Pregled po projektu: Istraživanje dugodosežnih korelacija i stohastično modeliranje na nivou stanice (MB: 114-0352827-1370)
Pronađeno 38 radova
Prikaz po CROSBI kategorijama
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1.Wang, Duan; Zhang, Xiva; Horvatić, Davor; Podobnik, Boris; Stanley, HEA Generalization of Random Matrix Theory and its Application to Statistical Physics // Chaos, 27 (2017), 023104, 5 doi:10.1063/1.4975217 (međunarodna recenzija, članak, znanstveni)
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2.Jiang, Z.-Q.; Canabarro, A. A.; Podobnik, Boris; Stanley, H E; Zhou, W.-X.Early Warning of Large Volatilities Based on Recurrence Interval Analysis in Chinese Stock Markets // Quantitative finance, 16 (2016), 11; 1713-1724 doi:10.1080/14697688.2016.1175656 (međunarodna recenzija, članak, znanstveni)
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3.Gontis, Vygintas; Havlin, Shlomo; Kononovicius, A.; Podobnik, Boris; Stanley, H. E.Stochastic Model of Financial Markets Reproducing Scaling and Memory in Volatility Return Intervals // Physica. A, Statistical mechanics and its applications, 462 (2016), 1091-1102 doi:10.1016/j.physa.2016.06.143 (međunarodna recenzija, članak, znanstveni)
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4.Jiang, Z-Q.; Xie, W.-J.: Li, M.-X.; Podobnik, Boris; Zhou, Wei-X.; Stanley, H.E.Calling Patterns in Human Communication Dynamics // Proceedings of the National Academy of Sciences of the United States of America, 110 (2013), 5; 1600-1605 doi:10.1073/pnas.1220433110 (međunarodna recenzija, članak, znanstveni)
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5.Podobnik, Boris; Wang, Duan; Stanley, H.E.High-frequency trading model for a complex trading hierarchy // Quantitative finance, 12 (2012), 4; 559-566 doi:10.1080/14697688.2012.664928 (međunarodna recenzija, članak, znanstveni)
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6.Gvozdanović, I.; Podobnik, Boris; Wang, Duan; Stanley, H.E.1/f behavior in cross-correlations between absolute returns in a US market // Physica. A, Statistical mechanics and its applications, 391 (2012), 9; 2860-2866 doi:10.1016/j.physa.2011.12.020 (međunarodna recenzija, članak, znanstveni)
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7.Podobnik, Boris; Horvatić, Davor; Dickison, Mark; Stanley, H.E.Preferential attachment in the interaction between dynamically generated interdependent networks // Europhysics letters, 100 (2012), 5; 50004-1 doi:10.1209/0295-5075/100/50004 (međunarodna recenzija, članak, znanstveni)
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8.Zheng, Zeyu; Yamasaki, Kazuko; Tenenbaum, Joel; Podobnik, Boris; Tamura, Yoshiyasu; Stanley H. EugeneScaling of seismic memory with earthquake size // Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 86 (2012), 1; 011107-1 doi:10.1103/PhysRevE.86.011107 (međunarodna recenzija, članak, znanstveni)
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9.Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, Eugene H.Linking Agent-Based Models and Stochastic Models of Financial Markets // Proceedings of the National Academy of Sciences of the United States of America, 109 (2012), 22; 8388-8393 doi:10.1073/pnas.1205013109 (međunarodna recenzija, članak, znanstveni)
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10.Podobnik, Boris; Jiang, Z.-Q; Zhou, Wei-X; Stanley, Eugene H.Statistical tests for power-law cross-correlated processes // Physical Review E, 84 (2011), 1; 066118-1 doi:10.1103/PhysRevE.84.066118 (međunarodna recenzija, članak, znanstveni)
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11.Podobnik, Boris; Valentinčić, Aljoša; Horvatić, Davor; Stanley, Eugene H.Asymmetric Levy Flight in Financial Ratios // Proceedings of the National Academy of Sciences of the United States of America, 108 (2011), 44; 17883-17888 doi:10.1073/pnas.1113330108 (međunarodna recenzija, članak, znanstveni)
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12.Shao, Jia; Ivanov, Plamen Ch., Urošević, Branko; Stanley, Eugene H.; Podobnik, BorisZipf rank approach and cross-country convergence of incomes // Europhysics Letters, 94 (2011), 4; 48001- doi:10.1209/0295-5075/94/48001 (međunarodna recenzija, članak, znanstveni)
