### Modeling Statistical Properties of Written Text

M. Angeles Serrano, Alessandro Flammini, Filippo Menczer

PLOS ONE
4
e5372
(2009)

abstract

### The impact of heterogeneous trading rules on the limit order book and order flows

Carl Chiarella, Giulia Iori, Josep Perello

JOURNAL OF ECONOMIC DYNAMICS & CONTROL
33
525 537
(2009)

abstract

### Synchronization in symmetric bipolar population networks

Lubos Buzna, Sergi Lozano, Albert Diaz-Guilera

PHYSICAL REVIEW E
80
66120
(2009)

abstract

### Production of alumina templates suitable for electrodeposition of nanostructures using stepped techniques

J. M. Montero-Moreno, M. M. Belenguer, C. Sarret, M. Mueller

ELECTROCHIMICA ACTA
54
2529 2535
(2009)

abstract

### On the rich-club effect in dense and weighted networks

V. Zlatic, G. Bianconi, Albert Diaz-Guilera, D. Garlaschelli, F. Rao, G. Caldarelli

EUROPEAN PHYSICAL JOURNAL B
67
271 275
(2009)

abstract

### First-passage and risk evaluation under stochastic volatility

Jaume Masoliver, Josep Perello

PHYSICAL REVIEW E
80
16108
(2009)

abstract

### Empirical evidences of a common multifractal signature in economic, biological and physical systems

Oriol Pont, A. Turiel, Conrad J. Perez-Vicente

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
388
2025 2035
(2009)

abstract

### Curvature and temperature of complex networks

Krioukov, Fragkiskos Papadopoulos, Amin Vahdat, Marian Boguña

PHYSICAL REVIEW E
80
35101
(2009)

abstract

### Conservation laws for voter-like models on random directed networks

M. Angeles Serrano, Klemm, Konstantin Vazquez, Federico Victor Eguiluz, M. San Miguel, Maxi

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P10024
(2009)

abstract

### Description, modelling and forecasting of data with optimal wavelets

Oriol Pont, A. Turiel, Conrad J. Perez-Vicente

JOURNAL OF ECONOMIC INTERACTION AND COORDINATION
4
39 54
(2009)

abstract

### SYNCHRONIZATION IN RANDOM GEOMETRIC GRAPHS

Albert Diaz-Guilera, Gomez-Gardenes, Jesus Yamir Moreno, Nekovee, Maziar

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
19
687 693
(2009)

abstract

### On properties of continuous-time random walks with non-Poissonian jump-times

Javier Villarroel, Miquel Montero

CHAOS SOLITONS & FRACTALS
42
128 137
(2009)

abstract

### Reply to Slater: Extracting the backbone of multiscale networks

M. Angeles Serrano, Marian Boguña, A. Vespignani

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
106
E67 E67
(2009)

### Identification of communities through email usage analysis

Alex Arenas, Albert Diaz-Guilera

PROFESIONAL DE LA INFORMACION
18
27 33
(2009)

abstract

### Perpetual American vanilla option pricing under single regime change risk: an exhaustive study

Miquel Montero

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P07016
(2009)

abstract

### Greedy Forwarding in Scale-Free Networks Embedded in Hyperbolic Metric Spaces

Dmitri Krioukov, Fragkiskos Papadopoulos, Marián Boguñá, and Amin Vahdat

ACM SIGMETRICS Performance Evaluation Review
37
(2009)

abstract

### Synchronization in complex networks

Alex Arenas, Albert Diaz-Guilera, Jurgen Kurths, Yamir Moreno, Changsong Zhou

PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS
469
93 153
(2008)

abstract

### Self-similarity of complex networks and hidden metric spaces

M. Angeles Serrano, Dmitri Krioukov, Marian Boguña

PHYSICAL REVIEW LETTERS
100
78701
(2008)

abstract

### Microcanonical multifractal formalism - a geometrical approach to multifractal systems: Part I. Singularity analysis

A. Turiel, Hussein Yahia, Conrad J. Perez-Vicente

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
41
15501
(2008)

abstract

### Entropies of complex networks with hierarchically constrained topologies

Ginestra Bianconi, A. C. C. Coolen, Conrad J. Perez-Vicente

PHYSICAL REVIEW E
78
16114
(2008)

abstract

### Impact of community structure on information transfer

Leon Danon, Alex Arenas, Albert Diaz-Guilera

PHYSICAL REVIEW E
77
36103
(2008)

abstract

### Assessment of the thermal stability of anodic alumina membranes at high temperatures

L. Fernandez-Romero, J. M. Montero-Moreno, E. Pellicer, F. Peiro, A. Cornet, J. R. Morante, M. Sarret, C. Muller

MATERIALS CHEMISTRY AND PHYSICS
111
542 547
(2008)

abstract

### Escape problem under stochastic volatility: The Heston model

Jaume Masoliver, Josep Perello

PHYSICAL REVIEW E
78
56104
(2008)

abstract

### Model for interevent times with long tails and multifractality in human communications: An application to financial trading

