408 citations · 515 across the 20 of their papers we have counts for
Showing 2015Show all
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q-fin.ST2015★ 17 cited
Dynamic Multi-Factor Clustering of Financial Networks
Gordon J. Ross
We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock port…
physics.soc-ph2015
Understanding the Heavy Tailed Dynamics in Human Behavior
Gordon J Ross, Tim Jones
The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From…