1.5k citations · 9.9k across the 39 of their papers we have counts for
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Levels of Complexity in Scale-Invariant Neural Signals
Plamen Ch. Ivanov, Jeffrey M. Hausdorff, S. Havlin +5
Many physical and physiological signals exhibit complex scale-invariant features characterized by scaling and long-range power-law correlations, suggesting a possibly common…
Non-Lévy Distribution of Commodity Price Fluctuations
Kaushik Matia, Luis A. Nunes Amaral, Stephen P. Goodwin +1
Price fluctuations of commodities like cotton and wheat are thought to display probability distributions of returns that follow a Lévy stable distribution. Recent analysis of stock…
Truncation of power law behavior in "scale-free" network models due to information filtering
Stefano Mossa, Marc Barthelemy, H. Eugene Stanley +1
We formulate a general model for the growth of scale-free networks under filtering information conditions--that is, when the nodes can process information about only a subset of th…
Dynamics of Sleep-Wake Transitions During Sleep
Chung-Chuan Lo, Luis A. Nunes Amaral, Shlomo Havlin +4
We study the dynamics of the awakening during the night for healthy subjects and find that the wake and the sleep periods exhibit completely different behavior: the durations of wa…
A Random Matrix Approach to Cross-Correlations in Financial Data
V. Plerou, P. Gopikrishnan, B. Rosenow +3
We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation…
Behavioral-Independent Features of Complex Heartbeat Dynamics
Luis A. Nunes Amaral, Plamen Ch. Ivanov, Naoko Aoyagi +5
We test whether the complexity of cardiac interbeat interval time series is simply a consequence of the wide range of scales characterizing human behavior, especially physical acti…
Scale Invariance in the Nonstationarity of Physiological Signals
Pedro Bernaola-Galvan, Plamen Ch. Ivanov, Luis A. Nunes Amaral +2
We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different…
Economic Fluctuations and Diffusion
Vasiliki Plerou, Parameswaran Gopikrishnan, Luis. A. Nunes Amaral +2
Stock price changes occur through transactions, just as diffusion in physical systems occurs through molecular collisions. We systematically explore this analogy and quantify the r…
Sleep-Wake Differences in Scaling Behavior of the Human Heartbeat: Analysis of Terrestrial and Long-Term Space Flight Data
Plamen Ch. Ivanov, Armin Bunde, Luís A. N. Amaral +5
We compare scaling properties of the cardiac dynamics during sleep and wake periods for healthy individuals, cosmonauts during orbital flight, and subjects with severe heart diseas…
Scaling of the distribution of price fluctuations of individual companies
V. Plerou, P. Gopikrishnan, L. A. N. Amaral +2
We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major…
Ivory Tower Universities and Competitive Business Firms
Vasiliki Plerou, Luis A. Nunes Amaral, Parameswaran Gopikrishnan +2
There is nowadays considerable interest on ways to quantify the dynamics of research activities, in part due to recent changes in research and development (R&D) funding. Here, we s…
Multifractality in Human Heartbeat Dynamics
Plamen Ch. Ivanov, Luís A. Nunes Amaral, Ary L. Goldberger +4
Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by cer…
Scaling of the distribution of fluctuations of financial market indices
Parameswaran Gopikrishnan, Vasiliki Plerou, Luis A. Nunes Amaral +2
We study the distribution of fluctuations over a time scale (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately…
Small-world networks: Evidence for a crossover picture
Marc Barthelemy, Luis A. N. Amaral
Watts and Strogatz [Nature 393, 440 (1998)] have recently introduced a model for disordered networks and reported that, even for very small values of the disorder in the links,…
Universal and non-universal properties of cross-correlations in financial time series
Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow +2
We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the stat…
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…
Inverse Cubic Law for the Probability Distribution of Stock Price Variations
Parameswaran Gopikrishnan, Martin Meyer, Luis A Nunes Amaral +1
The probability distribution of stock price changes is studied by analyzing a database (the Trades and Quotes Database) documenting every trade for all stocks in three major US sto…
Stochastic Feedback and the Regulation of Biological Rhythms
Plamen Ch. Ivanov, Luis A. N. Amaral, Ary Goldberger +1
We propose a general approach to the question of how biological rhythms spontaneously self-regulate, based on the concept of ``stochastic feedback''. We illustrate this approach by…
Power Law Scaling for a System of Interacting Units with Complex Internal Structure
L. A. N. Amaral, S. V. Buldyrev, S. Havlin +2
We study the dynamics of a system composed of interacting units each with a complex internal structure comprising many subunits. We consider the case in which each subunit grows in…
Universality classes for rice-pile models
L. A. N. Amaral, K. B. Lauritsen
We investigate sandpile models where the updating of unstable columns is done according to a stochastic rule. We examine the effect of introducing nonlocal relaxation mechanisms. W…
Scaling behavior in economics: II. Modeling of company growth
S. V. Buldyrev, L. A. N. Amaral, S. Havlin +5
In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest th…
Scaling behavior in economics: I. Empirical results for company growth
L. A. N. Amaral, S. V. Buldyrev, S. Havlin +5
We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the year…
Energy avalanches in a rice-pile model
Luis A. Nunes Amaral, Kent B. Lauritsen
We investigate a one-dimensional rice-pile model. We show that the distribution of dissipated potential energy decays as a power law with an exponent . The system thus prov…
Self-organized criticality in a rice-pile model
Luis A. Nunes Amaral, Kent B. Lauritsen
We present a new model for relaxations in piles of granular material. The relaxations are determined by a stochastic rule which models the effect of friction between the grains. We…