Details about Marcel Ausloos

Workplace:

School of Business, Leicester University, (more information at EDIRC) Academia de Studii Economice din Bucureşti (Bucharest University of Economic Studies), (more information at EDIRC)

Access statistics for papers by Marcel Ausloos.

Last updated 2024-09-14. Update your information in the RePEc Author Service.

Short-id: pau47

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Working Papers

2023

1. Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy
   Papers, arXiv.org
   See also Journal Article Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy, JRFM, MDPI (2023) (2023)

2022

2. A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
   Papers, arXiv.org
3. An Intergenerational Issue: The Equity Issues due to Public-Private Partnerships. The Critical Aspect of the Social Discount Rate Choice for Future Generations
   Papers, arXiv.org
4. An Intrinsic Entropy Model for Exchange-Traded Securities
   Papers, arXiv.org
5. Economic Freedom: The Top, the Bottom, and the Reality. I. 1997-2007
   Papers, arXiv.org
6. Markov Chain Monte Carlo for generating ranked textual data
   Post-Print, HAL
7. The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator
   Papers, arXiv.org

2021

8. Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
   Papers, arXiv.org View citations (1)
   See also Journal Article Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity, Physica A: Statistical Mechanics and its Applications, Elsevier (2021) View citations (1) (2021)
9. Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
   Papers, arXiv.org
10. Tsallis entropy for cross-shareholding network configurations
    Papers, arXiv.org

2020

11. Challenging Practical Features of Bitcoin by the Main Altcoins
    Papers, arXiv.org
    See also Journal Article Challenging practical features of Bitcoin by the main altcoins, Quality & Quantity: International Journal of Methodology, Springer (2021) View citations (2) (2021)
12. Corporate Governance and Firms Financial Performance in the United Kingdom
    Papers, arXiv.org View citations (8)
    See also Journal Article Corporate governance and firms financial performance in the United Kingdom, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2021) View citations (32) (2021)
13. Coupled criticality analysis of inflation and unemployment
    Papers, arXiv.org
14. If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?
    Papers, arXiv.org View citations (4)
    See also Journal Article If global or local investor sentiments are prone to developing an impact on stock returns, is there an industry effect?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) View citations (2) (2022)
15. Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012
    Papers, arXiv.org
    See also Journal Article Insider trading in the run‐up to merger announcements. Before and after the UK's Financial Services Act 2012, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2022) (2022)
16. Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs: Voronoi clustering and outlier effects perspective
    Papers, arXiv.org
17. Valuation Models Applied to Value-Based Management. Application to the Case of UK Companies with Problems
    Papers, arXiv.org View citations (1)
    See also Journal Article Valuation Models Applied to Value-Based Management—Application to the Case of UK Companies with Problems, Forecasting, MDPI (2020) View citations (1) (2020)

2019

18. Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study
    Papers, arXiv.org View citations (4)
    See also Journal Article Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) View citations (4) (2019)
19. Fundamental Analysis in China: An Empirical Study of the Relationship between Financial Ratios and Stock Prices
    Papers, arXiv.org
20. Optimization of the post-crisis recovery plans in scale-free networks
    Papers, arXiv.org
    See also Journal Article Optimization of the post-crisis recovery plans in scale-free networks, Physica A: Statistical Mechanics and its Applications, Elsevier (2020) View citations (2) (2020)
21. Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France
    Papers, arXiv.org
    See also Journal Article Rank–size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France, Physica A: Statistical Mechanics and its Applications, Elsevier (2020) View citations (2) (2020)

2018

22. Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011
    Papers, arXiv.org
23. Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective
    Papers, arXiv.org View citations (10)
24. Investigating the configurations in cross-shareholding: a joint copula-entropy approach
    Papers, arXiv.org View citations (10)
25. SME investment best strategies. Outliers for assessing how to optimize performance
    Papers, arXiv.org View citations (2)
    See also Journal Article SME investment best strategies. Outliers for assessing how to optimize performance, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (2) (2018)

2017

26. An Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate Governance and Capital Structure in Emerging Markets: Evidence from Chinese Listed Companies
    Papers, arXiv.org View citations (2)
27. Benford's law first significant digit and distribution distances for testing the reliability of financial reports in developing countries
    Papers, arXiv.org View citations (1)
    See also Journal Article Benford’s law first significant digit and distribution distances for testing the reliability of financial reports in developing countries, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (13) (2018)
28. Data science for assessing possible tax income manipulation: The case of Italy
    Papers, arXiv.org View citations (12)
    See also Journal Article Data science for assessing possible tax income manipulation: The case of Italy, Chaos, Solitons & Fractals, Elsevier (2017) View citations (12) (2017)
29. Hint of a Universal Law for the Financial Gains of Competitive Sport Teams. The case of Tour de France cycle race
    Papers, arXiv.org
30. Impact of the Global Crisis on SME Internal vs. External Financing in China
    Papers, arXiv.org View citations (2)

