Peer-reviewed articles
Patzelt, F., & Bouchaud, J.-P. (2018). Universal scaling and nonlinearity of aggregate price impact in financial markets. Physical Review E, 97(1), 012304. Available at https://arxiv.org/abs/1706.04163
Patzelt, F., & Bouchaud, J.-P. (2017). Nonlinear price impact from linear models. Journal of Statistical Mechanics: Theory and Experiment, 12, 123404. Available at https://arxiv.org/abs/1708.02411
Cabrera, J. L., & Patzelt, F. (2013–2015). Human Balancing Tasks: Power Laws, Intermittency and Levy Flights. In R. Jung & D. Jaeger (Eds.), Encyclopedia of Computational Neuroscience. Springer New York. Available at http://www.neuro.uni-bremen.de/content/human-balancing-tasks-power-laws-intermittency-and-levy-flights
Patzelt, F., & Pawelzik, K. (2013). An Inherent Instability of Efficient Markets. Sci. Rep., 3, 2784. Available at http://nature.com/articles/srep02784
Patzelt, F., & Pawelzik, K. (2011). Criticality of Adaptive Control Dynamics. Phys. Rev. Lett., 107(23), 238103. Available at http://www.neuro.uni-bremen.de/content/criticality-adaptive-control-dynamics
Patzelt, F., Riegel, M., Ernst, U., & Pawelzik, K. R. (2007). Self-organized critical noise amplification in human closed loop control. Front. Comput. Neurosci., 1(4). https://doi.org/10.3389/neuro.10.004.2007