Istraživanje dugodosežnih korelacija i stohastično modeliranje na nivou stanice
(114-0352827-1370)
| |
|
|
| |
Izvorni znanstveni i pregledni radovi u CC časopisima
|
| |
1. 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 (članak, znanstveni).  
|
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 (članak, znanstveni).
|
3. 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 (članak, znanstveni).
|
4. 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 (članak, znanstveni).
|
5. 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 (članak, znanstveni).
|
6. Podobnik, Boris; Horvatić, Davor; Dickison, Mark; Stanley, H.E.
Preferential attachment in the interaction between dynamically generated interdependent networks. // Europhysics letters. 100 (2012) , 5; 50004-1-50004-6 (članak, znanstveni).
|
7. Podobnik, Boris; Wang, Duan; Stanley, H.E.
High-frequency trading model for a complex trading hierarchy. // Quantitative finance. 12 (2012) , 4; 559-566 (članak, znanstveni).
|
8. Zheng, Zeyu; Yamasaki, Kazuko; Tenenbaum, Joel; Podobnik, Boris; Tamura, Yoshiyasu; Stanley H. Eugene.
Scaling of seismic memory with earthquake size. // Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 86 (2012) , 1; 011107-1-011107-8 (članak, znanstveni).
|
9. Horvatić, Davor; Stanley, Eugene H.; Podobnik Boris.
Detrended cross-Correlation analysis for non-stationary time series with periodic trends. // Europhysics Letters. 94 (2011) , 1; 18007-1-18007-6 (članak, znanstveni).
|
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; 066118-1-066118-7 (članak, znanstveni).
|
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 (članak, znanstveni).
|
12. Shao, Jia; Ivanov, Plamen Ch., Urošević, Branko; Stanley, Eugene H.; Podobnik, Boris.
Zipf rank approach and cross-country convergence of incomes. // Europhysics Letters. 94 (2011) , 4; 48001--48001-6 (članak, znanstveni).
|
13. Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley H.Eugene.
Quantifying and modeling long-range cross-correlations in multiple time series with applications to world stock indices. // Physical Review E. 83 (2011) , 4; 046121-1-046121-9 (članak, znanstveni).
|
14. Petersen, A. M.; Podobnik, Boris; Horvatić, Davor; Stanley H.E.
Scale invariant properties of public debt growth. // Europhysics Letters. 90 (2010) , 3; 38006-38011 (članak, znanstveni).
|
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 (članak, znanstveni).
|
16. Podobnik, Boris; Wang, Duan; Horvatić, Davor; Grosse, Ivo; Stanley H. Eugene.
Time-lag cross-correlations in collective phenomena. // Europhysics Letters. 90 (2010) , 6; 68001-1-68001-6 (članak, znanstveni).
|
17. 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; 046104-1-046104-6 (članak, znanstveni).
|
18. Podobnik, Boris; Grosse, Ivo; Horvatić, Davor; Ilić, Suzana; Ivanov, Plamen Ch; Stanley, H. Eugene.
Quantifying cross-correlations using local and global detrending approaches. // European Physical Journal B. 71 (2009) ; 243-250 (članak, znanstveni).
|
19. 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 (članak, znanstveni).
|
20. 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 (članak, znanstveni).
|
21. Podobnik, Boris; Horvatić, Davor; Petersen M. Alexander; Njavro, Mato; Stanley, H. Eugene.
Common scaling behavior in finance and macroeconomics. // European Physical Journal B. 76 (2009) , 4; 487-490 (članak, znanstveni).
|
22. 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) (članak, znanstveni).
|
23. 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 (članak, znanstveni).
|
24. Podobnik, Boris; Horvatić, Davor; Pammolli, Fabio; Wang, Fengzhong; Stanley, H. Eugene; Grosse Ivo.
Size-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 (članak, znanstveni).
|
25. Podobnik, Boris; Jagric, Timmotej; Jagric, Vita.
Implications and Consequences of Basel II for Slovenian Banking sector. // Ekonomicky Casopis. 56 (2008) , 3; 296-310 (članak, znanstveni).
|
26. 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 (članak, znanstveni).
|
27. Podobnik, Boris; Stanley, H. Eugene.
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series. // Physical Review Letters. 100 (2008) ; 084102-1-084102-4 (članak, znanstveni).
|
28. Krstić, Vladimir; Maglica, Željka; Čipčić Paljetak, Hana; Podobnik, Boris; Pavin, Nenad.
Min-protein oscillations in E. Coli: three-dimensional off-lattice stochastic reaction-diffusion model. // Journal of Statistical Physics. 128 (2007) , 1/2; 5-20 (članak, znanstveni).
|
29. Podobnik, Boris, Balen, Vanco; Jagric, Timotej; Kolanović, Marko.
Croatian and Slovenian Mutual funds and Bosnian investments funds. // Czech Journal of Economics and Finance. 57 (2007) ; 159-177 (članak, znanstveni).
|
30. 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 (članak, znanstveni).
|
31. 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 (članak, znanstveni).
|
|
|
|
|
| |
Znanstveni radovi u drugim časopisima
|
| |
1. Ahec Sonje, Amina; Podobnik, Boris; Vizek, Maruška.
Long-run relationship between exports and imports in transition European countries. // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb. 61 (2010) , 1/2; 3-18 (članak, znanstveni).
|
2. Pehlivanovic, Beco; Adrovic, Feriz; Saric, Iva; Podobnik, Boris.
Indoor radon concentration measurment in muncipality of Bihac. // Zbornik radova (Građevinski fakultet Sveučilišta u Rijeci). 12 (2009) ; 149-155 (članak, znanstveni).
|
3. Jagrič, Vita; Jagrič, Timotej; Podobnik, Boris.
Implications 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 (članak, znanstveni).
|
4. Podobnik, Boris; Biljaković, Katica.
Scientific Output of Croatian Universities: Comparison with Neighbouring Countries. // Interdisciplinary description of complex systems. 6 (2008) , 1; 28-36 (članak, znanstveni).
|
5. Jagrić, Timotej; Podobnik, Boris; Balen, Vanco, Kolanović, Marko; Jagrić, Vita.
Stock market performance analysis for three European emerging stock markets. // The business review, Cambridge. 8 (2007) , 1; 67-74 (članak, znanstveni).
|
|
|
|
|
|
|
| |
Drugi radovi u zbornicima skupova s recenzijom
|
| |
1. Biljaković, Katica; Starešinić, Damir; Dominko, Damir; Crljenica, Ivica; Podobnik, Boris; Golub, Anton.
Požari 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. 91-97 (predavanje,domaća recenzija,objavljeni rad,znanstveni).
|
|
|
|
|
|
|
|
|
Sadržaj objavljen na bib.irb.hr (osim ako je drugačaije navedeno) podložan je pravilima Creative Commons licence
