| Cosmic microwave background anisotropies: Nonlinear dynamics R Maartens, T Gebbie, GFR Ellis Physical Review D 59 (8), 083506, 1999 | 125* | 1999 |
| An analysis of cross-correlations in an emerging market D Wilcox, T Gebbie Physica A: Statistical Mechanics and its Applications 375 (2), 584-598, 2007 | 96 | 2007 |
| On the analysis of cross-correlations in South African market data D Wilcox, T Gebbie Physica A: Statistical Mechanics and its Applications 344 (1-2), 294-298, 2004 | 64 | 2004 |
| 1+ 3 covariant cosmic microwave background anisotropies II: The almost-Friedmann–Lemaıtre model T Gebbie, PKS Dunsby, GFR Ellis Annals of Physics 282 (2), 321-394, 2000 | 41 | 2000 |
| Erratum: "The Limits on Cosmological Anisotropies and Inhomogeneities from COBE Data" (ApJ, 476, 435 [1997]) WR Stoeger, ME Araujo, T Gebbie The Astrophysical Journal 522 (1), 559, 1999 | 41* | 1999 |
| The limits on cosmological anisotropies and inhomogeneities from COBE data WR Stoeger, ME Araujo, T Gebbie The Astrophysical Journal 476 (2), 435, 1997 | 40 | 1997 |
| 1+ 3 covariant cosmic microwave background anisotropies i: Algebraic relations for mode and multipole expansions T Gebbie, GFR Ellis Annals of Physics 282 (2), 285-320, 2000 | 35 | 2000 |
| Can agent-based models probe market microstructure? D Platt, T Gebbie Physica A: Statistical Mechanics and its Applications 503, 1092-1106, 2018 | 30 | 2018 |
| Hierarchical causality in financial economics D Wilcox, T Gebbie arXiv preprint arXiv:1408.5585, 2014 | 28 | 2014 |
| Detecting intraday financial market states using temporal clustering D Hendricks, T Gebbie, D Wilcox Quantitative Finance 16 (11), 1657-1678, 2016 | 27 | 2016 |
| High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm D Hendricks, T Gebbie, D Wilcox South African Journal of Science 112 (1/2), 1-9, 2016 | 23 | 2016 |
| Deviations in expected price impact for small transaction volumes under fee restructuring M Harvey, D Hendricks, T Gebbie, D Wilcox Physica A: Statistical Mechanics and its Applications 471, 416-426, 2017 | 21 | 2017 |
| A framework for online investment decisions AB Paskaramoorthy, TJ Gebbie, TL van Zyl Investment Analysts Journal 49 (3), 215-231, 2020 | 18 | 2020 |
| GIC approach to cosmic background radiation anisotropies. Part 1. T Gebbie, GFR Ellis Arxiv preprint astro-ph/9804316, 1998 | 17 | 1998 |
| Serial correlation, periodicity and scaling of eigenmodes in an emerging market D Wilcox, T Gebbie International journal of theoretical and applied finance 11 (07), 739-760, 2008 | 16 | 2008 |
| How many independent bets are there? D Polakow, T Gebbie Journal of Asset Management 9 (4), 278-288, 2008 | 15 | 2008 |
| The Epps effect under alternative sampling schemes P Chang, E Pienaar, T Gebbie Physica A: Statistical Mechanics and its Applications 583, 126329, 2021 | 13 | 2021 |
| A mathematical model for hypothetical force distribution between opposing jaws. J Kieser, T Gebbie, K Ksiezycka The Journal of the Dental Association of South Africa= Die Tydskrif van die …, 1996 | 13 | 1996 |
| Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms P Chang, E Pienaar, T Gebbie SIAM Journal on Scientific Computing 42 (6), B1378-B1403, 2020 | 11 | 2020 |
| The problem of calibrating an agent-based model of high-frequency trading D Platt, T Gebbie arXiv preprint arXiv:1606.01495, 2016 | 10 | 2016 |
George F R EllisEmeritus Professor of Applied Mathematics, University of Cape Town; FRSVerified email at uct.ac.za
