13.07.2017.

Detrended Partial Cross-correlation Analysis of two nonstationary time series influenced by common external forces

Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Yiang, Boris Podobnik, HE Stanley

Physical Review E - 91 062816

Q1

01.07.2017.

How Fear of Future Outcomes Affects Social Dynamics

Boris PodobnikEmail authorMarko JusupZhen WangH. Eugene Stanley

Journal of Statistical Physics - 167 1007–1019

21.07.2016.

A generalization of random matrix theory and its application to statistical physics

D Wang, X Zhang, D Horvatic, B Podobnik, H Eugene Stanley

Chaos - 27 023104A

14.07.2016.

To Invest or Not to Invest, That Is the Question: Analysis of Firm Behavior under Anticipated Shocks

D Kovac, V Vukovic, N Kleut, B Podobnik

PloS one - 11 e0158782

08.07.2016.

Estimating tipping points in feedback-driven financial networks

Z Kostanjčar, S Begušić, HE Stanley, B Podobnik

IEEE Journal of Selected Topics in Signal Processing - 10 1040-1052

08.07.2016.

Cities' influence on spatial epidemics: Comment on" Pattern transitions in spatial epidemics: Mechanisms and emergent properties

B Podobnik, T Lipic, I Bojic, N Antulov-Fantulin

Physics of life reviews 19, 90 - 19 90

07.07.2016.

Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets

ZQ Jiang, A Canabarro, B Podobnik, HE Stanley, WX Zhou

Quantitative Finance - 16 1713-1724

01.07.2016.

Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

V Gontis, S Havlin, A Kononovicius, B Podobnik, HE Stanley

Physica A - 462 1091-1102

01.07.2016.

Skill complementarity enhances heterophily in collaboration networks

WJ Xie, MX Li, ZQ Jiang, QZ Tan, B Podobnik, WX Zhou, HE Stanley

Scientific reports - 6 18727

30.06.2016.

Classical convergence versus Zipf rank approach: Evidence from China’s local-level data

P Tang, Y Zhang, BE Baaquie, B Podobnik

Physica A - 443 246-253

14.07.2015.

Interaction between Fiscal and Monetary Policy in a Dynamic Nonlinear Model

M. A. Bertella, H. A. Rego, C. Neris Jr., J. N. Silva, B. Podobnik, and H. E. Stanley

PLoS ONE - 10 e0118917

14.07.2015.

Dynamically rich, yet parameter-sparse models for spatial epidemiology Comment on “Coupled disease–behavior dynamics on complex networks: A review” by Z. Wang et al.

M Jusup, S Iwami, B Podobnik, HE Stanley Wang et al. Phys. Life Rev 15, 43-46

Phys. Life Rev - 15 43-46

13.07.2015.

Risk-adjusted performance of mutual funds: some tests

T Jagric, B Podobnik, S Strasek, V Jagric

South-eastern Europe journal of Economics - 5

01.07.2015.

Does the Wage Gap between Private and Public Sectors Encourage Political Corruption?

B Podobnik, V Vukovic, HE Stanley

PloS one - 10 e0141211

2015.

Agent-Based Mapping of credit risk for sustainable microfinance

JH Lee, M. Jusup, B. Podobnik, Iwasa Y

Plos One - 10 126447

2015.

Predicting the Lifetime of Dynamic Networks Experiencing Persistent Random Attacks

Podobnik, T. Lipic, D. Horvatic, A. Majdandzic, S. Bishop, and H. E. Stanley

Scientific Reports - 5 14286

2015.

The cost of attck in competing networks

B. Podobnik, D. Horvatic, T. Lipic, M. Perc, J. M. Buldú, and H. E. Stanley

Journal of the Royal Society Interface - 12

14.07.2014.

Systemic risk in dynamical networks with stochastic failure criterion

B Podobnik, D Horvatic, MA Bertella, L Feng, X Huang, B Li

EPL (Europhysics Letters) - 106 68003

Q1

2014.

Capital Death in the world market.

A. Avakian, B. Podobnik, M. Piskor, and H. E. Stanley

Physical Review E - 89 032805

2014.

