activity
20022008
most citedCorrelations in commodity markets

96 citations · 286 across the 18 of their papers we have counts for

collaborators
Showing 2007Show all

5 papers · 1 filter

physics.soc-ph20074 cited

Opinion Dynamics with Hopfield Neural Networks

Dietrich Stauffer, Przemyslaw A. Grabowicz, Janusz A. Holyst

In Hopfield neural networks with up to 10^8 nodes we store two patterns through Hebb couplings. Then we start with a third random pattern which is supposed to evolve into one of th…

q-fin.ST2007

A threshold model of financial markets

Paweł Sieczka, Janusz A. Hołyst

We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution i…

physics.soc-ph200710 cited

Statistical properties of short term price trends in high frequency stock market data

Paweł Sieczka, Janusz A. Hołyst

We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a…

physics.soc-ph200731 cited

Growing Trees in Internet News Groups and Forums

Bernard Kujawski, Janusz A. Holyst, Geoff J. Rodgers

We present an empirical study of the networks created by users within internet news groups and forums and show that they organise themselves into scale-free trees. The structure of…

physics.soc-ph200729 cited

Phase transitions in social networks

Piotr Fronczak, Agata Fronczak, Janusz A. Hołyst

We study a model of network with clustering and desired node degree. The original purpose of the model was to describe optimal structures of scientific collaboration in the Europea…