2016

31. Modelling and Measuring the Irrational behaviour of Agents in Financial Markets: Discovering the Psychological Soliton
    Papers, arXiv.org View citations (18)
32. On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis
    Papers, arXiv.org View citations (16)
    Also in Post-Print, HAL (2016) View citations (15)
    See also Journal Article On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis, International Review of Financial Analysis, Elsevier (2016) View citations (16) (2016)
33. Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law
    Papers, arXiv.org View citations (15)
    See also Journal Article Regularities and discrepancies of credit default swaps: a data science approach through Benford's law, Chaos, Solitons & Fractals, Elsevier (2016) View citations (13) (2016)
34. Studies on Regional Wealth Inequalities: the case of Italy
    Papers, arXiv.org View citations (2)

2015

35. Cross Ranking of Cities and Regions: Population vs. Income
    Papers, arXiv.org View citations (6)
36. Effect of religious rules on time of conception in Romania from 1905 to 2001
    Papers, arXiv.org View citations (14)
37. Statistics on babies? names reflects the traditional regions in United States
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

2014

38. A biased view of a few possible components when reflecting on the present decade financial and economic crisis
    Papers, arXiv.org
39. Assessing the Inequalities of Wealth in Regions: the Italian Case
    Papers, arXiv.org
40. Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions
    Papers, arXiv.org View citations (27)
41. Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data
    Papers, arXiv.org View citations (1)
    See also Journal Article Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data, Physica A: Statistical Mechanics and its Applications, Elsevier (2015) View citations (21) (2015)
42. Spatial interactions in agent-based modeling
    Papers, arXiv.org View citations (4)
    See also Chapter Spatial Interactions in Agent-Based Modeling, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2015) View citations (2) (2015)

2013

43. Econophysics: Comments on a few Applications, Successes, Methods, & Models
    Papers, arXiv.org View citations (3)

2012

44. Benford's law and Theil transform of financial data
    Papers, arXiv.org View citations (31)
    See also Journal Article Benford’s law and Theil transform of financial data, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) View citations (31) (2012)
45. Econophysics in Belgium. The first (?) 15 years
    Papers, arXiv.org
46. Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]
    Papers, arXiv.org View citations (9)
    See also Journal Article Econophysics of a religious cult: The Antoinists in Belgium [1920–2000], Physica A: Statistical Mechanics and its Applications, Elsevier (2012) View citations (9) (2012)

2009

47. Has the world economy reached its globalization limit?
    Papers, arXiv.org View citations (1)
    See also Journal Article Has the world economy reached its globalization limit?, Physica A: Statistical Mechanics and its Applications, Elsevier (2010) View citations (21) (2010)

2008

48. Convergence and cluster structures in EU area according to fluctuations in macroeconomic indices
    Papers, arXiv.org View citations (18)
    See also Journal Article Convergence and Cluster Structures in EU Area according to Fluctuations in Macroeconomic Indices, Journal of Economic Integration, Center for Economic Integration, Sejong University (2008) View citations (18) (2008)

2006

49. Econophysics of Stock and Foreign Currency Exchange Markets
    Papers, arXiv.org View citations (5)
50. Microeconomic co-evolution model for financial technical analysis signals
    Papers, arXiv.org View citations (1)
    See also Journal Article Microeconomic co-evolution model for financial technical analysis signals, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (2) (2007)

2005

51. Recurrence analysis of the NASDAQ crash of April 2000
    Papers, arXiv.org View citations (6)
52. Risk portofolio management under Zipf analysis based strategies
    Papers, arXiv.org View citations (1)
    See also Chapter Risk portofolio management under Zipf analysis based strategies, Springer Books, Springer (2006) View citations (4) (2006)

2004

53. A (reactive) lattice-gas approach to economic cycles
    Papers, arXiv.org View citations (6)
    See also Journal Article A (reactive) lattice-gas approach to economic cycles, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (6) (2004)
54. The durations of recession and prosperity: does their distribution follow a power or an exponential law?
    Papers, arXiv.org View citations (57)
    See also Journal Article The durations of recession and prosperity: does their distribution follow a power or an exponential law?, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (59) (2004)