Systemic risk and spatiotemporal dynamics of the US housing market

H Meng, WJ Xie, ZQ Jiang, B Podobnik, WX Zhou, HE Stanley

Scientific reports 4 - 3

2014.

Capital death in the world market

A Avakian, B Podobnik, M Piskor, HE Stanley

Physical Review E 89 (3), 032805 - 1

2014.

Systemic risk in dynamical networks with stochastic failure criterion

B Podobnik, D Horvatic, M Bertella, L Feng, X Huang, B Li

arXiv preprint arXiv:1403.5623 - 1

2014.

Systemic risk and causality dynamics of the world international shipping market

X Zhang, B Podobnik, DY Kenett, HE Stanley

Physica A: Statistical Mechanics and its Applications 415, 43-53 - 1

2014.

Spontaneous recovery in dynamical networks

A Majdandzic, B Podobnik, SV Buldyrev, DY Kenett, S Havlin, HE Stanley

Nature Physics 10 (1), 34-38 - 16

2014.

Network risk and forecasting power in phase-flipping dynamical networks

B Podobnik, A Majdandzic, C Curme, Z Qiao, WX Zhou, HE Stanley, B Li

Physical Review E 89 (4), 042807 - 2

30.06.2013.

Calling patterns in human communication dynamics

ZQ Jiang, WJ Xie, MX Li, B Podobnik, WX Zhou, HE Stanley

Proceedings of the National Academy of Sciences - 110 1600-1605

2013.

Calling patterns in human communication dynamics

Jiang, Zhi-Qiang; Xie, Wen-Jie; Li, Ming-Xia; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H Eugene;

Proceedings of the National Academy of Sciences - 110 1600-1605

2013.

Growth Versus Government Management Improvement During Economic Downturn

Podobnik, Boris; Baaquie, Belal E; Bishop, Steven; Njavro, Djuro; Li, Baowen;

Scientific reports - 3

2013.

Growth Versus Government Management Improvement During Economic Downturn

Bishop, SR; Podobnik, B; Baaquie, BE; Njavro, D; Li, B;

Scientific Reports - 3

08.07.2012.

Preferential attachment in the interaction between dynamically generated interdependent networks

B Podobnik, D Horvatić, M Dickison, HE Stanley

EPL (Europhysics Letters) - 100 50004

2012.

Scaling of Seismic memory with earthquake sizes

Z. Zheng, Yamasaki, Tenenbam, B.Podobnik

Physical Review E - 86 011107

2012.

Changes in Cross-Correlations as an Indicator for Systemic Risk

Zheng, Zeyu; Podobnik, Boris; Feng, Ling; Li, Baowen;

Scientific reports - 2

2012.

Scaling of Growth Rate Volatility for Six Macroeconomic Variables

Podobnik, Boris; Horvatic, Davor; Njavro, Djuro; Njavro, Mato; Stanley, H Eugene;

Contemporary Economics - 6

2012.

Scaling of seismic memory with earthquake size

Zheng, Zeyu; Yamasaki, Kazuko; Tenenbaum, Joel; Podobnik, Boris; Tamura, Yoshiyasu; Stanley, H Eugene;

Physical Review E - 86 011107

2012.

High-frequency trading model for a complex trading hierarchy

Podobnik, Boris; Wang, Duan; Stanley, H Eugene;

Quantitative Finance - 12 559-566

2012.

Preferential attachment in the interaction between dynamically generated interdependent networks

Podobnik, Boris; Horvatić, Davor; Dickison, Mark; Stanley, H Eugene;

EPL (Europhysics Letters) - 100 50004

2012.

The competitiveness versus the wealth of a country

Podobnik, Boris; Horvatić, Davor; Kenett, Dror Y; Stanley, H Eugene;

Scientific reports - 2

2012.

1/f behavior in cross-correlations between absolute returns in a US market

Gvozdanovic, Igor; Podobnik, Boris; Wang, Duan; Eugene Stanley, H;

Physica A: Statistical Mechanics and its Applications - 391 2860-2866

2012.

Linking agent-based models and stochastic models of financial markets

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H Eugene;

Proceedings of the National Academy of Sciences - 109 8388-8393

2011.

