2k citations · 12.6k across the 138 of their papers we have counts for
8 papers · 1 filter
Clustering and information in correlation based financial networks
J. -P. Onnela, K. Kaski, J. Kertesz
Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order…
Gibbs versus non-Gibbs distributions in money dynamics
Marco Patriarca, Anirban Chakraborti, Kimmo Kaski
We review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving p…
Dimensionality effects in Turing pattern formation
Teemu Leppanen, Mikko Karttunen, Kimmo Kaski +1
The problem of morphogenesis and Turing instability are revisited from the point of view of dimensionality effects. First the linear analysis of a generic Turing model is elaborate…
Searching good strategies in adaptive minority games
Marko Sysi-Aho, Anirban Chakraborti, Kimmo Kaski
In this paper we introduce adaptation mechanism based on genetic algorithms in minority games. If agents find their performances too low, they modify their strategies in hope to im…
Asset trees and asset graphs in financial markets
J. -P. Onnela, A. Chakraborti, K. Kaski +2
This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both ar…
Biology helps you to win a game
Marko Sysi-Aho, Anirban Chakraborti, Kimmo Kaski
We present a game of interacting agents which mimics the complex dynamics found in many natural and social systems. These agents modify their strategies periodically, depending on…