1.5k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of RijekaHR25 papers
- Boston UniversityUS23 papers
- University of ZagrebHR8 papers
- East China University of Science and TechnologyCN7 papers
- Luxembourg School of BusinessLU6 papers
- University of LjubljanaSI6 papers
- Bulgarian Academy of SciencesBG3 papers
- Georgi Nadjakov Institute of Solid State PhysicsBG3 papers
- National University of SingaporeSG3 papers
- University of MariborSI3 papers
- Beijing Normal UniversityCN2 papers
- Faculty of Electrical Engineering and Computing in ZagrebHR2 papers
26 papers
Finite path integrals on stochastic branched structures
Roukaya Dekhil, Clifford Ellgen, Bruno Klajn
In this paper, we present a statistical model of spacetime trajectories based on a finite collection of paths organized into a branched manifold. For each configuration of the bran…
Social physics
Marko Jusup, Petter Holme, Kiyoshi Kanazawa +12
Recent decades have seen a rise in the use of physics methods to study different societal phenomena. This development has been due to physicists venturing outside of their traditio…
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 o…
Scaling properties of extreme price fluctuations in Bitcoin markets
Stjepan Begušić, Zvonko Kostanjčar, H. Eugene Stanley +1
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has alw…
The q-dependent detrended cross-correlation analysis of stock market
Longfeng Zhao, Wei Li, Andrea Fenu +3
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the…
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…
How fear of future outcomes affects social dynamics
Boris Podobnik, Marko Jusup, Zhen Wang +1
Mutualistic relationships among the different species are ubiquitous in nature. To prevent mutualism from slipping into antagonism, a host often invokes a "carrot and stick" approa…
Estimating Tipping Points in Feedback-Driven Financial Networks
Zvonko Kostanjcar, Stjepan Begusic, H. E. Stanley +1
Much research has been conducted arguing that tipping points at which complex systems experience phase transitions are difficult to identify. To test the existence of tipping point…
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets
Zhi-Qiang Jiang, Askery A. Canabarro, Boris Podobnik +2
Being able to forcast extreme volatility is a central issue in financial risk management. We present a large volatility predicting method based on the distribution of recurrence in…
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
Vygintas Gontis, Shlomo Havlin, Aleksejus Kononovicius +2
We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead…
Agent-based mapping of credit risk for sustainable microfinance
Joung-Hun Lee, Marko Jusup, Boris Podobnik +1
Inspired by recent ideas on how the analysis of complex financial risks can benefit from analogies with independent research areas, we propose an unorthodox framework for mapping m…
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Jiang +3
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis…
Division of labor, skill complementarity, and heterophily in socioeconomic networks
Wen-Jie Xie, Ming-Xia Li, Zhi-Qiang Jiang +4
Constituents of complex systems interact with each other and self-organize to form complex networks. Empirical results show that the link formation process of many real networks fo…
The cost of attack in competing networks
Boris Podobnik, Davor Horvatic, Tomislav Lipic +3
Real-world attacks can be interpreted as the result of competitive interactions between networks, ranging from predator-prey networks to networks of countries under economic sancti…
Systemic risk in dynamical networks with stochastic failure criterion
B. Podobnik, D. Horvatic, M. Bertella +3
Complex non-linear interactions between banks and assets we model by two time-dependent Erdős Renyi network models where each node, representing bank, can invest either to a single…
Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks
B. Podobnik, A. Majdandzic, C. Curme +4
In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochas…
Systemic risk and spatiotemporal dynamics of the US housing market
Hao Meng, Wen-Jie Xie, Zhi-Qiang Jiang +3
Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate t…
Calling patterns in human communication dynamics
Zhi-Qiang Jiang, Wen-Jie Xie, Ming-Xia Li +3
Modern technologies not only provide a variety of communication modes, e.g., texting, cellphone conversation, and online instant messaging, but they also provide detailed electroni…
Preferential Attachment in the Interaction between Dynamically Generated Interdependent Networks
Boris Podobnik, Davor Horvatic, Mark Dickison +1
We generalize the scale-free network model of Barabàsi and Albert [Science 286, 509 (1999)] by proposing a class of stochastic models for scale-free interdependent networks in whic…
The competitiveness versus the wealth of a country
Boris Podobnik, Davor Horvatic, Dror Y. Kenett +1
Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank with…
Scaling of Seismic Memory with Earthquake Size
Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum +2
It has been observed that the earthquake events possess short-term memory, i.e. that events occurring in a particular location are dependent on the short history of that location.…
Cross-correlations between volume change and price change
Boris Podobnik, Davor Horvatic, Alexander M. Petersen +1
In finance, one usually deals not with prices but with growth rates , defined as the difference in logarithm between two consecutive prices. Here we consider not the trading vol…
Influence of corruption on economic growth rate and foreign investments
Boris Podobnik, Jia Shao, Djuro Njavro +2
In order to investigate whether government regulations against corruption can affect the economic growth of a country, we analyze the dependence between Gross Domestic Product (GDP…
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes
Boris Podobnik, Davor Horvatic, Alfonso Lam Ng +2
We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process…