9 citations · 28 across the 7 of their papers we have counts for
7 papers
Dissecting Multifractal detrended cross-correlation analysis
Borko Stosic, Tatijana Stosic
In this work we address the question of the Multifractal detrended cross-correlation analysis method that has been subject to some controversies since its inception almost two deca…
Generalized Weighted Permutation Entropy
Darko Stosic, Dusan Stosic, Tatijana Stosic +1
A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original…
A new look at calendar anomalies: Multifractality and day of the week effect
Darko Stosic, Dusan Stosic, Irena Vodenska +2
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain…
Nonextensive triplets in stock market indices
Dusan Stosic, Darko Stosic, Tatijana Stosic
Stock market indices are one of the most investigated complex systems in econophysics. Here we extend the existing literature on stock markets in connection with nonextensive stati…
Third and Fourth Order Phase Transitions: Exact Solution for the Ising Model on the Cayley Tree
Borko D. Stosic, Tatijana Stosic, Ivon P. Fittipaldi
An exact analytical derivation is presented, showing that the Ising model on the Cayley tree exhibits a line of third order phase transition points, between temperatures $T_2=2k_B^…
Multifractal Analysis of Human Retinal Vessels
T. Stosic, B. Stosic
In this work it is shown that vascular structures of the human retina represent geometrical multifractals, characterized by a hierarchy of exponents rather then a single fractal di…