1.5k citations · 9.9k across the 39 of their papers we have counts for
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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…
Erratum: Small-world networks: Evidence for a crossover picture
Marc Barthelemy, Luis A. N. Amaral
We correct the value of the exponent τ.
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…