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13.Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley H.EugeneQuantifying and modeling long-range cross-correlations in multiple time series with applications to world stock indices // Physical Review E, 83 (2011), 4; 046121-1 doi:10.1103/PhysRevE.83.046121 (međunarodna recenzija, članak, znanstveni)
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14.Horvatić, Davor; Stanley, Eugene H.; Podobnik BorisDetrended cross-Correlation analysis for non-stationary time series with periodic trends // Europhysics Letters, 94 (2011), 1; 18007-1 doi:10.1209/0295-5075/94/18007 (međunarodna recenzija, članak, znanstveni)
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15.Podobnik, Boris; Horvatić, Davor; Petersen, A.M.; Urošević, Branko; Stanley, H.E.Bankruptcy Risk Model and Empirical Tests // Proceedings of the National Academy of Sciences of the United States of America, 107 (2010), 43; 18325-18330 (međunarodna recenzija, članak, znanstveni)
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16.Tenenbaum, Joel; Horvatić, Davor; Čosović Bajićc, Slavica; Pehlivanović, Beco; Podobnik, Boris; Stanley, H.E.Comparison Between Response Dynamics in Transition and Developed Economies // Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 82 (2010), 4; 046104-1 doi:10.1103/PhysRevE.82.046104 (međunarodna recenzija, članak, znanstveni)
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17.Podobnik, Boris; Wang, Duan; Horvatić, Davor; Grosse, Ivo; Stanley H. EugeneTime-lag cross-correlations in collective phenomena // Europhysics Letters, 90 (2010), 6; 68001-1 doi:10.1209/0295-5075/90/68001 (međunarodna recenzija, članak, znanstveni)
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18.Petersen, A. M.; Podobnik, Boris; Horvatić, Davor; Stanley H.E.Scale invariant properties of public debt growth // Europhysics Letters, 90 (2010), 3; 38006-38011 doi:10.1209/0295-5075/90/38006 (međunarodna recenzija, članak, znanstveni)
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19.Ahec Sonje, Amina; Podobnik, Boris; Vizek, MaruškaLong-run relationship between exports and imports in transition European countries // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb, 61 (2010), 1/2; 3-18 (međunarodna recenzija, članak, znanstveni)
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20.Pehlivanovic, Beco; Adrovic, Feriz; Saric, Iva; Podobnik, BorisIndoor radon concentration measurment in muncipality of Bihac // Zbornik radova (Građevinski fakultet Sveučilišta u Rijeci), 12 (2009), 149-155 (podatak o recenziji nije dostupan, članak, znanstveni)
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21.Podobnik, Boris; Horvatić, Davor; Petersen, Alexander M.; Stanley, Eugene H.Cross-Correlations between Volume Change and Price Change // Proceedings of the National Academy of Sciences of the United States of America, 106 (2009), 52; 22079-22084 doi:10.1073/pnas.0911983106 (međunarodna recenzija, članak, znanstveni)
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22.Podobnik, Boris; Horvatić, Davor; Petersen M. Alexander; Njavro, Mato; Stanley, H. EugeneCommon scaling behavior in finance and macroeconomics // European Physical Journal B, 76 (2009), 4; 487-490 doi:10.1140/epjb/e2009-00380-3 (međunarodna recenzija, članak, znanstveni)
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23.Podobnik, Boris; Grosse, Ivo; Horvatić, Davor; Ilić, Suzana; Ivanov, Plamen Ch; Stanley, H. EugeneQuantifying cross-correlations using local and global detrending approaches // European Physical Journal B, 71 (2009), 243-250 doi:10.1140/epjb/e2009-00310-5 (međunarodna recenzija, članak, znanstveni)
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24.Podobnik, Boris; Horvatić, Davor; Tenenbaum, Joel N.; Stanley, Eugene H.Asymmetry in power-law magnitude correlations // Physical Review E - Rapid Communications, 80 (2009), 1; 015101(R)-015104(R) doi:10.1103/PhysRevE.80.015101 (međunarodna recenzija, članak, znanstveni)
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25.Podobnik, Boris; Horvatić, Davor; Petersen, A. M.; Stanley, H. E.Quantitative relations between risk, return and firm size // Europhysics letters, 85 (2009), 5; 50003-50008 doi:10.1209/0295-5075/85/50003 (međunarodna recenzija, članak, znanstveni)
