publications (339)  pag. 4

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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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Interfaces and the edge percolation map of random directed networks

M. Ángeles Serrano, Paolo De Los Rios
Physical Review E 76 56121 (2007)

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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)

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On Local Estimations of PageRank: A Mean Field Approach

Santo Fortunato, Marián Boguñá, Alessandro Flammini, and Filippo Menczer
Internet Mathematics 4 245 (2007)

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Synchronization reveals topological scales in complex networks

Alex Arenas, Albert Diaz-Guilera, Conrad J. Perez-Vicente
PHYSICAL REVIEW LETTERS 96 114102 (2006)

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Percolation and epidemic thresholds in clustered networks

M. Angeles Serrano, Marian Boguña
PHYSICAL REVIEW LETTERS 97 88701 (2006)

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Synchronization processes in complex networks

Alex Arenas, Albert Diaz-Guilera, Conrad J. Perez-Vicente
PHYSICA D-NONLINEAR PHENOMENA 224 27 34 (2006)

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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)

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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)

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Clustering in complex networks. II. Percolation properties

M. Angeles Serrano, Marian Boguña
PHYSICAL REVIEW E 74 56115 (2006)

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Clustering in complex networks. I. General formalism

M. Angeles Serrano, Marian Boguña
PHYSICAL REVIEW E 74 56114 (2006)

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Correlations in weighted networks

M. Angeles Serrano, Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E 74 55101 (2006)

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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)

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

Jaume Masoliver, Josep Perello
QUANTITATIVE FINANCE 6 423 433 (2006)

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Application of the microcanonical multifractal formalism to monofractal systems

Oriol Pont, A. Turiel, Conrad J. Perez-Vicente
PHYSICAL REVIEW E 74 61110 (2006)

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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)

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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)

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Modeling the Internet

M. Angeles Serrano, Marian Boguña, Albert Diaz-Guilera
EUROPEAN PHYSICAL JOURNAL B 50 249 254 (2006)

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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)

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Detecting rich-club ordering in complex networks

Vittoria Colizza, Alessandro Flammini, M. Ángeles Serrano, Alessandro Vespignani
Nature Physics 2 110 (2006)

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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)

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Generation of uncorrelated random scale-free networks

M. Catanzaro, Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E 71 27103 (2005)

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Diffusion-annihilation processes in complex networks

M. Catanzaro, Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E 71 56104 (2005)

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Generalized percolation in random directed networks

Marian Boguña,M. Angeles Serrano
PHYSICAL REVIEW E 72 16106 (2005)

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