Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene The \(q\)-dependent detrended cross-correlation analysis of stock market. (English) Zbl 1459.91230 J. Stat. Mech. Theory Exp. 2018, No. 2, Article ID 023402, 28 p. (2018). MSC: 91G80 91D30 PDFBibTeX XMLCite \textit{L. Zhao} et al., J. Stat. Mech. Theory Exp. 2018, No. 2, Article ID 023402, 28 p. (2018; Zbl 1459.91230) Full Text: DOI arXiv
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; Podobnik, Boris; Xie, Chi; Stanley, H. Eugene; Zhou, Wei-Xing Short term prediction of extreme returns based on the recurrence interval analysis. (English) Zbl 1400.91549 Quant. Finance 18, No. 3, 353-370 (2018). MSC: 91G10 PDFBibTeX XMLCite \textit{Z.-Q. Jiang} et al., Quant. Finance 18, No. 3, 353--370 (2018; Zbl 1400.91549) Full Text: DOI arXiv
Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H. A generalization of random matrix theory and its application to statistical physics. (English) Zbl 1390.60040 Chaos 27, No. 2, 023104, 5 p. (2017). MSC: 60B20 PDFBibTeX XMLCite \textit{D. Wang} et al., Chaos 27, No. 2, 023104, 5 p. (2017; Zbl 1390.60040) Full Text: DOI Link
Podobnik, Boris; Jusup, Marko; Kovac, Dejan; Stanley, H. E. Predicting the rise of EU right-wing populism in response to unbalanced immigration. (English) Zbl 1373.93004 Complexity 2017, Article ID 1580526, 12 p. (2017). MSC: 93A10 91B74 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Complexity 2017, Article ID 1580526, 12 p. (2017; Zbl 1373.93004) Full Text: DOI arXiv
Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (English) Zbl 1400.91396 Physica A 462, 1091-1102 (2016). MSC: 91B80 91B84 62P05 PDFBibTeX XMLCite \textit{V. Gontis} et al., Physica A 462, 1091--1102 (2016; Zbl 1400.91396) Full Text: DOI arXiv
Jiang, Zhi-Qiang; Canabarro, Askery; Podobnik, Boris; Stanley, H. Eugene; Zhou, Wei-Xing Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets. (English) Zbl 1400.91664 Quant. Finance 16, No. 11, 1713-1724 (2016). MSC: 91G70 PDFBibTeX XMLCite \textit{Z.-Q. Jiang} et al., Quant. Finance 16, No. 11, 1713--1724 (2016; Zbl 1400.91664) Full Text: DOI arXiv
Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene Stanley, H. Systemic risk and causality dynamics of the world international shipping market. (English) Zbl 1395.90032 Physica A 415, 43-53 (2014). MSC: 90B06 91B80 91G80 PDFBibTeX XMLCite \textit{X. Zhang} et al., Physica A 415, 43--53 (2014; Zbl 1395.90032) Full Text: DOI
Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene Linking agent-based models and stochastic models of financial markets. (English) Zbl 1355.91084 Proc. Natl. Acad. Sci. USA 109, No. 22, 8388-8393 (2012). MSC: 91G70 91B69 PDFBibTeX XMLCite \textit{L. Feng} et al., Proc. Natl. Acad. Sci. USA 109, No. 22, 8388--8393 (2012; Zbl 1355.91084) Full Text: DOI
Podobnik, Boris; Wang, Duan; Stanley, H. Eugene High-frequency trading model for a complex trading hierarchy. (English) Zbl 1278.91100 Quant. Finance 12, No. 4, 559-566 (2012). MSC: 91B60 91B70 91G70 91G80 60G22 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Quant. Finance 12, No. 4, 559--566 (2012; Zbl 1278.91100) Full Text: DOI
Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M.; Stanley, H. Eugene Cross-correlations between volume change and price change. (English) Zbl 1203.91208 Proc. Natl. Acad. Sci. USA 106, No. 52, 22079-22084 (2009). MSC: 91B69 91G70 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Proc. Natl. Acad. Sci. USA 106, No. 52, 22079--22084 (2009; Zbl 1203.91208) Full Text: DOI arXiv