papers

Publications (34)

q-fin.ST2016

Short term prediction of extreme returns based on the recurrence interval analysis

Zhi-Qiang Jiang, Gang-Jin Wang, Askery Canabarro +4

Being able to predict the occurrence of extreme returns is important in financial risk management. Using the distribution of recurrence intervals---the waiting time between consecu…

physics.bio-ph2021

Autopoietic influence hierarchies in pancreatic -cells

Dean Korošak, Marko Jusup, Boris Podobnik +4

-cells are biologically essential for humans and other vertebrates. Because their functionality arises from cell-cell interactions, they are also a model system for collective…

q-fin.RM2010

Bankruptcy risk model and empirical tests

Boris Podobnik, Davor Horvatic, Alexander M. Petersen +2

We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor-the debt-to-as…

q-fin.GN2007

Quantitative relations between corruption and economic factors

Jia Shao, Plamen Ch. Ivanov, Boris Podobnik +1

We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spa…

hep-ph2000

The Extended Chiral Quark Model in a Tamm-Dancoff Inspired Approximation

Dubravko Horvat, Davor Horvatić, Boris Podobnik +1

A procedure inspired by the Tamm-Dancoff method is applied to the chiral quark model which has been extended to include additional degrees of freedom: a pseudoscalar isoscalar fiel…

q-fin.ST2011

Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices

Duan Wang, Boris Podobnik, Davor Horvatić +1

We propose a modified time lag random matrix theory in order to study time lag cross-correlations in multiple time series. We apply the method to 48 world indices, one for each of…