Zipf rank approach and cross-country convergence of incomes

Shao, Jia; Ivanov, Plamen Ch; Urošević, Branko; Stanley, H Eugene; Podobnik, Boris;

EPL (Europhysics Letters) - 94 48001

2011.

Asymmetric Levy flight in financial ratios

Podobnik, Boris; Valentinčič, Aljoša; Horvatić, Davor; Stanley, H Eugene;

Proceedings of the National Academy of Sciences - 108 17883-17888

2011.

Statistical tests for power-law cross-correlated processes

Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H Eugene;

Physical Review E - 84 066118

2011.

Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices

Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley, H Eugene;

Physical Review E - 83 046121

2011.

Detrended cross-correlation analysis for non-stationary time series with periodic trends

Horvatic, D; Stanley, H Eugene; Podobnik, B;

EPL (Europhysics Letters) - 94 18007

2010.

Long-run relationship between exports and imports in transition European countries

Ahec Šonje, Amina; Podobnik, Boris; Vizek, Maruška;

Ekonomski pregled - 61 3-18

2010.

Common scaling behavior in finance and macroeconomics

Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M; Njavro, Mato; Stanley, H Eugene;

The European Physical Journal B - 76 487-490

2010.

Scale-invariant properties of public-debt growth

Petersen, Alexander M; Podobnik, Boris; Horvatic, Davor; Stanley, H Eugene;

EPL (Europhysics Letters) - 90 38006

2010.

Comparison between response dynamics in transition economies and developed economies

Tenenbaum, Joel; Horvatić, Davor; Bajić, Slavica Cosović; Pehlivanović, Bećo; Podobnik, Boris; Stanley, H Eugene;

Physical Review E - 82 046104

2010.

Bankruptcy risk model and empirical tests

Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M; Urošević, Branko; Stanley, H Eugene;

Proceedings of the National Academy of Sciences - 107 18325-18330

2010.

Time-lag cross-correlations in collective phenomena

Podobnik, Boris; Wang, Duan; Horvatic, Davor; Grosse, Ivo; Stanley, H Eugene;

EPL (Europhysics Letters) - 90 68001

2009.

Cross-correlations between volume change and price change

Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M; Stanley, H Eugene;

Proceedings of the National Academy of Sciences - 106 22079-22084

2009.

Asymmetry in power-law magnitude correlations

Podobnik, Boris; Horvatić, Davor; Tenenbaum, Joel N; Stanley, H Eugene;

Physical Review E - 80 015101

2009.

Quantitative relations between risk, return and firm size

Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M; Stanley, H Eugene;

EPL (Europhysics Letters) - 85 50003

2009.

Quantifying cross-correlations using local and global detrending approaches

Podobnik, Boris; Grosse, Ivo; Horvatić, Davor; Ilic, S; Ivanov, P Ch; Stanley, H Eugene;

The European Physical Journal B - 71 243-250

2008.

Influence of corruption on economic growth rate and foreign investment

Podobnik, Boris; Shao, Jia; Njavro, Djuro; Ivanov, Plamen Ch; Stanley, H Eugene;

The European Physical Journal B - 63 547-550

2008.

Implications and consequences of Basel II for Slovenian banking sector

Podobnik, Boris; Jagric, Timotej; Jagric, Vita;

Ekonomický časopis - 296-310

2008.

Implications and consequences of Basel II for banking sector of a small open transition economy–a case of Slovenia

Jagric, Vita; Jagric, Timotej; Podobnik, Boris;

Banks and bank systems - 3 26-32

2008.

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Podobnik, Boris; Horvatic, Davor; Lam Ng, Alfonso; Eugene Stanley, H; Ivanov, Plamen Ch;

Physica A: Statistical Mechanics and its Applications - 387 3954-3959

2008.

Size-dependent standard deviation for growth rates: Empirical results and theoretical modeling

Podobnik, Boris; Horvatic, Davor; Pammolli, Fabio; Wang, Fengzhong; Stanley, H Eugene; Grosse, I;

Physical Review E - 77 056102

2007.

