Showing 1–16 of 16 results
/ Date/ Name
Nov 11, 1999Dynamics of competition between collectivity and noise in the stock marketMar 29, 2001Dynamics of correlations in the stock marketAug 12, 2002Are the contemporary financial fluctuations sooner converging to normal?Mar 1, 2005Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010Jan 5, 1999Imprints of log-periodic self-similarity in the stock marketFeb 22, 2001Quantifying dynamics of the financial correlationsAug 3, 2001Decomposing the stock market intraday dynamicsNov 29, 2000Towards identifying the world stock market cross-correlations: DAX versus Dow JonesSep 25, 2002Log-periodic self-similarity: an emerging financial law?Oct 28, 2022Brain Modeling for Control: A ReviewApr 12, 2018Herding Positive, Complex NetworksSep 12, 2018Going Viral: Stability of Consensus-Driven Adoptive SpreadApr 17, 2019Herdability of Linear Systems Based on Sign Patterns and Graph StructuresApr 11, 2018Stability of Leaderless Resource Consumption NetworksJan 10, 2019Stability and Sustainability of Resource Consumption NetworksApr 11, 2018Herdable Systems Over Signed, Directed Graphs