publications (340)  pag. 5

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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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Nonequilibrium phase transition in a model for the propagation of innovations among economic agents

M. Llas, P.M. Gleiser, J.M. Lopez, Albert Diaz-Guilera
PHYSICAL REVIEW E 68 66101 (2003)

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Option pricing and perfect hedging on correlated stocks

Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 330 622 652 (2003)

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Malliavin Calculus applied to finance

M. Montero, A. Kohatsu-Higa
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 320 548 570 (2003)

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Optimization as a result of the interplay between dynamics and structure

M. Llas, P.M. Gleiser, Albert Diaz-Guilera, Conrad J. Perez Vicente
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 326 567 577 (2003)

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Partially and fully frustrated coupled oscillators with random pinning fields

A.C.C Coolen, Conrad J. Perez-Vicente
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 36 4477 4508 (2003)

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Epidemic spreading in complex networks with degree correlations

Marián Boguñá; Pastor-Satorras, R; Vespignani, A
STATISTICAL MECHANICS OF COMPLEX NETWORKS. LECTURE NOTES IN PHYSICS 625 127 (2003)

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Optimal network topologies for local search with congestion

R. Guimera, Albert Diaz-Guilera, F. Vega-Redondo, A. Cabrales, Alex Arenas
PHYSICAL REVIEW LETTERS 89 248701 (2002)

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Epidemic spreading in correlated complex networks

Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E 66 47104 (2002)

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Dynamical properties of model communication networks

R. Guimera, Alex Arenas, Albert Diaz-Guilera, F. Giralt
PHYSICAL REVIEW E 66 26704 (2002)

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Modeling diffusion of innovations in a social network

X. Guardiola, Albert Diaz-Guilera, Conrad J. Perez Vicente, Alex Arenas, M. Llas
PHYSICAL REVIEW E 66 26121 (2002)

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The effect of non-ideal market conditions on option pricing

Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 308 420 442 (2002)

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Fat tails and colored noise in financial derivatives

Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 314 736 742 (2002)

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Return or stock price differences

M. Montero, Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 316 539 560 (2002)

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Communication in networks with hierarchical branching

Alex Arenas, Albert Diaz-Guilera, R. Guimera
PHYSICAL REVIEW LETTERS 86 3196 3199 (2001)

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Communication and optimal hierarchical networks

R. Guimera, Alex Arenas, Albert Diaz-Guilera
PHYSICA A 299 247 252 (2001)

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Coupled dynamics of fast spins and slow exchange interactions in the XY spin glass

Jongen, G Anemuller, J Bolle, D A.C.C Coolen, Conrad J. Perez-Vicente
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL 34 3957 3984 (2001)

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Statistics of dwell times in a reaction with randomly fluctuating rates

George H. Weiss, Jaume Masoliver
PHYSICA A 296 75 82 (2001)

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Integrated random processes exhibiting long tails, finite moments, and power-law spectra

Jaume Masoliver, M. Montero, McKane, A
PHYSICAL REVIEW E 64 11110 (2001)

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A discrete formulation of the theory of sojourn times in a two-state system

Marian Boguña, Jaume Masoliver, George H. Weiss
PHYSICA A 289 307 320 (2001)

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Rate constants from uncorrelated single-molecule data

Marián Boguñá; Kullman, L; Bezrukov, SM; Berezhkovskii, AM; Weiss, GH
JOURNAL OF PHYSICAL CHEMISTRY B 105 6246 (2001)

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Rate constants for slow conformational transitions and their sampling errors using single-molecule fluorescence spectroscopy

Marián Boguñá; Berezhkovskii, AM; Weiss, GH
JOURNAL OF PHYSICAL CHEMISTRY A 105 4898 (2001)

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Evaluation of rate constants for conformational transitions using single-molecule fluorescence spectroscopy

Berezhkovskii, AM; Marián Boguñá; Weiss, GH
CHEMICAL PHYSICS LETTERS 336 321 (2001)

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