output
20072026
most citedDetrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series

1.5k citations

12 papers

quant-ph2026

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…

physics.soc-ph2021★ 649 cited

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…

physics.soc-ph2016★ 6 cited

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…

q-fin.ST2015★ 210 cited

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…

q-fin.RM2014★ 15 cited

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…

physics.soc-ph2013★ 173 cited

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…