Pandemic infection rates are deterministic but cannot be modeled von McCauley, Joseph L.

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A Simultaneous Dual-site Technosignature Search Using International LOFAR Stations von Johnson, Owen A., Gajjar, Vishal, Keane, Evan F., McKenna, David J., Giese, Charles, McKeon, Ben, Carozzi, Tobia D., Alcaria, Cloe, Brennan, Aoife, Brzycki, Bryan, Croft, Steve, Drew, Jamie, Elkins, Richard, Gallagher, Peter T., Kelly, Ruth, Lebofsky, Matt, MacMahon, Dave H. E., McCauley, Joseph, de Pater, Imke, Raeside, Shauna Rose, Siemion, Andrew P. V., Worden, S. Pete

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Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets von Bassler, Kevin E, McCauley, Joseph L, Gunaratne, Gemunu H

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Anomalous scaling of stochastic processes and the Moses effect von Chen, Lijian, Bassler, Kevin E, McCauley, Joseph L, Gunaratne, Gemunu H

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Heisenberg's 1939 reactor theory, Serber's 1943 Los Alamos Primer, and Heisenberg's 1945 Farm Hall critical mass calculation юдГ von McCauley, Joseph L

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Heisenberg's 1939 reactor theory, Serber's 1943 Los Alamos Primer, and Heisenberg's 1945 Farm Hall critical mass calculation von McCauley, Joseph L.

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Variable diffusion in stock market fluctuations von Hua, Jia-Chen, Chen, Lijian, Falcon, Liberty, McCauley, Joseph L., Gunaratne, Gemunu H.

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Editorial: The 20th anniversary of econophysics: Where we are and where we are going von McCauley, Joseph, Roehner, Bertrand, Stanley, Eugene, Schinckus, Christophe

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Ensemble vs. time averages in financial time series analysis von Seemann, Lars, Hua, Jia-Chen, McCauley, Joseph L., Gunaratne, Gemunu H.

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EQUILIBRIUM VERSUS MARKET EFFICIENCYRandomness versus Complexity in Finance Markets von McCauley, Joseph L

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Intraday volatility and scaling in high frequency foreign exchange markets von Seemann, Lars, McCauley, Joseph L., Gunaratne, Gemunu H.

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Stochastic Calculus and Differential Equations for Physics and Finance von McCauley, Joseph L.

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Empirically based modeling in financial economics and beyond, and spurious stylized facts von Bassler, Kevin E., Gunaratne, Gemunu H., McCauley, Joseph L.

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Time vs. ensemble averages for nonstationary time series von McCauley, Joseph L.

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Adam Smith's invisible hand is unstable: physics and dynamics reasoning applied to economic theorizing von McCauley, Joseph L

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A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker–Planck equations” by T.D. Frank von McCauley, Joseph L.

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Is integration I( d) applicable to observed economics and finance time series? von McCauley, Joseph L., Bassler, Kevin E., Gunaratne, Gemunu H.

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EQUILIBRIUM VERSUS MARKET EFFICIENCY Randomness versus Complexity in Finance Markets: EQUILIBRIUM VERSUS MARKET EFFICIENCY von McCauley, Joseph L.

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Martingales, detrending data, and the efficient market hypothesis von McCauley, Joseph L., Bassler, Kevin E., Gunaratne, Gemunu H.

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Newtonian Cosmology and Mach's Principle: local vs. global integrability von McCauley, Joseph L

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