Papers
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Wen-Jie Xie, Ming-Xia Li, Zhi-Qiang Jiang, Qun-Zhao Tan
, Boris Podobnik, Wei-Xing Zhou, and H. Eugene Stanley
''Skill complementarity enhances heterophily in collaboration networks''
Scientific Reports 6, Article number: 18727 (2016).
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Marko Jusupa, Shingo Iwamia, Boris Podobnikc, H. Eugene Stanleyc
Dynamically rich, yet parameter-sparse models for spatial epidemiology: Comment on ''Coupled disease\u2013behavior dynamics on complex networks: A review'' by Z. Wang et al.
Physics of Life Reviews, 15, 43--46 (2015).
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B. Podobnikc, V. Vukovic, and H. E. Stanley,
Does the Wage Gap between Private and Public Sectors Encourage Political Corruption?
PLoS ONE 10(10): e0141211. DOI:10.1371/journal.pone.0141211 (2015).
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B. Podobnik, D. Horvatic, T. Lipic, M. Perc, J. M. Buldu, and H. E. Stanley
The Cost of Attack in Competing Networks,
Journal of the Royal Society Interface, to be published (2015).
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B. Podobnik, T. Lipic, D. Horvatic, A. Majdandzic, S. R. Bishop, and
H. Eugene Stanley,
Predicting the Lifetime of Dynamic Networks Experiencing
Persistent Random Attacks,
Sientific Reports 5, Article number: 14286 (2015).
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Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Jiang, Boris Podobnik, Wei-Xing Zhou, H. Eugene Stanley, Detrended partial cross-correlation analysis of two time series influenced by common external forces,
Phys. Rev. E 91, 062816 (2015).
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Joung-Hun Lee, Marko Jusup, Boris Podobnik, and Yoh Iwasa,
Agent-Based Mapping of Credit Risk for Sustainable Microfinance
PLoS ONE 10(5): e0126447. doi:10.1371/journal.pone.0126447 (2015).
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M. A. Bertella, H. A. Rego, C. Neris Jr., J. N. Silva, B. Podobnik,
and H. E. Stanley, Interaction between Fiscal and Monetary Policy in a Dynamic Nonlinear Model,
PLoS ONE 10[3], e0118917 (2015).
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X. Zhang, B. Podobnik, D. Y. Kenett, and H. E. Stanley, "Systemic Risk and Causality Dynamics of the World International Shipping Market,"
Physica A 415, 43-53 (2014).
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B. Podobnik, D. Horvatic, F. Ling, M. Bertella, Baowen Li, Systemic risk in dynamical networks with
stochastic failure criterion,
EPL 106 68003 (2014).
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B. Podobnik, A. Majdandzic, C. Curme, Zhi Qiao, Wei Xing Zhou, H. E. Stanley, Baowen Li, Network risk and forecasting power in phase-flipping dynamical networks,
Phys. Rev. E 89, 042807 (2014).
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A. Avakian, B. Podobnik, M. Piskor, H. E. Stanley,
Capital death in the world market,
Phys. Rev. 89, 032805 (2014).
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A. Majdandzic, B. Podobnik,S. V. Buldyrev, D. Y. Kenett, S. Havlin,
H. Eugene Stanley,
Spontaneous recovery in dynamical networks,
Nature Physics, 10, 34 (2014).
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Hao Meng, Wen-Jie Xie, Zhi-Qiang Jiang, Boris Podobnik,
Wei-Xing Zho & H. Eugene Stanley,
Systemic risk and spatiotemporal dynamics of the US housing market,
Scientific Reports 4, doi:10.1038/srep03655 (2014)
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B. Podobnik, B. E. Baaquie, S. Bishop, Dj. Njavro and B. Li,
Growth Versus Government
Management Improvement During
Economic Downturn,
Scientific Reports 3, doi:10.1038/srep01612 (2013)
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Z-Q. Jiang, W.-J. Xie, M.-X. Li, B. Podobnik, W-X. Zhou, H. E. Stanley,
Calling Patterns in Human Communication Dynamics,
Proceedings of the National Academy of
Sciences of the USA, 110(5) 1600-1605 (2013)
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B. Podobnik, D. Horvatic, M. Dickison and H. E. Stanley,
Preferential attachment in the interaction between dynamically
generated interdependent networks,
Europhys. Lett. 100, 50004 (2012).
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Z. Zheng, B. Podobnik, L. Feng, and B. Li,
Changes in Cross-Correlations as an Indicator for Systemic Risk,
Scientific Reports 2:888 doi:10.1038/srep00888 (2012)
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Boris Podobnik, Davor Horvatic, Dror Y. Kenett, and H.Eugene Stanley:
The Competitiveness versus the Wealth of a Country,
Scientific Reports 2, doi:10.1038/srep00678 (2012)
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Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum,
Boris Podobnik, Yoshiyasu Tamura, and H.Eugene Stanley:
Scaling of seismic memory with earthquake size,
Physical Review E 86, 011107 (2012)
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Boris Podobnik, Davor Horvatic, Djuro Njavro, Mato Njavro, H. Eugene Stanley
Scaling of Growth Rate Volatility for Six Macroeconomic
Variables,
Contemporary Economics 6, 20-25 (2012).
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Feng Ling, Li Baowen, Boris Podobnik, T. Preis, and H.Eugene Stanley:
Linking Agent-Based Models and Stochastic Models of Financial Markets,
Proceedings of the National Academy of
Sciences of the USA 109 (22) 8388-8393 (2012)
(2012)
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Boris Podobnik, Duan Wang, and H.Eugene Stanley:
High-frequency trading model for a complex trading hierarchy,
Quantitative Finance 12 559-566 (2012)
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Igor Gvozdanovic, Boris Podobnik, Duan Wang, and H.Eugene Stanley:
1/f behavior in cross-correlations between absolute returns in a US market,
Physica A 391 2860-2866 (2012)
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Boris Podobnik, Zhi-Qiang Jiang, Wei-Xing Zhou, and H.Eugene Stanley:
Statistical tests for power-law cross-correlated processes,
Physical Review E 84, 066118 (2011)
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Boris Podobnik, Aljosa Valentincic, Davor Horvatic, H.Eugene Stanley:
Asymmetric Levy Flight in Financial Ratios,
Proceedings of the National Academy of
Sciences of the USA 108 (44) 17883-17888 (2011)
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Jia Shao, Plamen Ch Ivanov, Branko Urosevic, H.Eugene Stanley,
Boris Podobnik:
Zipf rank approach and cross-country convergence of
incomes,
Europhysics Letters 94, 48001 (2011)
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Duan Wang, Boris Podobnik, Davor Horvatic, H.Eugene Stanley:
Quantifying and modeling long-range cross correlations
in multiple time series with applications to world
stock indices,
Physical Review E 83, 046121 (2011)
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Davor Horvatic, H.Eugene Stanley, Boris Podobnik:
Detrended cross-Correlation analysis for non-stationary time
series with periodic trends,
Europhysics Letters 94, 18007 (2011)
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Boris Podobnik, Davor Horvatic, Alexander Petersen,
Branko Urosevic, H. Eugene Stanley:
Bankruptcy risk model and empirical tests,
Proceedings of the National Academy of
Sciences of the USA, 107 no. 43 18325-18330 (2010)
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Joel Tenenbaum, Davor Horvatic, Slavica Cosovic Bajic, Beco Pehlivanovic,
Boris Podobnik, H. Eugene Stanley:
Comparison between response dynamics in transition economies and
developed economies,
Physical Review E 82 046104 (2010)
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Boris Podobnik, Duan Wang, Davor Horvatic,
Ivo Grosse, H. Eugene Stanley:
Time-lag cross-correlations in collective phenomena,
Europhysics Letters, 90 (6) 68001 (2010)
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A. M. Petersen, B. Podobnik, D. Horvatic, H. E. Stanley:
Scale invariant properties of public debt growth,
Europhysics Letters, 90 38006 (2010)
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Boris Podobnik, Davor Horvatic, Alexander Petersen,
Mato Njavro, H. Eugene Stanley:
Common scaling behavior in finance and macroeconomics,
European Physical Journal B 76 No. 4 p. 487-490 (2010)
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Boris Podobnik, Davor Horvatic, Alexander Petersen,
H. Eugene Stanley:
Cross-Correlations between Volume Change and Price Change,
Proceedings of the National Academy of
Sciences of the USA, 106:22079-22084 (2009)
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B. Podobnik, I. Grosse, D. Horvatic, S. Ilic, P. Ch. Ivanov, and H. E. Stanley,
Quantifying Cross-Correlations Using Local and Global Detrending Approaches,
Eur. Phys. J. B 71, 243-250 (2009)
- Boris Podobnik, Davor Horvatic, Alexander Petersen,
H.Eugene Stanley:
Quantitative relations between risk, return and firm size,
Europhysics Letters, 85, 50003 (2009)
- Boris Podobnik, Davor Horvatic, Joel N. Tenenbaum,
H.Eugene Stanley:
Asymmetry in power-law magnitude correlations,
Physical Review E Rapid Communication, E 80, 015101 (2009)
- B. Podobnik and
K. Biljakovic:
Scientific output of Croatian universities: comparison with
neighboring countries
Indecs 6(1), 28 (2008)
- B. Podobnik, D. Horvatic, A. Lam,
H. E. Stanley, P. Ch. Ivanov:
Modeling long-range cross-correlations in two-component
ARFIMA and FIARCH processes,
Physica A 387, 3954 (2008).
- B. Podobnik, J. Shao, D. Njavro, P. Ch. Ivanov,
H. E. Stanley:
Influence of corruption on economic growth rate and foreign investments,
European Physical Journal B 63, 547 (2008)
- B. Podobnik and H. E. Stanley:
Detrended
Cross-Correlation Analysis: A New
Method for Analyzing Two Non-stationary Time Series,
Phys. Rev. Lett. 100 No 8, 084102 (2008)
- B.
Podobnik, T. Jagric, V. Jagric:
Implications and Consequences of Basel II for Slovenian Banking sector,
Journal of Economics/Ekonomicky casopis 03, 296-310 (2008)
- Boris Podobnik, Davor Horvatic, Fabio Pammolli,
Fengzhong Wang, H.Eugene Stanley, I. Grosse:
Size-dependent standard deviation for growth rates: Empirical
results and theoretical modeling,
Physical Review E 77 (5), 056102 (2008)
- Vita Jagric, Timotej Jagric, Boris Podobnik:
Implications and Consequences of Basel II for Banking Sector of a
Small Open Transition Economy - a Case of Slovenia,
Banks and Bank Systems, vol 1, 26-32 2008
- B. Podobnik, J. Shao,
N. Dokholyan, V. Zlatic,
H. E. Stanley, and I. Grosse:
Similarity and dissimilarity in correlations of genomic DNA
Physica A 373(1) 497-502 (2007)
- V. Krstic, Z. Maglica, B. Podobnik,
N. Pavin:
Min-protein oscillations in E. Coli: three-dimensional
off-lattice stochastic reaction-diffusion model,
Journal of Statistical Physics 128(1-2), 5-20 (2007)
- B. Podobnik, Dongfeng Fu, H.E. Stanley,
P. Ch. Ivanov:
Power-law Autocorrelated Stochastic Processes with Long-range
Cross-correlations:
European Physical Journal B
Complex Systems - Interdisciplinary Physics 56, 47-52 (2007)
- J. Shao,
P. Ch. Ivanov, B. Podobnik, H.E.
Stanley:
Quantitative relations between corruption and economics factors,
European Physical Journal B
Complex Systems - Interdisciplinary Physics 56 No2,
157-166 (2007)
- B. Podobnik, Vanco Balen, Timotej Jagric,
Marko Kolanovic:
Croatian and Slovenian Mutual funds and Bosnian investments funds,
Czech Journal of Economics and Finance, 57 No 3-4, 159-177 (2007)
- B. Podobnik, D. Fu, T. Jagric,
I. Grosse,
H. E. Stanley:
Fractionally integrated process for transition economics,
Physica A 362(2) 465-470 (2006)
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T. Jagric, B. Podobnik, M.
Kolanovic, Vita Jagric:
Modeling some Properties of Stock Markets in Transition Economics,
Journal of Economics 8, 816-829 (August 2006)
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Timotej Jagric, Sebastjan Strasek, Marko Kolanovic, Boris
Podobnik: The Performance of Slovenian Mutual Funds
Slovene Studies 26, 1-2, page 81 (2005)
.
- B. Podobnik, P. Ch. Ivanov, V. Jazbinsek,
Z. Trontelj,
H. E. Stanley,
I.
Grosse:
Power-law correlated processes with asymmetric distributions,
Phys. Rev. E Rapid
Communication 71(2), 025104(R) (2005)
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T. Jagric, M. Kolanovic, and B. Podobnik:
Does the Efficient Market Hypothesis Hold? Evidence
from Six Transition Economies,
Eastern European Economics 43(4), July, 85-110 (2005)
.
- B. Podobnik, P. Ch. Ivanov,
K. Biljakovic, D. Horvatic,
H. E. Stanley,
I. Grosse:
Fractionally integrated process with power-law correlations in variables and
magnitudes,
Phys. Rev. E 72(2), Aug, 026121 (2005)
- P. Ch. Ivanov, A. Yuen, B. Podobnik, Y. Lee:
Common scaling patterns in intratrade times of U.S. Stocks,
Phys. Rev. E 69, 056107 (2004)
- B. Podobnik, I. Grosse, P.Ch. Ivanov, K. Matia,
and H. E. Stanley: ARCH-GARCH approaches to modeling high-frequency
financial data,
Physica A 344 (1-2): 216-220 (2004)
.
- D. Klabucar, K. Kumericki, D. Mekterovic, B. Podobnik:
On the instanton--induced portion of the nucleon strangeness II:
the MIT model beyond the linearized approximation,
Eur.Phys.J. C 29, 71-78 (2003)
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K. Biljakovic, D. Nestic, B. Podobnik: Raspodjela dohotka u Hrvatskoj u
svjetlu zakona statisticke fizike. Financijska teorija i praksa 27 (2)
page 213 (2003)
- B. Podobnik,
Ivo Grosse,
H. E. Stanley:
Stochastic processes with power-law stability and the
crossover in power-law correlations,
Physica A 316, 153 (2002)
- B. Podobnik, K. Matia, A. Chessa,
P. Ch. Ivanov, Y. Lee,
H. E. Stanley:
Time evolution of stochastic processes with correlations in the
variance:
stability in power-law tails of distributions,
Physica A 300, 300-309
(2001)
- P.Ch. Ivanov, B. Podobnik, H. E. Stanley,
Truncated Levy process with scale-invariant behavior,
Physica A 299, 154-160 (2001).
- B. Podobnik,
P. Ch. Ivanov, Y. Lee, A. Chessa,
H. E. Stanley:
Systems with correlations in the variance:
Generating power-law tails in probability distributions,
Europhys. Lett. 50, (2000) 711
- B. Podobnik,
P. Ch. Ivanov, Y. Lee,
H. E. Stanley:
Scale-invariant truncated Levy flight,
Europhys. Lett. 52, (2000) 491
- D. Horvat, D. Horvatic, B. Podobnik, D. Tadic:
The extended chiral quark model in a Tamm-Dancoff inspired approximation,
Fizika B9, (2000) 4, 181
- D. Horvat, B. Podobnik, D. Tadic:
Nucleon static properties in a Tamm-Dancoff inspired approximation,
Fizika B7 (1998) 3, 127
- D. Horvat, B. Podobnik, D. Tadic,
Chiral quark model in a Tamm-Dancoff inspired approximation,
Phys. Rev. D58 034003 (1998)
- P. Ring,
D. Vretenar, B. Podobnik,
Double giant resonances in time-dependent relativistic mean-field
theory: Nucl. Phys. A598 (1996) 107
- B. Podobnik, P. Ring, D. Vretenar:
Relativistic mean-field description of collective motion
in nuclei: the pion field,
Z. Phys. A354 (1996) 375
- D. Horvat, B. Podobnik, D. Tadic:
A non-hedgehog solution for the chiral bag,
Fizika B4
(1995) 71
- D. Horvat, B. Podobnik, D. Tadic:
Vector mesonic phase and the chiral bag model,
Fizika B2,
(1993) 49
Proceedings
Proceedings
- D. Horvat, B. Podobnik, and D. Tadic:
Nucleon static properties and chiral symmetry in a
constituent quark model,
Proceedings of the International
Conference, Hadron structure '96, Stara Lesna 1996, (p. 60-72)
- P. Ch. Ivanov, B. Podobnik, Y. Lee, A. Chessa,
and H. E. Stanley, "Generating Power-Law Tails in Probability
Distributions",
in "Modeling Complex Systems: Sixth Granada Lectures
on Computational Physics", eds. Pedro L. Garrido and Joaquin Marro
(American Institute of Physics [AIP Conf. Proc. 574],
Melville, New York, 2001), p. 95-101.
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Biljakovic, Katica, Nestic, Danijel, Podobnik, Boris:
Raspodjela dohotka u Hrvatskoj u svjetlu zakona statisticke fizike.
Financijska teorija i praksa. Godina XXVII., p. 213-222, (2003).
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Lotric Dolinar, Alesa, Podobnik, Boris. Garch model for Slovenian
stock
market indices. V: Proceedings of the 8th meeting of the Austrian,
Croatian, Hungarian, Italian, Slovenian young statisticians,
Balatonfoldaa241r, 17th-19th October 2003. Budapest: oöovös aoránd
University, Faculty of Social Sciences, p. 55-72, (2003).
- P. Ch. Ivanov, A. Yuen, B. Podobnik, Y. Lee,
"Distributions and Long-Range Correlations in the
Trading of US Stocks", p.51-57 in "The Application of Econophysics:
Proceedings of the Second Nikkei Econophysics Symposium", editor
H. Takayasu, Springer-Verlag, Tokyo, (2004).
- Jagric, Timotej; Kolanovic, Marko; Podobnik, Boris,
Strasek, Sebastijan:
An example of emerging markets: slovenian mutual funds.
Nase gospodarstvo. 51, p 1-2; 33-37, (2005).
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T. Jagric, B. Podobnik, S. Strasek, V. Jagric,
Risk-adjusted performance of mutual funds: Some tests,
South-Eastern Europe Journal of Economics 2, 233-244 (2007).
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T. Jagric, B. Podobnik, V. Balen, M. Kolanovic,
V. Jagric,
Stock market performance analysis for three European emerging
stock markets, The business review, Cambridge vol. 8, no. 1,
p. 67-74. (2007).
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Jagric, Vita; Jagric, 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, p. 26-32 (2008).