Croatian and Slovenian mutual funds and Bosnian investments funds

Podobnik, Boris; Balen, Vanco; Jagric, Timotej; Kolanovic, Marko;

Czech Journal of Economics and Finance (Finance a uver) - 57 159-177

2007.

Similarity and dissimilarity in correlations of genomic DNA

Podobnik, Boris; Shao, Jia; Dokholyan, Nikolay V; Zlatic, Vinko; Eugene Stanley, H; Grosse, Ivo;

Physica A: Statistical Mechanics and its Applications - 373 497-502

2007.

Risk-adjusted performance of mutual funds: some tests

Jagric, Timotej; Podobnik, Boris; Strasek, Sebastjan; Jagric, Vita;

South-Eastern Europe Journal of Economics - 2 233-44

2007.

Min-protein oscillations in E. Coli: three-dimensional off-lattice stochastic reaction-diffusion model

Krstić, Vladimir; Maglica, Željka; Paljetak, Hana Čipčić; Podobnik, Boris; Pavin, Nenad;

Journal of Statistical Physics - 128 5-20

2007.

Quantitative relations between corruption and economic factors

Shao, Jia; Ivanov, Plamen Ch; Podobnik, Boris; Stanley, H Eugene;

The European Physical Journal B - 56 157-166

2007.

Detrended cross-correlation analysis: a new method for analyzing two non-stationary time series

Podobnik, Boris; Stanley, H Eugene;

arXiv preprint arXiv:0709.0281 Phys. Rev. Lett. 100 No 8, 084102 (2008)

2007.

Power-law autocorrelated stochastic processes with long-range cross-correlations

Podobnik, Boris; Fu, DF; Stanley, H Eugene; Ivanov, P Ch;

The European Physical Journal B - 56 47-52

2006.

Modelling Some Properties of Stock Markets in Transition Economics

Kolanovic, Marko; Podobnik, Boris; Jagric, Timotej; Jagric, Vita;

Ekonomický časopis - 816-829

2006.

Modelling some properties of stock markets in transition economics

Jagric, Timotej; Podobnik, Boris; Kolanovic, Marko; Jagric, Vita;

Journal of Economics - 54 816-829

2006.

Fractionally integrated process for transition economics

Podobnik, Boris; Fu, Dongfeng; Jagric, Timotej; Grosse, Ivo; Eugene Stanley, H;

Physica A: Statistical Mechanics and its Applications - 362 465-470

2005.

Does the Efficient Market Hypothesis Hold?: Evidence from Six Transition Economies

Jagric, Timotej; Podobnik, Boris; Kolanovic, Marko;

Eastern European Economics - 43 79-103

2005.

Fractionally integrated process with power-law correlations in variables and magnitudes

Podobnik, Boris; Ivanov, Plamen Ch; Biljakovic, Katica; Horvatic, Davor; Stanley, H Eugene; Grosse, Ivo;

Physical Review E - 72 026121

2005.

Power-law correlated processes with asymmetric distributions

Podobnik, Boris; Ivanov, Plamen Ch; Jazbinsek, Vojko; Trontelj, Zvonko; Stanley, H Eugene; Grosse, Ivo;

Physical Review E - 71 025104

2004.

ARCH–GARCH approaches to modeling high-frequency financial data

Podobnik, Boris; Ivanov, Plamen Ch; Grosse, Ivo; Matia, Kaushik; Eugene Stanley, H;

Physica A: Statistical Mechanics and its Applications - 344 216-220

2004.

Common scaling patterns in intertrade times of US stocks

Ivanov, Plamen Ch; Yuen, Ainslie; Podobnik, Boris; Lee, Youngki;

Physical Review E - 69 056107

2003.

On the instanton-induced portion of the nucleon strangeness II: the MIT model beyond the linearized approximation

Klabucar, D; Kumericki, K; Mekterovic, D; Podobnik, Boris;

The European Physical Journal C-Particles and Fields - 29 71-78

2003.

Raspodjela dohotka u Hrvatskoj u svjetlu zakona statističke fizike

Biljaković, Katica; Nestić, Danijel; Podobnik, Boris;

Financijska teorija i praksa - 27 213-222

2002.

