Scientific Publications and Presentations

Free, open access sources or preprints are linked wherever possible.

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

Other publications

Patzelt, F. (2014). Instability and Information. Doctoral dissertation, University of Bremen. Available at https://arxiv.org/abs/1511.03732

Patzelt, F., & Pawelzik, K. R. (2013a). Bubbles, Jumps, and Scaling from Properly Anticipated Prices. In A. Pelster (Ed.), Self-Organization in Complex Systems: The Past, Present, and Future of Synergetics. On the Occasion of the 85th Birthday of Hermann Haken. Springer. Available at https://arxiv.org/abs/1303.2044

Patzelt, F., & Pawelzik, K. R. (2013b). The Seesaw Game. Available at http://seesaw.neuro.uni-bremen.de

Conference contributions

Patzelt, F. (2017a). Universal nonlinear features of intra-day price impact. In Market Microstructure London (market-microstructure.net). Available at /files/Patzelt_Market_Microstructure_2017.pdf

Patzelt, F. (2017b). Universal nonlinear features of intra-day price impact - empirics and modelling. Special Afternoon ”Data Science in ENS”, Ecole Superieure Normale. Available at https://data-ens.github.io/conference-2017-12-08/

Patzelt, F. (2016). Balancing information - from sticks to speculative markets. In Market Microstructure Paris (market-microstructure.institutlouisbachelier.org).

Heyken, P., Patzelt, F., & Pawelzik, K. (2015). Long memory in a minimal trading model (Conference Abstract). In Proc. DPG spring meeting Berlin 2015. SOE 8.22: Poster. Available at http://www.neuro.uni-bremen.de/content/long-memory-minimal-trading-model

Patzelt, F., & Pawelzik, K. (2015). Stylized Dynamics from Efficient Pricing. SOE 4.2: Talk (Conference Abstract). In Proc. DPG spring meeting Berlin 2015. Available at http://www.dpg-verhandlungen.de/year/2015/conference/berlin/part/soe/session/4/contribution/2

Patzelt, F. (2014, October). Extreme Return Fluctuations from Price Efficiency. Extremes 2014, Herrenhausen Palace, Hannover.

Patzelt, F. (2013, February). The Financial Market Seesaw. Extreme Events: Modeling, Analysis, and Prediction; Herrenhausen Palace, Hannover.

Pawelzik, K., Patzelt, F., & Westkott, M. (2013). Predictive balance of cortical membrane potentials by spike-timing-dependent plasticity. Program No. 311.06 (Conference Abstract). In Neuroscience. Available at http://www.abstractsonline.com/plan/ViewAbstract.aspx?cKey=dd47ef0f-4a6f-487a-8dde-6fc2b52c0b1d&mID=3236&mKey=8d2a5bec-4825-4cd6-9439-b42bb151d1cf&sKey=b095d9fb-f66c-4c51-922d-3d93494802dc

Patzelt, F., & Pawelzik, K. R. (2012a). Extreme Events in Small-Scale Minority Games (Conference Abstract). In Latsis Symposium 2012: Economics on the Move. Available at http://www.neuro.uni-bremen.de/content/extreme-events-small-scale-minority-games

Patzelt, F., & Pawelzik, K. (2012b). How criticality of visuo-motor control behaviour depends on task objective (Conference Abstract). In Computational and Systems Neuroscience (Cosyne). Available at http://www.neuro.uni-bremen.de/content/how-criticality-visuo-motor-control-behaviour-depends-task-objective

Mielke, J., Patzelt, F., & Pawelzik, K. R. (2011). Tobin Tax in Minority Game Market Models. SOE 18.5 (Conference Abstract). In Proc. DPG spring meeting Dresden 2011. Available at http://www.dpg-verhandlungen.de/2011/dresden/soe18.pdf

Patzelt, F., & Pawelzik, K. R. (2010). Adaptation and criticality in human control behaviour (Conference Abstract). In Computations, Decisions and Movement. Giessen: Front. Comput. Neurosci. https://doi.org/10.3389/conf.fnins.2010.01.00016

