4.5k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Tel Aviv UniversityIL181 papers
- Boston UniversityUS130 papers
- Weizmann Institute of ScienceIL117 papers
- Ariel UniversityIL101 papers
- Ben-Gurion University of the NegevIL99 papers
- Centre National de la Recherche ScientifiqueFR98 papers
- Hebrew University of JerusalemIL95 papers
- Technion – Israel Institute of TechnologyIL90 papers
- Massachusetts Institute of TechnologyUS82 papers
- Stanford UniversityUS75 papers
- University of CambridgeGB70 papers
- University of Maryland, College ParkUS68 papers
Showing 2006 · physics.soc-phShow all
2 papers · 2 filters
physics.soc-ph2006★ 64 cited
Are volatility correlations in financial markets related to Omori processes occurring on all scales?
Philipp Weber, Fengzhong Wang, Irena Vodenska-Chitkushev +2
We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods…
physics.soc-ph2006★ 62 cited
Optimal Paths in Complex Networks with Correlated Weights: The World-wide Airport Network
Zhenhua Wu, Lidia A. Braunstein, Vittoria Colizza +3
We study complex networks with weights, , associated with each link connecting node and . The weights are chosen to be correlated with the network topology in the fo…