684 citations · 1.2k across the 32 of their papers we have counts for
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physics.soc-ph2005★ 684 cited
Modeling bursts and heavy tails in human dynamics
A. Vazquez, J. Gama Oliveira, Z. Dezso +3
Current models of human dynamics, used from risk assessment to communications, assume that human actions are randomly distributed in time and thus well approximated by Poisson proc…
physics.soc-ph2005★ 47 cited
Random Matrix Filtering in Portfolio Optimization
Gabor Papp, Szilard Pafka, Maciej A. Nowak +1
We study empirical covariance matrices in finance. Due to the limited amount of available input information, these objects incorporate a huge amount of noise, so their naive use in…