economics and Econometrics, Political Science and International Relations, Finance, and Public Health, Environmental and Occupational Health.

The scientist's research covers topics such as Complex Systems and Time Series Analysis, Sociology and Education Studies, Social Policy and Reform Studies, Education Methods and Technologies, Economic theories and models, Financial Markets and Investment Strategies, and German legal, social, and political studies.

Thomas Lux has published articles in multiple research venues, frequently appearing in:

  • Zeitschrift für Gastroenterologie
  • Berliner Journal für Soziologie
  • Studies in health technology and informatics
  • Quantitative Finance
  • SSRN Electronic Journal

Notable recent papers authored or co-authored by Thomas Lux include:

  • "Neue Ungleichheitsfragen, neue Cleavages? Ein internationaler Vergleich der Einstellungen in vier Ungleichheitsfeldern" (2021), Berliner Journal für Soziologie
  • "The social dynamics of COVID-19" (2021), Physica A Statistical Mechanics and its Applications

Other significant publications by collaborators within the research network include:

  • "Advances in the agent-based modeling of economic and social behavior" (2021), SN Business & Economics
  • "Die drei Arenen der neuen Ungleichheitskonflikte. Eine sozialstrukturelle Positionsbestimmung der Einstellungen zu Umverteilung, Migration und sexueller Diversität" (2020), Berliner Journal für Soziologie
  • "Legitimizing Inequality" (2020), Comparative Sociology

The scientist has also engaged in book publishing, with at least one title released through wbv Media eBooks:

  • "Volkshochschul-Statistik" (2023)

Thomas Lux frequently collaborates with researchers including Steffen Mau, Alexander Meining, Fabian Gülzau, Lutz Honvehlmann, and Hella Huntemann.

Best Publications

  • Scaling and criticality in a stochastic multi-agent model of a financial market

    Thomas Lux;Michele Marchesi

  • Herd Behaviour, Bubbles and Crashes.

    Thomas Lux

  • VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

    Thomas Lux;Michele Marchesi

  • The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

    Thomas Lux;Thomas Lux

  • The Financial Crisis and the Systemic Failure of Academic Economics

    David Colander;Hans Föllmer;Armin Haas;Michael D. Goldberg

  • The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks

    Thomas Lux

  • THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION

    David Colander;Michael Goldberg;Armin Haas;Katarina Juselius

  • Estimation of agent-based models: the case of an asymmetric herding model

    Simone Alfarano;Thomas Lux;Friedrich Wagner

  • Core---Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform

    Daniel Fricke;Thomas Lux

  • Agent-based Models of Financial Markets

    E. Samanidou;E. Zschischang;D. Stauffer;Thomas Lux

  • Worrying trends in econophysics

    Mauro Gallegati;Steve Keen;Thomas Lux;Paul Ormerod

  • Stochastic behavioral asset pricing models and the stylized facts

    Thomas Lux

  • Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach

    Simone Alfarano;Thomas Lux;Friedrich Wagner

  • Time variation of second moments from a noise trader/infection model

    Thomas Lux

  • Volatility Clustering in Financial Markets: A Micro-Simulation of Interacting Agents

    Thomas Lux;Michele Marchesi

  • The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility

    Thomas Lux

  • On Rational Bubbles and Fat Tails

    Thomas Lux;Didier Sornette

  • Testing for non-linear structure in an artificial financial market

    Shu-Heng Chen;Thomas Lux;Michele Marchesi

  • Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins

    Thomas Lux;Marcel Ausloos

  • Forecasting volatility and volume in the Tokyo Stock Market: long memory, fractality and regime switching

    Thomas Lux;Taisei Kaizoji

  • Financial power laws: Empirical evidence, models, and mechanisms

    Thomas Lux;Simone Alfarano

Frequent Co-Authors

Michele Marchesi
Michele Marchesi University of Cagliari
Nils Stein
Nils Stein University of Western Australia
Manuel Spannagl
Manuel Spannagl Helmholtz Zentrum München
Alan Kirman
Alan Kirman School for Advanced Studies in the Social Sciences
David Colander
David Colander Middlebury College
Klaus F. X. Mayer
Klaus F. X. Mayer Technical University of Munich
Martin Mascher
Martin Mascher Institute of Plant Genetics and Crop Plant Research
Thomas Wicker
Thomas Wicker University of Zurich
Robbie Waugh
Robbie Waugh James Hutton Institute
Beat Keller
Beat Keller University of Zurich

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