2003

55. Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
    Papers, arXiv.org View citations (1)

2002

56. Empirical Analysis of Time Series
    MPRA Paper, University Library of Munich, Germany View citations (3)
57. Generalized Technical Analysis. Effects of transaction volume and risk
    Papers, arXiv.org View citations (1)
58. Strategy for investments from Zipf law(s)
    Papers, arXiv.org View citations (2)
    See also Journal Article Strategy for investments from Zipf law(s), Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (4) (2003)

2001

59. Correlations Between Reconstructed EUR Exchange Rates vs. CHF, DKK, GBP, JPY and USD
    Papers, arXiv.org View citations (7)
60. Crashes: symptoms, diagnoses and remedies
    Papers, arXiv.org View citations (4)
61. False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?
    Papers, arXiv.org View citations (10)

2000

62. Time is money
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2024

1. Hierarchy selection: New team ranking indicators for cyclist multi-stage races
   European Journal of Operational Research, 2024, 314, (2), 807-816 View citations (1)

2023

2. A Study about Who Is Interested in Stock Splitting and Why: Considering Companies, Shareholders, or Managers
   JRFM, 2023, 16, (2), 1-25
3. Identification of the most important external features of highly cited scholarly papers through 3 (i.e., Ridge, Lasso, and Boruta) feature selection data mining methods
   Quality & Quantity: International Journal of Methodology, 2023, 57, (4), 3685-3712
4. Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy
   JRFM, 2023, 16, (2), 1-24
   See also Working Paper Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy, Papers (2023) (2023)

2022

5. Equity premium prediction: Taking into account the role of long, even asymmetric, swings in stock market behavior
   Physica A: Statistical Mechanics and its Applications, 2022, 608, (P1) View citations (1)
6. If global or local investor sentiments are prone to developing an impact on stock returns, is there an industry effect?
   International Journal of Finance & Economics, 2022, 27, (1), 1309-1320 View citations (2)
   See also Working Paper If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?, Papers (2020) View citations (4) (2020)
7. Insider trading in the run‐up to merger announcements. Before and after the UK's Financial Services Act 2012
   International Journal of Finance & Economics, 2022, 27, (3), 3373-3385
   See also Working Paper Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012, Papers (2020) (2020)

2021

8. Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
   Physica A: Statistical Mechanics and its Applications, 2021, 574, (C) View citations (1)
   See also Working Paper Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity, Papers (2021) View citations (1) (2021)
9. Challenging practical features of Bitcoin by the main altcoins
   Quality & Quantity: International Journal of Methodology, 2021, 55, (5), 1541-1559 View citations (2)
   See also Working Paper Challenging Practical Features of Bitcoin by the Main Altcoins, Papers (2020) (2020)
10. Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability
    Mathematics and Computers in Simulation (MATCOM), 2021, 187, (C), 489-504 View citations (1)
11. Corporate governance and firms financial performance in the United Kingdom
    International Journal of Finance & Economics, 2021, 26, (2), 1871-1885 View citations (32)
    See also Working Paper Corporate Governance and Firms Financial Performance in the United Kingdom, Papers (2020) View citations (8) (2020)
12. Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?
    JRFM, 2021, 14, (7), 1-30 View citations (2)
13. Financial pre-factors for post-performance of cross-border mergers & acquisitions
    Journal of Chinese Economic and Business Studies, 2021, 19, (2), 147-161
14. Hagiotoponyms in France: Saint popularity, like a herding phase transition
    Physica A: Statistical Mechanics and its Applications, 2021, 566, (C) View citations (2)
15. Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
    Annals of Operations Research, 2021, 299, (1), 1397-1410 View citations (5)
16. Money’s importance from the religious perspective
    Annals of Operations Research, 2021, 299, (1), 375-399 View citations (1)
17. Retracted papers by Iranian authors: causes, journals, time lags, affiliations, collaborations
    Scientometrics, 2021, 126, (9), 7351-7371 View citations (1)
18. Statistical Analysis of the Membership Management Indicators of the Church of England UK Dioceses during the Recent (XXth Century) “Decade of Evangelism”
    Stats, 2021, 4, (4), 1-11

