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- Boris Podobnik, Davor Horvatic, Alexander M Petersen, H Eugene Stanley
- Proceedings of the National Academy of Sciences…
- 2009

In finance, one usually deals not with prices but with growth rates R, defined as the difference in logarithm between two consecutive prices. Here we consider not the trading volume, but rather the volume growth rate R, the difference in logarithm between two consecutive values of trading volume. To this end, we use several methods to analyze the properties… (More)

- Boris Podobnik, Davor Horvatic, Alexander M Petersen, Branko Urosevic, H Eugene Stanley
- Proceedings of the National Academy of Sciences…
- 2010

We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor--the debt-to-asset ratio R--in order to study the stability of the Zipf distribution of R over time. We find that the Zipf exponent increases during market crashes, implying that firms go… (More)

- Boris Podobnik, Davor Horvatic, Fabio Pammolli, Fengzhong Wang, H Eugene Stanley, I Grosse
- Physical review. E, Statistical, nonlinear, and…
- 2008

We study annual logarithmic growth rates R of various economic variables such as exports, imports, and foreign debt. For each of these variables we find that the distributions of R can be approximated by double exponential (Laplace) distributions in the central parts and power-law distributions in the tails. For each of these variables we further find a… (More)

We generalize the scale-free network model of Barabàsi and Albert [Science 286, 509 (1999)] by proposing a class of stochastic models for scale-free interdependent networks in which interdependent nodes are not randomly connected but rather are connected via preferential attachment (PA). Each network grows through the continuous addition of new nodes, and… (More)

- Boris Podobnik, Plamen Ch Ivanov, Katica Biljakovic, Davor Horvatic, H Eugene Stanley, Ivo Grosse
- Physical review. E, Statistical, nonlinear, and…
- 2005

Motivated by the fact that many empirical time series--including changes of heartbeat intervals, physical activity levels, intertrade times in finance, and river flux values--exhibit power-law anticorrelations in the variables and power-law correlations in their magnitudes, we propose a simple stochastic process that can account for both types of… (More)

- Boris Podobnik, Tomislav Lipic, Davor Horvatic, Antonio Majdandzic, Steven R. Bishop, H. Eugene Stanley
- Scientific reports
- 2015

Estimating the critical points at which complex systems abruptly flip from one state to another is one of the remaining challenges in network science. Due to lack of knowledge about the underlying stochastic processes controlling critical transitions, it is widely considered difficult to determine the location of critical points for real-world networks, and… (More)

Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely believed that critical points are difficult to estimate, and it is even more difficult, if not impossible, to predict the… (More)

Real-world attacks can be interpreted as the result of competitive interactions between networks, ranging from predator-prey networks to networks of countries under economic sanctions. Although the purpose of an attack is to damage a target network, it also curtails the ability of the attacker, which must choose the duration and magnitude of an attack to… (More)

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