publications (312)  pag. 4

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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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Tuning clustering in random networks with arbitrary degree distributions

M. Angeles Serrano, Marian Boguña
PHYSICAL REVIEW E 72 36133 (2005)

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Efficiency of informational transfer in regular and complex networks

I. Vragovic, E. Louis, Albert Diaz-Guilera
PHYSICAL REVIEW E 71 36122 (2005)

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Scaling and data collapse for the mean exit time of asset prices

M. Montero, Josep Perello, Jaume Masoliver, F. Lillo, S. Micciche, R.N. Mantegna
PHYSICAL REVIEW E 72 56101 (2005)

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Competition and adaptation in an Internet evolution model

M. Angeles Serrano, Marian Boguña, Albert Diaz-Guilera
PHYSICAL REVIEW LETTERS 94 38701 (2005)

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Role of multifractal sources in the analysis of stock market time series

A. Turiel, Conrad J. Perez-Vicente
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 355 475 496 (2005)

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Extreme times in financial markets

Jaume Masoliver, M. Montero, Josep Perello
PHYSICAL REVIEW E 71 56130 (2005)

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Finitely connected vector spin systems with random matrix interactions

A.C.C Coolen, N.S. Skantzos, I.P. Castillo, Conrad J. Perez Vicente, J.P.L. Hatchett, B. Wemmenhove, T. Nikoletopoulos
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 38 8289 8317 (2005)

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Diffusion Entropy technique applied to the study of the market activity

L. Palatella, Josep Perello, M. Montero, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 355 131 137 (2005)

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Hints for an extension of the early exercise premium formula for American options

H.P. Bermin, A. Kohatsu-Higa, Josep Perello
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 355 152 157 (2005)

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Weighted configuration model

M. Ángeles Serrano, Marián Boguñá
AIP Conference Proceedings 776 101 (2005)

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A model for noise effects on fibre tract trajectories in diffusion tensor imaging: theory and simulations

Marián Boguñá; Pajevic, S; Basser, PJ; Weiss, GH
NEW JOURNAL OF PHYSICS 7 24 (2005)

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Models of social networks based on social distance attachment

Marian Boguña, Romualdo Pastor-Satorras, Albert Diaz-Guilera, Alex Arenas
PHYSICAL REVIEW E 70 56122 (2004)

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Cut-offs and finite size effects in scale-free networks

Marian Boguña, Romualdo Pastor-Satorras, A. Vespignani
EUROPEAN PHYSICAL JOURNAL B 38 205 209 (2004)

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Community analysis in social networks

Alex Arenas, L. Danon, Albert Diaz-Guilera, P.M. Gleiser, R. Guimera
EUROPEAN PHYSICAL JOURNAL B 38 373 380 (2004)

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Emergence of complex dynamics in a simple model of signaling networks

L.A.N. Amaral, Albert Diaz-Guilera, A.A. Moreira, A. L. Goldberger, L.A. Lipsitz
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA 101 15551 15555 (2004)

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A comparison between several correlated stochastic volatility models

Josep Perello, Jaume Masoliver, N. Anento
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 344 134 137 (2004)

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Activity autocorrelation in financial markets - A comparative study between several models

L. Palatella, Josep Perello, M. Montero, Jaume Masoliver
EUROPEAN PHYSICAL JOURNAL B 38 671 677 (2004)

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Conditional dynamics driving financial markets

Marian Boguña, Jaume Masoliver
EUROPEAN PHYSICAL JOURNAL B 40 347 352 (2004)

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Partial derivative approach for option pricing in a simple stochastic volatility model

M. Montero
EUROPEAN PHYSICAL JOURNAL B 42 141 153 (2004)

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Self-similar community structure in a network of human interactions

R. Guimera, L. Danon, Albert Diaz-Guilera, F. Giralt, Alex Arenas
PHYSICAL REVIEW E 68 65103 (2003)

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Absence of epidemic threshold in scale-free networks with degree correlations

Marian Boguña, Romualdo Pastor-Satorras, A. Vespignani
PHYSICAL REVIEW LETTERS 90 28701 (2003)

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Class of correlated random networks with hidden variables

Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E 68 36112 (2003)

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Topology of the world trade web

M. Angeles Serrano, Marian Boguña
PHYSICAL REVIEW E 68 15101 (2003)

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Continuous-time random-walk model for financial distributions

Jaume Masoliver, M. Montero, George H. Weiss
PHYSICAL REVIEW E 67 21112 (2003)

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Topology and correlations in structured scale-free networks

A. Vazquez, Marian Boguña, Yamir Moreno, Romualdo Pastor-Satorras, A. Vespignani
PHYSICAL REVIEW E 67 46111 (2003)

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Multifractal geometry in stock market time series

A. Turiel, Conrad J. Perez-Vicente
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 322 629 649 (2003)

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Random diffusion and leverage effect in financial markets

Josep Perello, Jaume Masoliver
PHYSICAL REVIEW E 67 37102 (2003)

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