2020

19. Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices
    Physica A: Statistical Mechanics and its Applications, 2020, 556, (C) View citations (26)
20. Optimization of the post-crisis recovery plans in scale-free networks
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (2)
    See also Working Paper Optimization of the post-crisis recovery plans in scale-free networks, Papers (2019) (2019)
21. Rank–size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France
    Physica A: Statistical Mechanics and its Applications, 2020, 540, (C) View citations (2)
    See also Working Paper Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France, Papers (2019) (2019)
22. Valuation Models Applied to Value-Based Management—Application to the Case of UK Companies with Problems
    Forecasting, 2020, 2, (4), 1-17 View citations (1)
    See also Working Paper Valuation Models Applied to Value-Based Management. Application to the Case of UK Companies with Problems, Papers (2020) View citations (1) (2020)
23. Words ranking and Hirsch index for identifying the core of the hapaxes in political texts
    Journal of Informetrics, 2020, 14, (3) View citations (4)

2019

24. Correlations between submission and acceptance of papers in peer review journals
    Scientometrics, 2019, 119, (1), 279-302 View citations (2)
25. Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study
    Physica A: Statistical Mechanics and its Applications, 2019, 527, (C) View citations (4)
    See also Working Paper Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study, Papers (2019) View citations (4) (2019)
26. Intriguing behavior when testing the impact of quotation marks usage in Google search results
    Quality & Quantity: International Journal of Methodology, 2019, 53, (5), 2507-2519 View citations (1)

2018

27. Benford's law: A “sleeping beauty†sleeping in the dirty pages of logarithmic tables
    Journal of the Association for Information Science & Technology, 2018, 69, (3), 349-358 View citations (4)
28. Benford’s law first significant digit and distribution distances for testing the reliability of financial reports in developing countries
    Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 878-888 View citations (13)
    See also Working Paper Benford's law first significant digit and distribution distances for testing the reliability of financial reports in developing countries, Papers (2017) View citations (1) (2017)
29. Dynamical phase diagrams of a love capacity constrained prey–predator model
    The European Physical Journal B: Condensed Matter and Complex Systems, 2018, 91, (2), 1-18 View citations (2)
30. Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes
    Journal of Applied Statistics, 2018, 45, (12), 2202-2218 View citations (2)
31. SME investment best strategies. Outliers for assessing how to optimize performance
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 754-765 View citations (2)
    See also Working Paper SME investment best strategies. Outliers for assessing how to optimize performance, Papers (2018) View citations (2) (2018)

2017

32. Artificial intelligence in peer review: How can evolutionary computation support journal editors?
    PLOS ONE, 2017, 12, (9), 1-11 View citations (4)
33. Data science for assessing possible tax income manipulation: The case of Italy
    Chaos, Solitons & Fractals, 2017, 104, (C), 238-256 View citations (12)
    See also Working Paper Data science for assessing possible tax income manipulation: The case of Italy, Papers (2017) View citations (12) (2017)
34. Day of the week effect in paper submission/acceptance/rejection to/in/by peer review journals. II. An ARCH econometric-like modeling
    Physica A: Statistical Mechanics and its Applications, 2017, 468, (C), 462-474 View citations (4)
35. How visas shape and make visible the geopolitical architecture of the planet
    Physica A: Statistical Mechanics and its Applications, 2017, 484, (C), 267-275 View citations (1)
36. Long-range properties and data validity for hydrogeological time series: The case of the Paglia river
    Physica A: Statistical Mechanics and its Applications, 2017, 470, (C), 39-50 View citations (8)
37. Quantitative and Qualitative Analysis of Editor Behavior through Potentially Coercive Citations
    Publications, 2017, 5, (2), 1-16 View citations (7)

2016

38. A Universal Rank-Size Law
    PLOS ONE, 2016, 11, (11), 1-15 View citations (14)
39. Day of the week effect in paper submission/acceptance/rejection to/in/by peer review journals
    Physica A: Statistical Mechanics and its Applications, 2016, 456, (C), 197-203 View citations (9)
40. Fractional Dynamics of Network Growth Constrained by Aging Node Interactions
    PLOS ONE, 2016, 11, (5), 1-13 View citations (5)
41. Inferring cultural regions from correlation networks of given baby names
    Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 169-175 View citations (1)
42. On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis
    International Review of Financial Analysis, 2016, 47, (C), 7-14 View citations (16)
    See also Working Paper On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis, Papers (2016) View citations (16) (2016)
43. Regularities and discrepancies of credit default swaps: a data science approach through Benford's law
    Chaos, Solitons & Fractals, 2016, 90, (C), 8-17 View citations (13)
    See also Working Paper Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law, Papers (2016) View citations (15) (2016)
44. Review time in peer review: quantitative analysis and modelling of editorial workflows
    Scientometrics, 2016, 107, (1), 271-286 View citations (8)