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26.Podobnik, Boris; Biljaković, KaticaScientific Output of Croatian Universities: Comparison with Neighbouring Countries // Interdisciplinary description of complex systems, 6 (2008), 1; 28-36 (podatak o recenziji nije dostupan, članak, znanstveni)
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27.Jagrič, Vita; Jagrič, Timotej; Podobnik, BorisImplications and Consequences of Basel II for Banking Sector of a Small Open Transition Economy - a Case of Slovenia // Banks and Bank Systems, 1 (2008), 26-32 (međunarodna recenzija, članak, znanstveni)
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28.Podobnik, Boris; Jagric, Timmotej; Jagric, VitaImplications and Consequences of Basel II for Slovenian Banking sector // Ekonomicky Casopis, 56 (2008), 3; 296-310 (međunarodna recenzija, članak, znanstveni)
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29.Podobnik, Boris; Shao, J.; Njavro, Đuro; Ivanov, P. Ch.; Stanley, H. E.Influence of corruption on economic growth rate and foreign investments // European Physical Journal B, 63 (2008), 4; 547-550 doi:10.1140/epjb/e2008-00261-3 (međunarodna recenzija, članak, znanstveni)
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30.Podobnik, Boris; Stanley, H. EugeneDetrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series // Physical Review Letters, 100 (2008), 084102-1 doi:10.1103/PhysRevLett.100.084102 (međunarodna recenzija, članak, znanstveni)
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31.Podobnik, Boris; Horvatić, Davor; Pammolli, Fabio; Wang, Fengzhong; Stanley, H. Eugene; Grosse IvoSize-dependent standard deviation for growth rates: Empirical results and theoretical modeling // Physical Review. E : Statistical, Nonlinear, and Soft Matter Physics, 77 (2008), 5; 056102-056109 doi:10.1103/PhysRevE.77.056102 (međunarodna recenzija, članak, znanstveni)
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32.Podobnik, Boris; Horvatić, Davor; Lam Ng, Alfonso; Stanley, H. Eugene; Ivanov, Plamen Ch.Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes // Physica A - Statistical Mechanics and its Applications, 387 (2008), 15; 3954-3959 doi:10.1016/j.physa.2008.01.062 (međunarodna recenzija, članak, znanstveni)
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33.Jagrić, Timotej; Podobnik, Boris; Balen, Vanco, Kolanović, Marko; Jagrić, VitaStock market performance analysis for three European emerging stock markets // The business review, Cambridge, 8 (2007), 1; 67-74 (podatak o recenziji nije dostupan, članak, znanstveni)
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34.Krstić, Vladimir; Maglica, Željka; Čipčić Paljetak, Hana; Podobnik, Boris; Pavin, NenadMin-protein oscillations in E. Coli: three-dimensional off-lattice stochastic reaction-diffusion model // Journal of Statistical Physics, 128 (2007), 1/2; 5-20 doi:10.1007/s10955-006-9189-5 (međunarodna recenzija, članak, znanstveni)
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35.Podobnik, Boris, Balen, Vanco; Jagric, Timotej; Kolanović, MarkoCroatian and Slovenian Mutual funds and Bosnian investments funds // Czech Journal of Economics and Finance, 57 (2007), 159-177 (međunarodna recenzija, članak, znanstveni)
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36.Podobnik, Boris; Fu, Dongfeng; Stanley H.Eugene; Ivanov, Plamen Ch.Power-law Autocorrelated Stochastic Processes with Long-range Cross-correlations // The European Physical Journal. B, 56 (2007), 47-52 (međunarodna recenzija, članak, znanstveni)
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37.Shao, Jia; Ivanov, Plamen Ch.; Podobnik, Boris; Stanley, Eugene H.Quantitative relations between corruptions and economics factors // European Physical Journal. B, 56 (2007), 2; 157-166 (međunarodna recenzija, članak, znanstveni)
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1.Biljaković, Katica; Starešinić, Damir; Dominko, Damir; Crljenica, Ivica; Podobnik, Boris; Golub, AntonPožari u Republici Hrvatskoj: prostorna i vremenska analiza // Zbornik radova s Druge konferencije Hrvatske platforme za smanjenje rizika od katastrofa / Trut, Damir (ur.).
Zagreb: Državna uprava za zaštitu i spašavanje, 2011. str. 91-97 (predavanje, domaća recenzija, cjeloviti rad (in extenso), znanstveni)