Stochastic processes with power-law stability and a crossover in power-law correlations

Podobnik, Boris; Grosse, Ivo; Eugene Stanley, H;

Physica A: Statistical Mechanics and its Applications - 316 153-159

2001.

Truncated Lévy process with scale-invariant behavior

Ivanov, Plamen Ch; Podobnik, Boris; Lee, Youngki; Stanley, H Eugene;

Physica A: Statistical Mechanics and its Applications - 299 154-160

2001.

Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions

Podobnik, Boris; Matia, Kaushik; Chessa, Alessandro; Ivanov, Plamen Ch; Lee, Youngki; Stanley, H Eugene;

Physica A: Statistical Mechanics and its Applications - 300 300-309

2000.

Systems with correlations in the variance: Generating power law tails in probability distributions

Podobnik, Boris; Ivanov, P Ch; Lee, Youngki; Chessa, Alessandro; Stanley, H Eugene;

EPL (Europhysics Letters) - 50 711

2000.

Scale-invariant truncated Lévy process

Podobnik, Boris; Ivanov, P Ch; Lee, Youngki; Stanley, H Eugene;

EPL (Europhysics Letters) - 52 491

1998.

Nucleon static properties in a Tamm-Dancoff inspired approximation

Horvat, Dubravko; Podobnik, Boris; Tadic, D;

FIZIKA B-ZAGREB- - 7 127-138

1998.

Chiral quark model in a Tamm-Dancoff inspired approximation

Horvat, Dubravko; Podobnik, Boris; Tadić, Dubravko;

Physical Review D - 58 034003

1996.

Relativistic mean-field description of collective motion in nuclei: the pion field

Podobnik, Boris; Vretenar, Dario; Ring, P;

Zeitschrift für Physik A Hadrons and Nuclei - 354 375-380

1996.

Double giant resonances in time-dependent relativistic mean-field theory

Ring, P; Vretenar, Dario; Podobnik, Boris;

Nuclear Physics A - 598 107-124

1995.

A NON–HEDGEHOG SOLUTION FOR THE CHIRAL BAG

Horvat, Dubravko; Podobnik, Boris; Tadic, Dubravko;

FIZIKA B - 4 71-91

1993.

Vector mesonic phase and the chiral bag model.

Horvat, Dubravko; Podobnik, Boris; Tadic, Dubravko;

Fizika B - 2 49-71

27.05.2017.

Estimating Tipping points in Feedback-Driven Financial Networks

B. Podobnik

East China University of Science and Technology, Shanghai

11.09.2012.

The competitiveness versus the wealth of a country

B. Podobnik, Davor Horvatic, Dror Y. Kenett, and H. Eugene Stanley

Zurich

04.06.2011.

Coupled Simon model: Predicting probability of bankruptcy using Zipf scaling

B. Podobnik

East China University of Science and Technology, Shanghai

2008

B. Podobnik

Tokio

05.07.2017.

Estimating tipping point of the EU right-wing populism

B. Podobnik

oral

Econophysics Colloquim Warsaw 2017 Warsaw

2009.

B. Podobnik

oral

Econophysics Approaches to Large-Scale Business Data and Financial Crisis Tokio

2008.

B. Podobnik

Maribor

2007.

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Boris Podobnik, Davor Horvatic, Alfonso Lam Ng, H. Eugene Stanley, Plamen Ch. Ivanov

oral

Applications of Physics in Financial Analysis Lisabon

29.06.2006.

Fractionally integrated process with asymmetric distributions for transition economics

B. Podobnik, P. Ch Ivanov, H E Stanley

oral

Application of Physics in Financial Analysis Torino

2003.

ARCH-GARCH approches to modeling high-frequency financial data.

Boris Podobnik, Plamen Ch. Ivanov, Kaushik Matia, Ivo Grosse, H. E. Stanley

oral

Applications of Physics in Financial Analysis 4 Warsaw

2007. - 2012.

Istraživanje dugodosežnih korelacija i statističko modeliranje na staničnom nivou

voditelj

MZOS 32,000 godišnje

2004. - 2005.

bilateralni hrvatsko-slovenski projekt

voditelj

MZOS

Dugodosežne korelacije u kompleksnim sustavima

voditelj

MZOS

0119263