2015

45. Assessing the true role of coauthors in the h-index measure of an author scientific impact
    Physica A: Statistical Mechanics and its Applications, 2015, 422, (C), 136-142 View citations (7)
46. Breakdown of Benford’s law for birth data
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 736-745 View citations (20)
47. Coherent measures of the impact of co-authors in peer review journals and in proceedings publications
    Physica A: Statistical Mechanics and its Applications, 2015, 438, (C), 568-578 View citations (3)
48. Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data
    Physica A: Statistical Mechanics and its Applications, 2015, 421, (C), 187-207 View citations (21)
    See also Working Paper Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data, Papers (2014) View citations (1) (2014)
49. Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects
    Physica A: Statistical Mechanics and its Applications, 2015, 429, (C), 109-117 View citations (6)
50. Statistical assessment of regional wealth inequalities: the Italian case
    Quality & Quantity: International Journal of Methodology, 2015, 49, (6), 2307-2323 View citations (10)
51. Test of two hypotheses explaining the size of populations in a system of cities
    Journal of Applied Statistics, 2015, 42, (12), 2686-2693 View citations (6)

2014

52. Binary scientific star coauthors core size
    Scientometrics, 2014, 99, (2), 331-351 View citations (3)
53. Ranking structures and rank–rank correlations of countries: The FIFA and UEFA cases
    International Journal of Modern Physics C (IJMPC), 2014, 25, (11), 1-17 View citations (3)
54. Zipf–Mandelbrot–Pareto model for co-authorship popularity
    Scientometrics, 2014, 101, (3), 1565-1586 View citations (1)

2013

55. A scientometrics law about co-authors and their ranking: the co-author core
    Scientometrics, 2013, 95, (3), 895-909 View citations (20)
56. ANOTHER ANALYTIC VIEW ABOUT QUANTIFYING SOCIAL FORCES
    Advances in Complex Systems (ACS), 2013, 16, (01), 1-13 View citations (1)
57. Econophysics: Comments on a Few Applications, Successes, Methods and Models
    IIM Kozhikode Society & Management Review, 2013, 2, (2), 101-115 View citations (3)

2012

58. Benford’s law and Theil transform of financial data
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (24), 6556-6567 View citations (31)
    See also Working Paper Benford's law and Theil transform of financial data, Papers (2012) View citations (31) (2012)
59. DISCRETE MODEL OF IDEOLOGICAL STRUGGLE ACCOUNTING FOR MIGRATION
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-20 View citations (6)
60. Econophysics of a religious cult: The Antoinists in Belgium [1920–2000]
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (11), 3190-3197 View citations (9)
    See also Working Paper Econophysics of a religious cult: the Antoinists in Belgium [1920-2000], Papers (2012) View citations (9) (2012)
61. Measuring complexity with multifractals in texts. Translation effects
    Chaos, Solitons & Fractals, 2012, 45, (11), 1349-1357 View citations (13)

2010

62. Dynamic peer-to-peer competition
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (13), 2628-2636 View citations (7)
63. Has the world economy reached its globalization limit?
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (4), 797-806 View citations (21)
    See also Working Paper Has the world economy reached its globalization limit?, Papers (2009) View citations (1) (2009)
64. Organization of networks with tagged nodes and biased links: A priori distinct communities
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (23), 5479-5494 View citations (8)
65. Punctuation effects in english and esperanto texts
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (14), 2835-2840 View citations (6)
66. Verhulst–Lotka–Volterra (VLV) model of ideological struggle
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4970-4980 View citations (13)

2009

67. Hierarchical structures in the Gross Domestic Product per capita fluctuation in Latin American countries
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (17), 3527-3535 View citations (11)
68. Organizational and dynamical aspects of a small network with two distinct communities: Neo-creationists vs. Evolution Defenders
    Scientometrics, 2009, 80, (2), 457-472 View citations (4)
69. Statistical dynamics of religion evolutions
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (20), 4438-4444 View citations (12)
70. Statistical mechanics approach to a reinforcement learning model with memory
    Physica A: Statistical Mechanics and its Applications, 2009, 388, (9), 1849-1856 View citations (3)

