Entropies of complex networks with hierarchically constrained topologies
Ginestra Bianconi, A. C. C. Coolen, Conrad J. Perez-Vicente
PHYSICAL REVIEW E
78
16114
(2008)
abstract
Impact of community structure on information transfer
Leon Danon, Alex Arenas, Albert Diaz-Guilera
PHYSICAL REVIEW E
77
36103
(2008)
abstract
Assessment of the thermal stability of anodic alumina membranes at high temperatures
L. Fernandez-Romero, J. M. Montero-Moreno, E. Pellicer, F. Peiro, A. Cornet, J. R. Morante, M. Sarret, C. Muller
MATERIALS CHEMISTRY AND PHYSICS
111
542 547
(2008)
abstract
Escape problem under stochastic volatility: The Heston model
Jaume Masoliver, Josep Perello
PHYSICAL REVIEW E
78
56104
(2008)
abstract
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)