### 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)

abstract

### Phase transition in the globalization of trade

M. Ángeles Serrano

Journal of Statistical Mechanics: Theory and Experiment
L01002
(2007)

abstract

### Interfaces and the edge percolation map of random directed networks

M. Ángeles Serrano, Paolo De Los Rios

Physical Review E
76
56121
(2007)

abstract

### Patterns of dominant flows in the world trade web

M. Ángeles Serrano, Marián Boguñá, Alessandro Vespignani

Journal of Economic Interaction and Coordination
2
111
(2007)

abstract

### On Local Estimations of PageRank: A Mean Field Approach

Santo Fortunato, Marián Boguñá, Alessandro Flammini, and Filippo Menczer

Internet Mathematics
4
245
(2007)

abstract

### Synchronization reveals topological scales in complex networks

Alex Arenas, Albert Diaz-Guilera, Conrad J. Perez-Vicente

PHYSICAL REVIEW LETTERS
96
114102
(2006)

abstract

### Percolation and epidemic thresholds in clustered networks

M. Angeles Serrano, Marian Boguña

PHYSICAL REVIEW LETTERS
97
88701
(2006)

abstract

### Synchronization processes in complex networks

Alex Arenas, Albert Diaz-Guilera, Conrad J. Perez-Vicente

PHYSICA D-NONLINEAR PHENOMENA
224
27 34
(2006)

abstract

### Numerical methods for the estimation of multifractal singularity spectra on sampled data: A comparative study

A. Turiel, Conrad J. Perez-Vicente, J. Grazzini

JOURNAL OF COMPUTATIONAL PHYSICS
216
362 390
(2006)

abstract

### The effect of size heterogeneity on community identification in complex networks

Leon Danon, Albert Diaz-Guilera, Alex Arenas

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P11010
(2006)

abstract

### Clustering in complex networks. II. Percolation properties

M. Angeles Serrano, Marian Boguña

PHYSICAL REVIEW E
74
56115
(2006)

abstract

### Clustering in complex networks. I. General formalism

M. Angeles Serrano, Marian Boguña

PHYSICAL REVIEW E
74
56114
(2006)

abstract

### Correlations in weighted networks

M. Angeles Serrano, Marian Boguña, Romualdo Pastor-Satorras

PHYSICAL REVIEW E
74
55101
(2006)

abstract

### The continuous time random walk formalism in financial markets

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

JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION
61
577 598
(2006)

abstract

### Multiple time scales and the exponential Ornstein-Uhlenbeck stochastic volatility model

Jaume Masoliver, Josep Perello

QUANTITATIVE FINANCE
6
423 433
(2006)

abstract

### Application of the microcanonical multifractal formalism to monofractal systems

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

PHYSICAL REVIEW E
74
61110
(2006)

abstract

### Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion

Josep Perello, Miquel Montero, L. Palatella, I. Simonsen, Jaume Masoliver

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
P11011
(2006)

abstract

### Performance of excitable small-world networks of Bonhoeffer-van der Pol-FitzHugh-Nagumo oscillators

I. Vragovic, E. Louis, Albert Diaz-Guilera

EUROPHYSICS LETTERS
76
780 786
(2006)

abstract

### Modeling the Internet

M. Angeles Serrano, Marian Boguña, Albert Diaz-Guilera

EUROPEAN PHYSICAL JOURNAL B
50
249 254
(2006)

abstract

### Exact solutions and dynamics of globally coupled oscillators

Ll. Bonilla, Conrad J. Perez Vicente, F. Ritort, Soler, J.

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
16
1919 1959
(2006)

abstract

### Detecting rich-club ordering in complex networks

Vittoria Colizza, Alessandro Flammini, M. Ángeles Serrano, Alessandro Vespignani

Nature Physics
2
110
(2006)

abstract

### The Kuramoto model: A simple paradigm for synchronization phenomena

J.A. Acebron, Ll. Bonilla, Conrad J. Perez Vicente, F. Ritort, R. Spigler

REVIEWS OF MODERN PHYSICS
77
137 185
(2005)

abstract

### Generation of uncorrelated random scale-free networks

M. Catanzaro, Marian Boguña, Romualdo Pastor-Satorras

PHYSICAL REVIEW E
71
27103
(2005)