Patzelt, F., & Pawelzik, K. R. (2009a). Critical adaptive control may cause scaling laws in human behavior (Conference Abstract). In 18th Annual Computational Neuroscience Meeting (CNS 2009) (Vol. 10(Suppl 1):P17). Berlin: BMC Neuroscience. https://doi.org/10.1186/1471-2202-10-S1-P17

Patzelt, F., & Pawelzik, K. R. (2009b). Fast on-line adaptation may cause critical noise amplification in human control behaviour (Conference Abstract). In Bernstein Conference on Computational Neuroscience (BCCN2009). Frankfurt/Main: Front. Comput. Neurosci. https://doi.org/10.3389/conf.neuro.10.2009.14.034

Patzelt, F. (2008). Are power-laws in human behaviour caused by critical adaptive control? In Advances in Neural Information Processing Systems (NIPS) - Workshop Talk. Available at http://homepages.herts.ac.uk/~comqdp1/NIPS_2008/NIPS_Symposium_Workshop.html

Patzelt, F., Riegel, M., Ernst, U. A., & Pawelzik, K. R. (2008). Self-organized critical control in human behavior. DY 5.3: Talk (Conference Abstract). In Proc. DPG spring meeting Berlin 2008. Available at http://www.dpg-verhandlungen.de/2008/berlin/dy5.pdf

Patzelt, F., Riegel, M., Ernst, U. A., & Pawelzik, K. R. (2007). Self-organised critical noise amplification in human closed loop control (Conference Abstract). In Noise in Life 2007: Stochastic Dynamics in the Neurosciences, MPIPKS Dresden. Available at http://www.neuro.uni-bremen.de/content/self-organised-critical-noise-amplification-human-closed-loop-control-0

Patzelt, F., Schaumloeffel, M., Riegel, M., Ernst, U. A., Pawelzik, K. R., & Fahle, M. (2007). Temporal factors in figure-ground segregation, object representation, and closed loop eye-hand coordination. In Midterm Evaluation of the German National Network for Computational Neuroscience, Berlin 03.-04.12.2007.

Other presentations

Patzelt, F. (2016a, June). Balancing information - from sticks to speculative markets. CFM Imperial Institute Day of research.

Patzelt, F. (2016b, February). Balancing information - from sticks to speculative markets fias. Frankfurt Instidute for Advanced Studies (Seminar Talk).

Patzelt, F. (2016c, February). Instability and Information. Acceptance speech “Bremer Studienpreis 2016” / Dissertation presentation. Obere Rathaushalle Bremen.

Patzelt, F. (2015, November). Balancing information - from sticks to speculative markets. Danish Institute for Advanced Study (Seminar Talk).

Griess, R., Comparini, J., Patzelt, F., & Bremer Kaffeehausorchester. (2015, November). Fifty Shades of Pay. Cabaret, music, and popular science evening. Kultursaal der Arbeitnehmerkammer, Bremen.

Patzelt, F. (2014a, November). Information processing and dynamic instabilities in complex adaptive systems. ZKW Neuroscience Seminar Darß (Talk).

Patzelt, F. (2014b, July). Instability from information efficiency. Capital Fund Management, Paris (Talk).

Patzelt, F. (2012a, November). Econophysics for Neuroscientists. ZKW Neuroscience Seminar Norderney (Talk).

Patzelt, F. (2012b, February). The Financial Market Seesaw. Hanse Wissenschaftskolleg, Delmenhorst (Talk).

Patzelt, F. (2011a, October). Influence of Training and Objective Function on Human Balancing Behavior. ZKW Neuroscience Seminar Langeoog (Talk).

Patzelt, F. (2011b, February). The Financial Market Seesaw. Hanse Wissenschaftskolleg, Delmenhorst (Talk).

Patzelt, F. (2010, October). Information processing and dynamic instabilities in complex adaptive systems. ZKW Neuroscience Seminar Rügen (Talk).

Patzelt, F. (2009, September). Critical Phenomena in Human Control Behaviour. Seminar, Weizmann Institute of Science, Rehovot, Israel (Talk).