Publications (30)
Short term prediction of extreme returns based on the recurrence interval analysis
Zhi-Qiang Jiang, Gang-Jin Wang, Askery Canabarro +4
Bankruptcy risk model and empirical tests
Boris Podobnik, Davor Horvatic, Alexander M. Petersen +2
Quantitative relations between corruption and economic factors
Jia Shao, Plamen Ch. Ivanov, Boris Podobnik +1
The Extended Chiral Quark Model in a Tamm-Dancoff Inspired Approximation
Dubravko Horvat, Davor HorvatiÄ, Boris Podobnik +1
Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices
Duan Wang, Boris Podobnik, Davor HorvatiÄ +1
Predicting the rise of right-wing populism in response to unbalanced immigration
Boris Podobnik, Marko Jusup, H. Eugene Stanley
Scaling properties of extreme price fluctuations in Bitcoin markets
Stjepan BeguÅ¡iÄ, Zvonko KostanjÄar, H. Eugene Stanley +1
The q-dependent detrended cross-correlation analysis of stock market
Longfeng Zhao, Wei Li, Andrea Fenu +3
Calling patterns in human communication dynamics
Zhi-Qiang Jiang, Wen-Jie Xie, Ming-Xia Li +3
Violation of market efficiency in transition economies
Boris Podobnik, Ivo Grosse, Davor Horvatic +3
Estimating Tipping Points in Feedback-Driven Financial Networks
Zvonko Kostanjcar, Stjepan Begusic, H. E. Stanley +1
The competitiveness versus the wealth of a country
Boris Podobnik, Davor Horvatic, Dror Y. Kenett +1
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
Boris Podobnik, H. Eugene Stanley
Preferential Attachment in the Interaction between Dynamically Generated Interdependent Networks
Boris Podobnik, Davor Horvatic, Mark Dickison +1
Cross-correlations between volume change and price change
Boris Podobnik, Davor Horvatic, Alexander M. Petersen +1
Scaling of Seismic Memory with Earthquake Size
Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum +2
How fear of future outcomes affects social dynamics
Boris Podobnik, Marko Jusup, Zhen Wang +1
Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
Vygintas Gontis, Shlomo Havlin, Aleksejus Kononovicius +2
Scale-invariant Truncated Lévy Process
Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +1
Division of labor, skill complementarity, and heterophily in socioeconomic networks
Wen-Jie Xie, Ming-Xia Li, Zhi-Qiang Jiang +4
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Jiang +3
Influence of corruption on economic growth rate and foreign investments
Boris Podobnik, Jia Shao, Djuro Njavro +2
Systems with Correlations in the Variance: Generating Power-Law Tails in Probability Distributions
Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +2
Common Scaling Patterns in Intertrade Times of U. S. Stocks
Plamen Ch. Ivanov, Ainslie Yuen, Boris Podobnik +1
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes
Boris Podobnik, Davor Horvatic, Alfonso Lam Ng +2
The cost of attack in competing networks
Boris Podobnik, Davor Horvatic, Tomislav Lipic +3
Agent-based mapping of credit risk for sustainable microfinance
Joung-Hun Lee, Marko Jusup, Boris Podobnik +1
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets
Zhi-Qiang Jiang, Askery A. Canabarro, Boris Podobnik +2
Systemic risk and spatiotemporal dynamics of the US housing market
Hao Meng, Wen-Jie Xie, Zhi-Qiang Jiang +3
Scale invariant properties of public debt growth
Alexander M. Petersen, Boris Podobnik, Davor Horvatic +1