2008

71. ANDRZEJ PȨKALSKI NETWORKS OF SCIENTIFIC INTERESTS WITH INTERNAL DEGREES OF FREEDOM THROUGH SELF-CITATION ANALYSIS
    International Journal of Modern Physics C (IJMPC), 2008, 19, (03), 371-384
72. Clusters in weighted macroeconomic networks: the EU case. Introducing the overlapping index of GDP/capita fluctuation correlations
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 63, (4), 533-539 View citations (15)
73. Convergence and Cluster Structures in EU Area according to Fluctuations in Macroeconomic Indices
    Journal of Economic Integration, 2008, 23, 297-330 View citations (18)
    See also Working Paper Convergence and cluster structures in EU area according to fluctuations in macroeconomic indices, Papers (2008) View citations (18) (2008)
74. Correlation measure to detect time series distances, whence economy globalization
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (26), 6584-6594 View citations (13)
75. Effects of agents' mobility on opinion spreading in Sznajd model
    The European Physical Journal B: Condensed Matter and Complex Systems, 2008, 66, (1), 115-124 View citations (5)
76. Equilibrium and dynamic methods when comparing an English text and its Esperanto translation
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (25), 6411-6420 View citations (3)
77. High frequency intrinsic modes in El Niño/Southern Oscillation Index
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (21), 5246-5254 View citations (2)
78. Power law for the duration of recession and prosperity in Latin American countries
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (25), 6330-6336 View citations (5)
79. Risk of population extinction from periodic and abrupt changes of environment
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (11), 2526-2534

2007

80. Cluster structure of EU-15 countries derived from the correlation matrix analysis of macroeconomic index fluctuations
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 57, (2), 139-146 View citations (16)
81. Clusters or networks of economies? A macroeconomy study through Gross Domestic Product
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 16-21 View citations (34)
82. Delayed information flow effect in economy systems. An ACP model study
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 179-186 View citations (3)
83. Drastic events make evolving networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 57, (1), 89-94 View citations (1)
84. Energy and number of collision fluctuations in inelastic gases
    Physica A: Statistical Mechanics and its Applications, 2007, 375, (1), 227-232
85. Generating synthetic time series from Bak–Sneppen co-evolution model mixtures
    Physica A: Statistical Mechanics and its Applications, 2007, 384, (2), 359-367 View citations (2)
86. Microeconomic co-evolution model for financial technical analysis signals
    Physica A: Statistical Mechanics and its Applications, 2007, 373, (C), 569-585 View citations (2)
    See also Working Paper Microeconomic co-evolution model for financial technical analysis signals, Papers (2006) View citations (1) (2006)
87. Model of wealth and goods dynamics in a closed market
    Physica A: Statistical Mechanics and its Applications, 2007, 373, (C), 560-568 View citations (11)
88. Self-citations, co-authorships and keywords: A new approach to scientists’ field mobility?
    Scientometrics, 2007, 72, (3), 469-486 View citations (17)
89. The Ising model in a Bak–Tang–Wiesenfeld sandpile
    Physica A: Statistical Mechanics and its Applications, 2007, 375, (1), 199-211
90. Tsallis non-extensive statistical mechanics of El Niño southern oscillation index
    Physica A: Statistical Mechanics and its Applications, 2007, 373, (C), 721-736 View citations (5)
91. Word statistics in Blogs and RSS feeds: Towards empirical universal evidence
    Journal of Informetrics, 2007, 1, (4), 277-286 View citations (4)

2006

92. AN ATTEMPT TO OBSERVE ECONOMY GLOBALIZATION: THE CROSS CORRELATION DISTANCE EVOLUTION OF THE TOP 19 GDP'S
    International Journal of Modern Physics C (IJMPC), 2006, 17, (03), 317-331 View citations (6)
93. Endo- vs. exogenous shocks and relaxation rates in book and music “sales”
    Physica A: Statistical Mechanics and its Applications, 2006, 362, (2), 485-494 View citations (11)
94. On the genre-fication of music: a percolation approach
    The European Physical Journal B: Condensed Matter and Complex Systems, 2006, 50, (1), 183-188 View citations (1)
95. Time-evolving distribution of time lags between commercial airline disasters
    Physica A: Statistical Mechanics and its Applications, 2006, 362, (2), 513-524 View citations (2)

2005

96. Effects of relaxation processes during deposition of anisotropic grains on a flat substrate
    Physica A: Statistical Mechanics and its Applications, 2005, 351, (2), 332-346
97. Granular matter: A wonderful world of clusters in far-from-equilibrium systems
    Physica A: Statistical Mechanics and its Applications, 2005, 357, (2), 337-349
98. RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. EXAMPLES FROM FINANCIAL MARKET INIDICES
    International Journal of Modern Physics C (IJMPC), 2005, 16, (05), 671-706 View citations (20)

