131 citations · 648 across the 32 of their papers we have counts for
5 papers · 1 filter
Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns
Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski +1
A growing body of literature suggests that heavy tailed distributions represent an adequate model for the observations of log returns of stocks. Motivated by these findings, here w…
Sparse Three-parameter Restricted Indian Buffet Process for Understanding International Trade
Melanie F. Pradier, Viktor Stojkoski, Zoran Utkovski +2
This paper presents a Bayesian nonparametric latent feature model specially suitable for exploratory analysis of high-dimensional count data. We perform a non-negative doubly spars…
Multiplex Network Structure Enhances the Role of Generalized Reciprocity in Promoting Cooperation
Viktor Stojkoski, Zoran Utkovski, Elisabeth Andre +1
In multi-agent systems, cooperative behavior is largely determined by the network structure which dictates the interactions among neighboring agents. These interactions often exhib…
The Role of Multiplex Network Structure in Cooperation through Generalized Reciprocity
Viktor Stojkoski, Zoran Utkovski, Elisabeth Andre +1
Recent studies suggest that the emergence of cooperative behavior can be explained by generalized reciprocity, a behavioral mechanism based on the principle of "help anyone if help…
Cooperation dynamics of generalized reciprocity in state-based social dilemmas
Viktor Stojkoski, Zoran Utkovski, Lasko Basnarkov +1
We introduce a framework for studying social dilemmas in networked societies where individuals follow a simple state-based behavioral mechanism based on generalized reciprocity, wh…