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
7 papers · 1 filter
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…