423 citations · 2.6k across the 42 of their papers we have counts for
3 papers · 2 filters
Scaling and memory of intraday volatility return intervals in stock market
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
We study the return interval between price volatilities that are above a certain threshold for 31 intraday datasets, including the Standard & Poor's 500 index and the 30 st…
Scaling Phenomena in the Growth Dynamics of Scientific Output
Kaushik Matia, Luis A. Nunes Amaral, Marc Luwel +2
We analyze a set of three databases at different levels of aggregation (i) a database of approximately publications of 247 countries in the period between 1980--2001. (ii) A…
A Generalized Preferential Attachment Model for Complex Systems
Kazuko Yamasaki, Kaushik Matia, Dongfeng Fu +4
Complex systems can be characterized by classes of equivalency of their elements defined according to system specific rules. We propose a generalized preferential attachment model…