Related references
Note: Only part of the references are listed.Financial crises: Uncovering self-organized patterns and predicting stock markets instability
A. Spelta et al.
JOURNAL OF BUSINESS RESEARCH (2021)
Communities and regularities in the behavior of investment fund managers
Andrea Flori et al.
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2019)
Occurrence of the potent mutagens 2-nitrobenzanthrone and 3-nitrobenzanthrone in fine airborne particles
Aldenor G. Santos et al.
SCIENTIFIC REPORTS (2019)
The changing network of financial market linkages: The Asian experience
Biplob Chowdhury et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
Fulvio Corsi et al.
OPERATIONS RESEARCH (2016)
The price of complexity in financial networks
Stefano Battiston et al.
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2016)
COMPLEX SYSTEMS Complexity theory and financial regulation
Stefano Battiston et al.
SCIENCE (2016)
The relationship between the detrendend fluctuation analysis and the autocorrelation function of a signal
Marc Hoell et al.
EUROPEAN PHYSICAL JOURNAL B (2015)
Quantifying Trading Behavior in Financial Markets Using Google Trends
Tobias Preis et al.
SCIENTIFIC REPORTS (2013)
Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price
A. Huesler et al.
JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION (2013)
Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data
Vasilis Dakos et al.
PLOS ONE (2012)
Early warning of climate tipping points from critical slowing down: comparing methods to improve robustness
T. M. Lenton et al.
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES (2012)
Anticipating Critical Transitions
Marten Scheffer et al.
SCIENCE (2012)
Detecting early-warning signals for sudden deterioration of complex diseases by dynamical network biomarkers
Luonan Chen et al.
SCIENTIFIC REPORTS (2012)
Detrended fluctuation analysis: a scale-free view on neuronal oscillations
Richard Hardstone et al.
FRONTIERS IN PHYSIOLOGY (2012)
STRESS TESTING THE RESILIENCE OF FINANCIAL NETWORKS
Hamed Amini et al.
INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (2012)
Herd behavior in a complex adaptive system
Li Zhao et al.
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2011)
Switching processes in financial markets
Tobias Preis et al.
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2011)
Complexity, concentration and contagion
Prasanna Gai et al.
JOURNAL OF MONETARY ECONOMICS (2011)
Community detection in graphs
Santo Fortunato
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS (2010)
Contagion in financial networks
Prasanna Gai et al.
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES (2010)
Early-warning signals for critical transitions
Marten Scheffer et al.
NATURE (2009)
Economic Networks: The New Challenges
Frank Schweitzer et al.
SCIENCE (2009)
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
Thomas C. Chiang et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2007)
Optimal investment strategies in decentralized renewable power generation under uncertainty
S. -E. Fleten et al.
ENERGY (2007)
A decomposition of global linkages in financial markets over time
KJ Forbes et al.
REVIEW OF ECONOMICS AND STATISTICS (2004)
Differences of opinion, short-sales constraints, and market crashes
H Hong et al.
REVIEW OF FINANCIAL STUDIES (2003)
A theory of power-law distributions in financial market fluctuations
X Gabaix et al.
NATURE (2003)
Critical market crashes
D Sornette
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS (2003)
No contagion, only interdependence: Measuring stock market comovements
KJ Forbes et al.
JOURNAL OF FINANCE (2002)
Modeling the stylized facts in finance through simple nonlinear adaptive systems
CH Hommes
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2002)
Predictability of catastrophic events: Material rupture, earthquakes, turbulence, financial crashes, and human birth
D Sornette
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA (2002)
Technological change and network dynamics - Lessons from the pharmaceutical industry
L Orsenigo et al.
RESEARCH POLICY (2001)
Share Paper
