Research Topics:
   - Extreme Price Movements
   - High-Frequency Trading
   - Market Impact
   - Many Worlds 
Research in the press and on the web:
   -, BloombergView,, BloombergView,                    The Wire, Pando Daily, Canadian BusinessThemis TradingPulso
   - MIT Technology,,,,

   - cracked.comPhysics Today post
   - Insto Magazine
Working Papers:


  1. How Efficiency Shapes Market Impact.  J. D. Farmer, A. Gerig, F. Lillo, and H. Waelbroeck, (2013), Quant. Finance, 13(11), 1743-1758.
  2. Universal Doomsday: Analyzing Our Prospects for Survival.  A. Gerig, K. D. Olum, and A. Vilenkin, (2013), JCAP, 05, 013.
  3. Universal Laws and Economic Phenomena.  A. Gerig, (2011), Complexity, 17(1), 9-12.
  4. Are Discrete Models More Accurate?  A. Hubler and A. Gerig, (2010), Complexity, 16(2), 5-7.
  5. Universal Behavior of Extreme Price Movements in Stock Markets.  M. A. Fuentes, A. Gerig, and J. Vicente, (2009), PLoS ONE4(12), e8243.
  6. Model for Non-Gaussian Intraday Stock Returns.  A. Gerig, J. Vicente, and M. A. Fuentes, (2009), Phys. Rev. E80, 065102(R).
  7. Market Impact and Trading Profile of Hidden Orders in Stock Markets.  E. Moro, J. Vicente, L. G. Moyano, A. Gerig, J. D. Farmer, G. Vaglica, F. Lillo, and R. N. Mantegna, (2009), Phys. Rev. E80, 066102.
  8. Chaos in a 1-Dimensional Compressible Flow.  A. Gerig and A. Hubler, (2007), Phys. Rev. E75, 045202(R).
  9. Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary.  J. D. Farmer, A. Gerig, F. Lillo, and S. Mike, (2006), Quant. Finance6(2), 107-112.
Book Chapters: