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URI: http://hdl.handle.net/2144/1010

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  • Confidence and self-attribution bias in an artificial stock market 

    Bertella, Mario A.; Pires, Felipe R.; Rego, Henio H.A.; Silva, Jonathas N.; Vodenska, Irena; Stanley, H. Eugene (PUBLIC LIBRARY SCIENCE, 2017-02-23)
    Using an agent-based model we examine the dynamics of stock price fluctuations and their rates of return in an artificial financial market composed of fundamentalist and chartist agents with and without confidence. We find ...
  • Cascading failures in bi-partite graphs: model for systemic risk propagation 

    Huang, Xuqing; Vodenska, Irena; Havlin, Shlomo; Stanley, H. Eugene (NATURE PUBLISHING GROUP, 2013-02-05)
    As economic entities become increasingly interconnected, a shock in a financial network can provoke significant cascading failures throughout the system. To study the systemic risk of financial systems, we create a bi-partite ...
  • Cohesiveness in financial news and its relation to market volatility 

    Piskorec, Matija; Antulov-Fantulin, Nino; Novak, Petra Kralj; Mozetic, Igor; Grcar, Miha; Vodenska, Irena; Smuc, Tomislav (NATURE PUBLISHING GROUP, 2014-05-22)
    Motivated by recent financial crises, significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said regarding the influence of financial news ...
  • Multiple tipping points and optimal repairing in interacting networks 

    Majdandzic, Antonio; Braunstein, Lidia A.; Curme, Chester; Vodenska, Irena; Leyy-Carciente, Sary; Stanley, H. Eugene; Havlin, Shlomo (NATURE PUBLISHING GROUP, 2016-03-01)
    Systems composed of many interacting dynamical networks—such as the human body with its biological networks or the global economic network consisting of regional clusters—often exhibit complicated collective dynamics. Three ...
  • Partial correlation analysis: applications for financial markets 

    Kenett, Dror Y.; Huang, Xuqing; Vodenska, Irena; Havlin, Shlomo; Stanley, H. Eugene (ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2015-04-03)
    The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity ...
  • Squeezing in the weakly interacting uniform Bose-Einstein condensate 

    Haque, Masudul; Ruckenstein, Andrei E. (AMERICAN PHYSICAL SOC, 2006-10-01)
    We investigate the presence of squeezing in the weakly repulsive uniform Bose gas, in both the condensate mode and in the nonzero opposite-momenta mode pairs, using two different variational formulations. We explore the ...
  • Optimal path to epigenetic switching 

    Roma, D. M.; O'Flanagan, R. A.; Ruckenstein, A. E.; Sengupta, A. M.; Mukhopadhyay, R. (AMERICAN PHYSICAL SOC, 2005-01-01)
    We use large deviation methods to calculate rates of noise-induced transitions between states in multistable genetic networks. We analyze a synthetic biochemical circuit, the toggle switch, and compare the results to those ...
  • Transition temperature of dilute, weakly repulsive Bose gas 

    Haque, Masudul; Ruckenstein, Andrei E. (2002-12-25)
    Within a quasiparticle framework, we reconsider the issue of computing the Bose-Einstein condensation temperature (T_c) in a weakly non-ideal Bose gas. The main result of this and previous investigations is that T_c increases ...
  • Transverse spin diffusion in a dilute spin-polarized degenerate Fermi gas 

    Golosov, D. I.; Ruckenstein, A. E. (SPRINGER/PLENUM PUBLISHERS, 1998-08-01)
    We re-examine the calculation of the transverse spin-diffusion coefficient in a dilute degenerate spin-polarized Fermi gas, for the case of s-wave scattering. The special feature of this limit is that the dependence of the ...
  • Charge-gap and spin-gap formation in exactly solvable Hubbard chains with long-range hopping 

    GEBHARD, F.; GIRNDT, A.; RUCKENSTEIN, A. E. (AMERICAN PHYSICAL SOC, 1994-04-15)
    We discuss the transition from a metal to charge- or spin-insulating phases characterized by the opening of a gap in the charge- or spin-excitation spectra, respectively. These transitions are addressed within the context ...

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