13 citations · 29 across the 4 of their papers we have counts for
5 papers
Dynamics of episodic transient correlations in currency exchange rate returns and their predictability
Milan Žukovič
We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes…
Chiral universality class behavior of a non-chiral antiferroquadrupole system
M. Žukovič, T. Idogaki, K. Takeda
The planar Heisenberg system with antiferroquadrupolar exchange on 3D stacked triangular lattice is shown to belong to the new "chiral" universality class, predicted for chiral ant…
Classification of missing values in spatial data using spin models
Milan Žukovič, Dionissios T. Hristopulos
A problem of current interest is the estimation of spatially distributed processes at locations where measurements are missing. Linear interpolation methods rely on the Gaussian as…
Critical and tricritical behavior of a selectively diluted triangular Ising antiferromagnet in a field
M. Borovský, M. Žukovič, A. Bobák
We study a geometrically frustrated triangular Ising antiferromagnet in an external magnetic field which is selectively diluted with nonmagnetic impurities employing an effective-f…
Ground states of the frustrated Blume-Emery-Griffiths model in a field
M. Žukovič
Ground-state properties of the Blume-Emery-Griffiths model with antiferromagnetic nearest-neighbor interactions on a triangular lattice are investigated in the presence of an exter…