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URI: http://hdl.handle.net/2144/16844

The Boston University Open Access Articles collection contains scholarly publications written by Boston University faculty. This collection primarily consists of scholarly journal articles and published conference proceedings but open access book chapters, reviews, white papers, conference abstracts, and technical reports are also included. These publications are made available in OpenBU, Boston University’s Open Access Institutional Repository under the provisions of the Boston University Open Access Policy or by other arrangement. Note: Some works in this collection are not currently in open access, and are embargoed at the author's request.

Publications in Boston University’s Open Access collection are primarily one of three versions:

  • First Author Draft. This is the author's manuscript prior to formal peer review.
  • Accepted Manuscript. This is the version that exists after peer review, but before final copy editing and publisher formatting. Note: This is NOT publisher proofs.
  • Published Version. This is the final version that appeared in a formal publication such as a peer-reviewed journal, book, or published conference proceeding.

Citations are always given to the final published version, which may differ from the version made available in the repository. Wherever possible, a link or DOI to the final version is provided.

For more information please see the FAQ about Open Access at BU or contact Digital Scholarship Services at disc@bu.edu.

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  • Concussion, microvascular injury, and early tauopathy in young athletes after impact head injury and an impact concussion mouse model 

    Tagge, Chad A.; Fisher, Andrew M.; Minaeva, Olga V.; Gaudreau-Balderrama, Amanda; Moncaster, Juliet A.; Zhang, Xiao-Lei; Wojnarowicz, Mark W.; Casey, Noel; Lu, Haiyan; Kokiko-Cochran, Olga N.; Saman, Sudad; Ericsson, Maria; Onos, Kristen D.; Veksler, Ronel; Senatorov, Vladimir V.; Kondo, Asami; Zhou, Xiao Z.; Miry, Omid; Vose, Linnea R.; Gopaul, Katisha R.; Upreti, Chirag; Nowinski, Christopher J.; Cantu, Robert C.; Alvarez, Victor E.; Hildebrandt, Audrey M.; Franz, Erich S.; Konrad, Janusz; Hamilton, James A.; Hua, Ning; Tripodis, Yorghos; Anderson, Andrew T.; Howell, Gareth R.; Kaufer, Daniela; Hall, Garth F.; Lu, Kun P.; Ransohoff, Richard M.; Cleveland, Robin O.; Kowall, Neil W; Stein, Thor D.; Lamb, Bruce T.; Huber, Bertrand R.; Moss, William C.; Friedman, Alon; Stanton, Patric K.; McKee, Ann C.; Goldstein, Lee E (OXFORD UNIV PRESS, 2018-02-01)
    The mechanisms underpinning concussion, traumatic brain injury, and chronic traumatic encephalopathy, and the relationships between these disorders, are poorly understood. We examined post-mortem brains from teenage athletes ...
  • Noncommutative homological mirror functor 

    Lau, Siu; Cho, Cheol-Hyun; Hong, Hansol
    We formulate a constructive theory of noncommutative Landau-Ginzburg models mirror to symplectic manifolds based on Lagrangian Floer theory. The construction comes with a natural functor from the Fukaya category to the ...
  • 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 ...
  • VGAN-based image representation learning for privacy-preserving facial expression recognition 

    Chen, Jiawei; Konrad, Janusz; Ishwar, Prakash (IEEE, 2018-01-01)
    Reliable facial expression recognition plays a critical role in human-machine interactions. However, most of the facial expression analysis methodologies proposed to date pay little or no attention to the protection of a ...
  • Culturally effective practice with refugees in community health centers: an exploratory study 

    Dubus, Nicole; Davis, Ashley
    The global refugee crisis requires providers of health and behavioral health services to develop culturally-effective practices that can meet the needs of the ever-changing demographics of those being ...
  • Inferring short-term volatility indicators from the Bitcoin blockchain 

    Antulov-Fantulin, Nino; Tolic, Dijana; Piskorec, Matija; Ce, Zhang; Vodenska, Irena (Springer International Publishing, 2019)
    In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional ...
  • Geographically weighted regression in the analysis of the development of information and communication technology in Indonesia 

    Pushpita Dwi, Sari; Jamilatuzzahro; Kanabar, Vijay (CEEOL (www.ceeol.com), 2018-11-30)
    The main purpose of this paper was to analyze the development of Information and Communication Technology (ICT) in Indonesia with Geographically Weighted Regression (GWR) to enable the identification of the variability of ...
  • Interdependencies and causalities in coupled financial networks 

    Vodenska, Irena; Aoyama, Hideaki; Fujiwara, Yoshi; Iyetomi, Hiroshi; Arai, Yuta (PUBLIC LIBRARY SCIENCE, 2016-03-15)
    We explore the foreign exchange and stock market networks for 48 countries from 1999 to 2012 and propose a model, based on complex Hilbert principal component analysis, for extracting significant lead-lag relationships ...

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