2k citations · 4k across the 22 of their papers we have counts for
9 papers · 1 filter
Hybrid Phase Transition into an Absorbing State: Percolation and Avalanches
Deokjae Lee, S. Choi, M. Stippinger +2
Interdependent networks are more fragile under random attacks than simplex networks, because interlayer dependencies lead to cascading failures and finally to a sudden collapse. Th…
Clustering and information in correlation based financial networks
J. -P. Onnela, K. Kaski, J. Kertesz
Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order…
Asset trees and asset graphs in financial markets
J. -P. Onnela, A. Chakraborti, K. Kaski +2
This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both ar…
Time dependent cross correlations between different stock returns: A directed network of influence
L. Kullmann, J. Kertesz, K. Kaski
We study the time dependent cross correlations of stock returns, i.e. we measure the correlation as the function of the time shift between pairs of stock return time series using t…
Election results and the Sznajd model on Barabasi network
A. T. Bernardes, D. Stauffer, J. Kertesz
The network of Barabasi and Albert, a preferential growth model where a new node is linked to the old ones with a probability proportional to their connectivity, is applied to Braz…
Preferential growth: Solution and application to modeling stock market
L. Kullmann, J. Kertesz
We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with p…
Preferencial growth: exact solution of the time dependent distributions
L. Kullmann, J. Kertesz
We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with p…
The nondeterministic Nagel-Schreckenberg traffic model with open boundary conditions
S. Cheybani, J. Kertesz, M. Schreckenberg
We study the phases of the Nagel-Schreckenberg traffic model with open boundary conditions as a function of the randomization probability p > 0 and the maximum velocity ${v}_{max}…
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions
L. Kullmann, J. Kertesz, R. N. Mantegna
The clustering of companies within a specific stock market index is studied by means of super-paramagnetic transitions of an appropriate q-state Potts model where the spins corresp…