J. Kertesz
Most studies of disease spreading consider the underlying social network as obtained without the contagion, though epidemic influences people's willingness to contact others: A "friendly" contact may be turned to "unfriendly" to avoid…
Recently developed concepts and techniques of analyzing complex systems provide new insight into the structure of social networks. Uncovering recurrent preferences and organizational principles in such networks is a key issue to…
The recent high level of interest in weighted complex networks gives rise to a need to develop new measures and to generalize existing ones to take the weights of links into account. Here we focus on various generalizations of the…
Electronic databases, from phone to emails logs, currently provide detailed records of human communication patterns, offering novel avenues to map and explore the structure of social and communication networks. Here we examine the…
Detecting community structure in real-world networks is a challenging problem. Recently, it has been shown that the resolution of methods based on optimizing a modularity measure or a corresponding energy is limited; communities with sizes…
We present numerical results on spontaneous symmetry breaking strain localization in axisymmetric triaxial shear tests of granular materials. We simulated shear band formation using three-dimensional Distinct Element Method with spherical…
Strain in sheared dense granular material is often localized in a narrow region called shear band. Recent experiments in a modified Couette cell provided localized shear flow in the bulk away from the confining walls. The non-trivial shape…
In this study we examine the evolution of price, volume, and the bid-ask spread after extreme 15 minute intraday price changes on the NYSE and the NASDAQ. We find that due to strong behavioral trading there is an overreaction. Furthermore…
Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order to study this problem, we start from an empty graph with no…
Based on theoretical results and simulations, in two-dimensional arrangements of a dense dipolar particle system, there are two relevant local dipole arrangements: (1) a ferromagnetic state with dipoles organized in a triangular lattice,…
This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both are based on correlations between asset returns. However, the…
The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the ``asset tree'' have been studied to reflect the economic taxonomy. The nodes of the tree are identified with stocks…
The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as…
The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns and provides a meaningful economic taxonomy of the stock market. In order to study the dynamics of this asset…
In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be…
We study the time dependent cross correlations of stock returns, i.e. we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect…
Kardar-Parisi-Zhang interface depinning with quenched noise is studied in an ensemble that leads to self-organized criticality in the quenched Edwards-Wilkinson (QEW) universality class and related sandpile models. An interface is pinned at…
The network of Barabasi and Albert, a preferential growth model where a new node is linked to the old ones with a probability proportional to their connectivity, is applied to Brazilian election results. The application of the Sznajd rule,…
We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with probability q) or join an already existing cluster with a…
We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with probability q) or join an already existing cluster with a…