2004

99. A (reactive) lattice-gas approach to economic cycles
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 1-7 View citations (6)
    See also Working Paper A (reactive) lattice-gas approach to economic cycles, Papers (2004) View citations (6) (2004)
100. A logistic map approach to economic cycles. (I). The best adapted companies
     Physica A: Statistical Mechanics and its Applications, 2004, 336, (1), 206-214 View citations (11)
101. EXPONENTIAL AND POWER LAW DISTRIBUTION OF MASS CLUSTERS IN A (MAGNETIC-LIKE) DEPOSITION MODEL OF ELONGATED GRAINS IN 2D PILES
     International Journal of Modern Physics C (IJMPC), 2004, 15, (08), 1121-1141
102. Evolution of economic entities under heterogeneous political/environmental conditions within a Bak–Sneppen-like dynamics
     Physica A: Statistical Mechanics and its Applications, 2004, 332, (C), 394-402 View citations (13)
103. Model of macroeconomic evolution in stable regionally dependent economic fields
     Physica A: Statistical Mechanics and its Applications, 2004, 337, (1), 269-287 View citations (10)
104. SCALING ANALYSIS AND EVOLUTION EQUATION OF THE NORTH ATLANTIC OSCILLATION INDEX FLUCTUATIONS
     International Journal of Modern Physics C (IJMPC), 2004, 15, (10), 1353-1366 View citations (2)
105. Searching for self-similarity in switching time and turbulent cascades in ion transport through a biochannel. A time delay asymmetry
     Physica A: Statistical Mechanics and its Applications, 2004, 336, (3), 319-333 View citations (1)
106. Statistical physics in meteorology
     Physica A: Statistical Mechanics and its Applications, 2004, 336, (1), 93-101 View citations (1)
107. The durations of recession and prosperity: does their distribution follow a power or an exponential law?
     Physica A: Statistical Mechanics and its Applications, 2004, 339, (3), 548-558 View citations (59)
     See also Working Paper The durations of recession and prosperity: does their distribution follow a power or an exponential law?, Papers (2004) View citations (57) (2004)

2003

108. GENERALIZED(m, k)-ZipfLAW FOR FRACTIONAL BROWNIAN MOTION-LIKE TIME SERIES WITH OR WITHOUT EFFECT OF AN ADDITIONAL LINEAR TREND
     International Journal of Modern Physics C (IJMPC), 2003, 14, (03), 351-365 View citations (5)
109. Limit current density in 2D metallic granular packings
     The European Physical Journal B: Condensed Matter and Complex Systems, 2003, 34, (2), 201-204
110. Magnetically controlled ballistic deposition. A model of polydisperse granular packing
     Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 492-510
111. Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions
     Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 330-337 View citations (11)
112. Strategy for investments from Zipf law(s)
     Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 30-37 View citations (4)
     See also Working Paper Strategy for investments from Zipf law(s), Papers (2002) View citations (2) (2002)

2002

113. A case study of stratus cloud base height multifractal fluctuations
     Physica A: Statistical Mechanics and its Applications, 2002, 308, (1), 518-532 View citations (6)
114. TIME DEPENDENT CORRELATIONS IN MARINE STRATOCUMULUS CLOUD BASE HEIGHT RECORDS
     International Journal of Modern Physics C (IJMPC), 2002, 13, (02), 217-227

2001

115. Application of dwell-time series in studies of long-range correlation in single channel ion transport: analysis of ion current through a big conductance locust potassium channel
     Physica A: Statistical Mechanics and its Applications, 2001, 297, (1), 79-96 View citations (4)
116. CORRELATIONS BETWEEN RECONSTRUCTEDEUREXCHANGE RATES VERSUSCHF,DKK,GBP,JPYANDUSD
     International Journal of Modern Physics C (IJMPC), 2001, 12, (02), 169-195 View citations (2)
117. False Euro (FEUR) exchange rate correlated behaviors and investment strategy
     The European Physical Journal B: Condensed Matter and Complex Systems, 2001, 20, (4), 537-541 View citations (8)
118. Special issue on Econophysics
     The European Physical Journal B: Condensed Matter and Complex Systems, 2001, 20, (4), 471-471 View citations (4)

