21 citations · 45 across the 3 of their papers we have counts for
4 papers
Lead-lag Relationships in Foreign Exchange Markets
Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski +1
Lead-lag relationships among assets represent a useful tool for analyzing high frequency financial data. However, research on these relationships predominantly focuses on correlati…
Correlation Patterns in Foreign Exchange Markets
Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski +1
The value of an asset in a financial market is given in terms of another asset known as numeraire. The dynamics of the value is non-stationary and hence, to quantify the relationsh…
Cooperation dynamics in the networked geometric Brownian motion
Viktor Stojkoski, Zoran Utkovski, Lasko Basnarkov +1
Recent works suggest that pooling and sharing may constitute a fundamental mechanism for the evolution of cooperation in well-mixed fluctuating environments. The rationale is that,…
PageRank Approach to Ranking National Football Teams
Verica Lazova, Lasko Basnarkov
The Football World Cup as world's favorite sporting event is a source of both entertainment and overwhelming amount of data about the games played. In this paper we analyse the ava…