3.1k citations · 7.1k across the 62 of their papers we have counts for
15 papers · 1 filter
Diffusion on Complex Networks : A way to probe their large scale topological structures
Ingve Simonsen, Kasper Astrup Eriksen, Sergei Maslov +1
A diffusion process on complex networks is introduced in order to uncover their large scale topological structures. This is achieved by focusing on the slowest decaying diffusive m…
Modularity and Extreme Edges of the Internet
Kasper Astrup Eriksen, Ingve Simonsen, Sergei Maslov +1
We study the spectral properties of a diffusion process taking place on the Internet network focusing on the slowest decaying modes. These modes allow us to identify an underlying…
Pattern Detection in Complex Networks: Correlation Profile of the Internet
Sergei Maslov, Kim Sneppen, Alexei Zaliznyak
A general scheme for detecting and analyzing topological patterns in large complex networks is presented. In this scheme the network in question is compared with its properly rando…
Measures of globalization based on cross-correlations of world financial indices
Sergei Maslov
The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predic…
Extracting Hidden Information from Knowledge Networks
Sergei Maslov, Yi-Cheng Zhang
We develop a method allowing us to reconstruct individual tastes of customers from a sparsely connected network of their opinions on products, services, or each other. Two distinct…
Price fluctuations from the order book perspective - empirical facts and a simple model
Sergei Maslov, Mark Mills
Statistical properties of an order book and the effect they have on price dynamics were studied using the high-frequency NASDAQ Level II data. It was observed that the size distrib…
Exact solution of stochastic directed sandpile model
Morten Kloster, Sergei Maslov, Chao Tang
We introduce and analytically solve a directed sandpile model with stochastic toppling rules. The model clearly belongs to a different universality class from its counterpart with…
Simple model of a limit order-driven market
Sergei Maslov
We introduce and study a simple model of a limit order-driven market. Traders in this model can either trade at the market price or place a limit order, i.e. an instruction to buy…
1/f Noise and Long Configuration Memory in Bak-Tang-Wiesenfeld Models on Narrow Stripes
Sergei Maslov, Chao Tang, Yi-Cheng Zhang
We report our findings of an 1/f power spectrum for the total amount of sand in directed and undirected Bak-Tang-Wiesenfeld models confined on narrow stripes and driven locally. Th…
Probability distribution of drawdowns in risky investments
Sergei Maslov, Yi-Cheng Zhang
We study the risk criterion for investments based on the drawdown from the maximal value of the capital in the past. Depending on investor's risk attitude, thus his risk exposure,…
Critical exponents of the anisotropic Bak-Sneppen model
Sergei Maslov, Paolo De Los Rios, Matteo Marsili +1
We analyze the behavior of spatially anisotropic Bak-Sneppen model. We demonstrate that a nontrivial relation between critical exponents tau and mu=d/D, recently derived for the is…
Comment on: Role of Intermittency in Urban Development: A Model of Large-Scale City Formation
Matteo Marsili, Sergei Maslov, Yi-Cheng Zhang
Comment to D.H. Zanette and S.C. Manrubia, Phys. Rev. Lett. 79, 523 (1997).
Optimal Investment Strategy for Risky Assets
Sergei Maslov, Yi-Cheng Zhang
We design an optimal strategy for investment in a portfolio of assets subject to a multiplicative Brownian motion. The strategy provides the maximal typical long-term growth rate o…
Dynamical Optimization Theory of a Diversified Portfolio
Matteo Marsili, Sergei Maslov, Yi-Cheng Zhang
We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelate…
Expansion Around the Mean-Field Solution of the Bak-Sneppen Model
Matteo Marsili, Paolo De Los Rios, Sergei Maslov
We study a recently proposed equation for the avalanche distribution in the Bak-Sneppen model. We demonstrate that this equation indirectly relates ,the exponent for the power l…