2000

119. Gas-kinetic theory and Boltzmann equation of share price within an equilibrium market hypothesis and ad hoc strategy
     Physica A: Statistical Mechanics and its Applications, 2000, 284, (1), 385-392 View citations (9)
120. Introducing False EUR and False EUR exchange rates
     Physica A: Statistical Mechanics and its Applications, 2000, 286, (1), 353-366 View citations (21)
121. ON THE OCCURENCE OF FINANCIAL CRASHES
     International Journal of Theoretical and Applied Finance (IJTAF), 2000, 03, (03), 423-424 View citations (1)
122. Simultaneous measurements of thermal diffusivity, thermal conductivity and thermopower with application to copper and ceramic superconductors
     The European Physical Journal B: Condensed Matter and Complex Systems, 2000, 13, (3), 437-443
123. Statistical physics in foreign exchange currency and stock markets
     Physica A: Statistical Mechanics and its Applications, 2000, 285, (1), 48-65 View citations (78)

1999

124. Application of the detrended fluctuation analysis (DFA) method for describing cloud breaking
     Physica A: Statistical Mechanics and its Applications, 1999, 274, (1), 349-354 View citations (33)
125. Applications of statistical physics to economic and financial topics
     Physica A: Statistical Mechanics and its Applications, 1999, 274, (1), 229-240 View citations (30)
126. Atmospheric data analysis with the i-variability diagram method: hint to fractional Brownian motion-like phenomena for the inner structure of clouds
     Physica A: Statistical Mechanics and its Applications, 1999, 272, (1), 269-277
127. Evolution on trees: a brief review about the extinctions of species, and the case of genocide in a Darwinistic punctuated equilibrium evolution model
     Physica A: Statistical Mechanics and its Applications, 1999, 273, (1), 33-45
128. Low-order variability diagrams for short-range correlation evidence in financial data: BGL-USD exchange rate, Dow Jones industrial average, gold ounce price
     Physica A: Statistical Mechanics and its Applications, 1999, 265, (1), 279-291 View citations (5)
129. Monte-Carlo analysis of tracer diffusion mechanisms in YBa 2 Cu 3 O 6+c
     The European Physical Journal B: Condensed Matter and Complex Systems, 1999, 11, (3), 369-375
     Also in The European Physical Journal B: Condensed Matter and Complex Systems, 1999, 11, (3), 369-375 (1999)
130. Precise (m,k)-Zipf diagram analysis of mathematical and financial time series when m=6, k=2
     Physica A: Statistical Mechanics and its Applications, 1999, 270, (3), 526-542 View citations (1)
131. The moving averages demystified
     Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 170-176 View citations (6)
132. The n-Zipf analysis of financial data series and biased data series
     Physica A: Statistical Mechanics and its Applications, 1999, 268, (1), 240-249 View citations (4)

1998

133. Lattice gas model of gradual evolution
     Physica A: Statistical Mechanics and its Applications, 1998, 248, (1), 155-164 View citations (2)
134. Sparseness and Roughness of Foreign Exchange Rates
     International Journal of Modern Physics C (IJMPC), 1998, 09, (05), 711-719 View citations (10)
135. The crash of October 1987 seen as a phase transition: amplitude and universality
     Physica A: Statistical Mechanics and its Applications, 1998, 255, (1), 201-210 View citations (26)

1997

136. Analysis of TbZn resistivity temperature derivative above the Curie point using singular fitting equations
     Physica A: Statistical Mechanics and its Applications, 1997, 242, (1), 150-160 View citations (1)
137. Coherent and random sequences in financial fluctuations
     Physica A: Statistical Mechanics and its Applications, 1997, 246, (3), 454-459 View citations (52)
138. The boundary of “life” for a self-organized critical evolution: the role of the interaction range
     Physica A: Statistical Mechanics and its Applications, 1997, 245, (3), 494-502

1996

139. Exact solution of the dynamic epidemic model on the Bethe lattice
     Physica A: Statistical Mechanics and its Applications, 1996, 230, (1), 1-10 View citations (3)

1980

140. Critical temperature of inhomogeneous mixtures of Ising and Heisenberg substances
     Physica A: Statistical Mechanics and its Applications, 1980, 101, (2), 507-517

Chapters

2015

1. Complex Network Analysis in Socioeconomic Models
   Springer View citations (8)
2. Spatial Interactions in Agent-Based Modeling
   Springer View citations (2)
   See also Working Paper Spatial interactions in agent-based modeling, arXiv.org (2014) View citations (4) (2014)

2006

3. G7 country Gross Domestic Product (GDP) time correlations. A graph network analysis
   Springer View citations (3)
4. Recurrence analysis near the NASDAQ crash of April 2000
   Springer View citations (4)
5. Risk portofolio management under Zipf analysis based strategies
   Springer View citations (4)
   See also Working Paper Risk portofolio management under Zipf analysis based strategies, arXiv.org (2005) View citations (1) (2005)