### 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)

abstract

### Diffusion-annihilation processes in complex networks

M. Catanzaro, Marian Boguña, Romualdo Pastor-Satorras

PHYSICAL REVIEW E
71
56104
(2005)

abstract

### Generalized percolation in random directed networks

Marian Boguña,M. Angeles Serrano

PHYSICAL REVIEW E
72
16106
(2005)

abstract

### Tuning clustering in random networks with arbitrary degree distributions

M. Angeles Serrano, Marian Boguña

PHYSICAL REVIEW E
72
36133
(2005)

abstract

### Efficiency of informational transfer in regular and complex networks

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

PHYSICAL REVIEW E
71
36122
(2005)

abstract

### 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)

abstract

### Competition and adaptation in an Internet evolution model

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

PHYSICAL REVIEW LETTERS
94
38701
(2005)

abstract

### 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)

abstract

### Extreme times in financial markets

Jaume Masoliver, M. Montero, Josep Perello

PHYSICAL REVIEW E
71
56130
(2005)

abstract

### 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)

abstract

### 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)

abstract

### 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)

abstract

### Weighted configuration model

M. Ángeles Serrano, Marián Boguñá

AIP Conference Proceedings
776
101
(2005)

abstract

### 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)

abstract

### 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)

abstract

### 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)

abstract

### 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)

abstract

### 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)

abstract

### 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)

abstract

### 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)