125 citations · 846 across the 15 of their papers we have counts for
9 papers
Scaling properties of extreme price fluctuations in Bitcoin markets
Stjepan Begušić, Zvonko Kostanjčar, H. Eugene Stanley +1
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has alw…
How fear of future outcomes affects social dynamics
Boris Podobnik, Marko Jusup, Zhen Wang +1
Mutualistic relationships among the different species are ubiquitous in nature. To prevent mutualism from slipping into antagonism, a host often invokes a "carrot and stick" approa…
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
Vygintas Gontis, Shlomo Havlin, Aleksejus Kononovicius +2
We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead…
Systemic risk in dynamical networks with stochastic failure criterion
B. Podobnik, D. Horvatic, M. Bertella +3
Complex non-linear interactions between banks and assets we model by two time-dependent Erdős Renyi network models where each node, representing bank, can invest either to a single…
The competitiveness versus the wealth of a country
Boris Podobnik, Davor Horvatic, Dror Y. Kenett +1
Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank with…
Scale invariant properties of public debt growth
Alexander M. Petersen, Boris Podobnik, Davor Horvatic +1
Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governm…