Josep Perello, Jaume Masoliver, Andrzej Kasprzak, Ryszard Kutner

PHYSICAL REVIEW E
78
36108
(2008)

abstract

### Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

Josep Perello, Ronnie Sircar, Jaume Masoliver

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P06010
(2008)

abstract

### Renewal equations for option pricing

M. Montero

EUROPEAN PHYSICAL JOURNAL B
65
295 306
(2008)

abstract

### A solvable model of the genesis of amino-acid sequences via coupled dynamics of folding and slow-genetic variation

S. Rabello, A. C. C. Coolen, Conrad J. Perez-Vicente, F. Fraternali

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
41
285004
(2008)

abstract

### Spin models on random graphs with controlled topologies beyond degree constraints

Conrad J. Perez-Vicente, A. C. C. Coolen

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
41
255003
(2008)

abstract

### Perpetual American options within CTRWs

Miquel Montero

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
387
3936 3941
(2008)

abstract

### Physics of Aesthetics: A meeting of science, art and thought in Barcelona

Josep Perello, Vicenc Altaio

LEONARDO
41
233 +
(2008)

abstract

### On cycles in AS relationships

Dimitropoulos, Xenofontas, M. Ángeles Serrano, Dmitri Krioukov

ACM SIGCOMM Computer Communication Review
38
103
(2008)

abstract

### Rich-club vs rich-multipolarization phenomena in weighted networks

M. Ángeles Serrano

Physical Review E
78
26101
(2008)

abstract

### Structural Efficiency of Percolated Landscapes in Flow Networks

M. Ángeles Serrano, Paolo De Los Rios

PLOS ONE
3
e3654
(2008)

abstract

### Approximating PageRank from in-degree

Fortunato, S; Marián Boguñá; Flammini, A; Menczer, F

ALGORITHMS AND MODELS FOR THE WEB-GRAPH. LECTURE NOTES IN COMPUTER SCIENCE
4936
59
(2008)

abstract

### Dynamical and spectral properties of complex networks

Juan Almendral A. Albert Diaz-Guilera

NEW JOURNAL OF PHYSICS
9
187
(2007)

abstract

### Synchronization and modularity in complex networks

Alex Arenas, Albert Diaz-Guilera

EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS
143
19 25
(2007)

abstract

### Decoding the Structure of the WWW: A Comparative Analysis of Web Crawls

M. Angeles Serrano, Ana Maguitman, Marian Boguña, Santo Fortunato, A. Vespignani

ACM TRANSACTIONS ON THE WEB
1
10
(2007)

abstract

### Extreme times for volatility processes

Jaume Masoliver, Josep Perello

PHYSICAL REVIEW E
75
46110
(2007)

abstract

### Volatility: A hidden Markov process in financial time series

Eisler, Zoltan Josep Perello, Jaume Masoliver

PHYSICAL REVIEW E
76
56105
(2007)

abstract

### Nonindependent continuous-time random walks

Miquel Montero, Jaume Masoliver

PHYSICAL REVIEW E
76
61115
(2007)

abstract

### The CTRW in finance: Direct and inverse problems with some generalizations and extensions

Jaume Masoliver, Miquel Montero, Josep Perello, George H. Weiss

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
379
151 167
(2007)

abstract

### Mean exit time and survival probability within the CTRW formalism

M. Montero, Jaume Masoliver

EUROPEAN PHYSICAL JOURNAL B
57
181 185
(2007)

abstract

### The global minima of the communicative energy of natural communication systems

Ramon Ferrer i Cancho, Albert Diaz-Guilera

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P06009
(2007)

abstract

### Downside risk analysis applied to the hedge funds universe

Josep Perello

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
383
480 496
(2007)

abstract

### Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model

Josep Perello

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
382
213 218
(2007)

abstract

### Volatility and dividend risk in perpetual American options

Miquel Montero

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P04002
(2007)

abstract

### The role of time scale separation in a nonequilibrium roughening transition

M. Llas, Albert Diaz-Guilera, J. M. Lopez, P. M. Gleiser

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
374
289 292
(2007)

abstract

### Complex fluctuations and robustness in stylized signalling networks

Albert Diaz-Guilera, A. A. Moreira, L. Guzman, L. A. N. Amaral

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P01013
(2007)

abstract

### Correlations in complex networks

M. Ángeles Serrano, M Boguñá, Romualdo Pastor-Satorras, Alessandro Vespignani

Structure and Dynamics of Complex Networks. From Information Technology to Finance and Natural Science
World Scientific, Singapur
(2007)