publications (312)  pag. 3

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Modeling Statistical Properties of Written Text

M. Angeles Serrano, Alessandro Flammini, Filippo Menczer
PLOS ONE 4 e5372 (2009)

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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)

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Synchronization in symmetric bipolar population networks

Lubos Buzna, Sergi Lozano, Albert Diaz-Guilera
PHYSICAL REVIEW E 80 66120 (2009)

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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)

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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)

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First-passage and risk evaluation under stochastic volatility

Jaume Masoliver, Josep Perello
PHYSICAL REVIEW E 80 16108 (2009)

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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)

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Curvature and temperature of complex networks

Krioukov, Fragkiskos Papadopoulos, Amin Vahdat, Marian Boguña
PHYSICAL REVIEW E 80 35101 (2009)

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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)

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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)

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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)


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

Javier Villarroel, Miquel Montero
CHAOS SOLITONS & FRACTALS 42 128 137 (2009)

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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)

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Identification of communities through email usage analysis

Alex Arenas, Albert Diaz-Guilera
PROFESIONAL DE LA INFORMACION 18 27 33 (2009)

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

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

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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)

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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)

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Self-similarity of complex networks and hidden metric spaces

M. Angeles Serrano, Dmitri Krioukov, Marian Boguña
PHYSICAL REVIEW LETTERS 100 78701 (2008)

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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)

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Entropies of complex networks with hierarchically constrained topologies

Ginestra Bianconi, A. C. C. Coolen, Conrad J. Perez-Vicente
PHYSICAL REVIEW E 78 16114 (2008)

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Impact of community structure on information transfer

Leon Danon, Alex Arenas, Albert Diaz-Guilera
PHYSICAL REVIEW E 77 36103 (2008)

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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)

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Escape problem under stochastic volatility: The Heston model

Jaume Masoliver, Josep Perello
PHYSICAL REVIEW E 78 56104 (2008)

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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)

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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)

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Renewal equations for option pricing

M. Montero
EUROPEAN PHYSICAL JOURNAL B 65 295 306 (2008)

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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)

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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)

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Perpetual American options within CTRWs

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

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

Josep Perello, Vicenc Altaio
LEONARDO 41 233 + (2008)


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On cycles in AS relationships

Dimitropoulos, Xenofontas, M. Ángeles Serrano, Dmitri Krioukov
ACM SIGCOMM Computer Communication Review 38 103 (2008)

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Rich-club vs rich-multipolarization phenomena in weighted networks

M. Ángeles Serrano
Physical Review E 78 26101 (2008)

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Structural Efficiency of Percolated Landscapes in Flow Networks

M. Ángeles Serrano, Paolo De Los Rios
PLOS ONE 3 e3654 (2008)

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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)

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Dynamical and spectral properties of complex networks

Juan Almendral A. Albert Diaz-Guilera
NEW JOURNAL OF PHYSICS 9 187 (2007)

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Synchronization and modularity in complex networks

Alex Arenas, Albert Diaz-Guilera
EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS 143 19 25 (2007)

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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)

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Extreme times for volatility processes

Jaume Masoliver, Josep Perello
PHYSICAL REVIEW E 75 46110 (2007)

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Volatility: A hidden Markov process in financial time series

Eisler, Zoltan Josep Perello, Jaume Masoliver
PHYSICAL REVIEW E 76 56105 (2007)

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Nonindependent continuous-time random walks

Miquel Montero, Jaume Masoliver
PHYSICAL REVIEW E 76 61115 (2007)

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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)

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Mean exit time and survival probability within the CTRW formalism

M. Montero, Jaume Masoliver
EUROPEAN PHYSICAL JOURNAL B 57 181 185 (2007)

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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)

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Downside risk analysis applied to the hedge funds universe

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

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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)

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Volatility and dividend risk in perpetual American options

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

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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)

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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)

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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)

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Phase transition in the globalization of trade

M. Ángeles Serrano
Journal of Statistical Mechanics: Theory and Experiment L01002 (2007)

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