286 citations · 813 across the 9 of their papers we have counts for
9 papers
Common Scaling Patterns in Intertrade Times of U. S. Stocks
Plamen Ch. Ivanov, Ainslie Yuen, Boris Podobnik +1
We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U. S. economy over a period of four years. For all…
Minimal Brownian Ratchet: An Exactly Solvable Model
Youngki Lee, Andrew Allison, Derek Abbott +1
We develop an exactly-solvable three-state discrete-time minimal Brownian ratchet (MBR), where the transition probabilities between states are asymmetric. By solving the master equ…
Scale-free Network in Financial Correlations
Hyun-Joo Kim, Youngki Lee, In-mook Kim +1
We study the cross-correlations in stock price changes between the S&P 500 companies by introducing a weighted random graph, where all vertices (companies) are fully connected, and…
Power-law Distribution of Family Names in Japanese Societies
Sasuke Miyazima, Youngki Lee, Tomomasa Nagamine +1
We study the frequency distribution of family names. From a common data base, we count the number of people who share the same family name. This is the size of the family. We find…
Systems with Correlations in the Variance: Generating Power-Law Tails in Probability Distributions
Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +2
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance gen…
Scaling of the distribution of shortest paths in percolation
Nikolay V. Dokholyan, Youngki Lee, Sergey V. Buldyrev +3
We present a scaling hypothesis for the distribution function of the shortest paths connecting any two points on a percolating cluster which accounts for {\it (i)} the effect of th…
Scale-invariant Truncated Lévy Process
Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +1
We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits Lévy stability for…
Traveling time and traveling length for flow in porous media
Youngki Lee, Jose S. Andrade, Sergey V. Buldyrev +5
We study traveling time and traveling length for tracer dispersion in porous media. We model porous media by two-dimensional bond percolation, and we model flow by tracer particles…
Universal features in the growth dynamics of complex organizations
Youngki Lee, Luis A. N. Amaral, David Canning +2
We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries o…