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)
abstract
Conditional dynamics driving financial markets
Marian Boguña, Jaume Masoliver
EUROPEAN PHYSICAL JOURNAL B
40
347 352
(2004)
abstract
Partial derivative approach for option pricing in a simple stochastic volatility model
M. Montero
EUROPEAN PHYSICAL JOURNAL B
42
141 153
(2004)
abstract
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)
abstract
Absence of epidemic threshold in scale-free networks with degree correlations
Marian Boguña, Romualdo Pastor-Satorras, A. Vespignani
PHYSICAL REVIEW LETTERS
90
28701
(2003)
abstract
Class of correlated random networks with hidden variables
Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E
68
36112
(2003)
abstract
Topology of the world trade web
M. Angeles Serrano, Marian Boguña
PHYSICAL REVIEW E
68
15101
(2003)
abstract
Continuous-time random-walk model for financial distributions
Jaume Masoliver, M. Montero, George H. Weiss
PHYSICAL REVIEW E
67
21112
(2003)
abstract
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)
abstract
Multifractal geometry in stock market time series
A. Turiel, Conrad J. Perez-Vicente
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
322
629 649
(2003)
abstract
Random diffusion and leverage effect in financial markets
Josep Perello, Jaume Masoliver
PHYSICAL REVIEW E
67
37102
(2003)
abstract
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)
abstract
Option pricing and perfect hedging on correlated stocks
Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
330
622 652
(2003)
abstract
Malliavin Calculus applied to finance
M. Montero, A. Kohatsu-Higa
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
320
548 570
(2003)
abstract
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)
abstract
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)
abstract
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)
abstract
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)
abstract
Epidemic spreading in correlated complex networks
Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E
66
47104
(2002)
abstract
Dynamical properties of model communication networks
R. Guimera, Alex Arenas, Albert Diaz-Guilera, F. Giralt
PHYSICAL REVIEW E
66
26704
(2002)
abstract
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)
abstract
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)
abstract
Fat tails and colored noise in financial derivatives
Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
314
736 742
(2002)
abstract
Return or stock price differences
M. Montero, Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
316
539 560
(2002)
abstract
Communication in networks with hierarchical branching
Alex Arenas, Albert Diaz-Guilera, R. Guimera
PHYSICAL REVIEW LETTERS
86
3196 3199
(2001)
abstract
Communication and optimal hierarchical networks
R. Guimera, Alex Arenas, Albert Diaz-Guilera
PHYSICA A
299
247 252
(2001)
abstract
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)
abstract
Statistics of dwell times in a reaction with randomly fluctuating rates
George H. Weiss, Jaume Masoliver
PHYSICA A
296
75 82
(2001)
abstract
Integrated random processes exhibiting long tails, finite moments, and power-law spectra
Jaume Masoliver, M. Montero, McKane, A
PHYSICAL REVIEW E
64
11110
(2001)
abstract
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)
abstract
