Edit Profile (opens in new tab) Podobnik, Boris Co-Author Distance Author ID: podobnik.boris Published as: Podobnik, Boris; Podobnik, B. Documents Indexed: 18 Publications since 2001 Co-Authors: 37 Co-Authors with 18 Joint Publications 881 Co-Co-Authors all top 5 Co-Authors 0 single-authored 15 Stanley, H. Eugene 3 Horvatic, Davor 3 Jiang, Zhiqiang 2 Canabarro, Askery 2 Ivanov, Plamen Ch. 2 Jusup, Marko 2 Lee, Youngki 2 Petersen, Alexander M. 2 Wang, Duan 2 Zhang, Xin 2 Zhou, Weixing 1 Feng, Ling 1 Fenu, Andrea 1 Gontis, Vygintas 1 Grosse, Ivo 1 Havlin, Shlomo 1 Kenett, Dror Y. 1 Klabučar, Dubravko 1 Kononovicius, Aleksejus 1 Kovac, Dejan 1 Krstić, Vladimir 1 Kumerički, Krešimir 1 Li, Baowen 1 Li, Wei 1 Ma, Yin-Jie 1 Maglica, Željka 1 Matia, Kaushik 1 Mekterovic, D. 1 Njavro, M. 1 Paljetak, Hana Čipčić 1 Pavin, Nenad 1 Preis, Tobias 1 Wang, Gangjin 1 Wang, Yougui 1 Wang, Zhen 1 Xie, Chi 1 Zhao, Longfeng all top 5 Serials 5 Physica A 3 Quantitative Finance 2 Journal of Statistical Physics 2 Proceedings of the National Academy of Sciences of the United States of America 1 Chaos, Solitons and Fractals 1 Complexity 1 Chaos 1 Journal of Statistical Mechanics: Theory and Experiment 1 The European Physical Journal C. Particles and Fields 1 The European Physical Journal B. Condensed Matter and Complex Systems all top 5 Fields 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 114 times in 102 Documents Cited by ▼ Year ▼ Cross-correlations between volume change and price change. Zbl 1203.91208 Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M.; Stanley, H. Eugene 58 2009 Linking agent-based models and stochastic models of financial markets. Zbl 1355.91084 Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene 17 2012 High-frequency trading model for a complex trading hierarchy. Zbl 1278.91100 Podobnik, Boris; Wang, Duan; Stanley, H. Eugene 9 2012 Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. Zbl 1400.91396 Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E. 6 2016 Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions. Zbl 0980.60070 Podobnik, B.; Matia, K.; Chessa, A.; Ivanov, P. C.; Lee, Youngki; Stanley, H. E. 5 2001 Systemic risk and causality dynamics of the world international shipping market. Zbl 1395.90032 Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene Stanley, H. 5 2014 Truncated Lévy process with scale-invariant behavior. Zbl 0984.60057 Ivanov, Plamen C.; Podobnik, Boris; Lee, Youngki; Stanley, H. E. 4 2001 How fear of future outcomes affects social dynamics. Zbl 1406.91308 Podobnik, Boris; Jusup, Marko; Wang, Zhen; Stanley, H. Eugene 2 2017 Common scaling behavior in finance and macroeconomics. Zbl 1202.91260 Podobnik, B.; Horvatic, D.; Petersen, A. M.; Njavro, M.; Stanley, H. E. 2 2010 Min-protein oscillations in E. coli : three-dimensional off-lattice stochastic reaction-diffusion model. Zbl 1118.92002 Krstić, Vladimir; Maglica, Željka; Paljetak, Hana Čipčić; Podobnik, Boris; Pavin, Nenad 1 2007 A generalization of random matrix theory and its application to statistical physics. Zbl 1390.60040 Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H. 1 2017 Stochastic processes with power-law stability and a crossover in power-law correlations. Zbl 1001.91046 Podobnik, Boris; Grosse, Ivo; Eugene Stanley, H. 1 2002 The \(q\)-dependent detrended cross-correlation analysis of stock market. Zbl 1459.91230 Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene 1 2018 Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets. Zbl 1400.91664 Jiang, Zhi-Qiang; Canabarro, Askery; Podobnik, Boris; Stanley, H. Eugene; Zhou, Wei-Xing 1 2016 Short term prediction of extreme returns based on the recurrence interval analysis. Zbl 1400.91549 Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; Podobnik, Boris; Xie, Chi; Stanley, H. Eugene; Zhou, Wei-Xing 1 2018 The \(q\)-dependent detrended cross-correlation analysis of stock market. Zbl 1459.91230 Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene 1 2018 Short term prediction of extreme returns based on the recurrence interval analysis. Zbl 1400.91549 Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; Podobnik, Boris; Xie, Chi; Stanley, H. Eugene; Zhou, Wei-Xing 1 2018 How fear of future outcomes affects social dynamics. Zbl 1406.91308 Podobnik, Boris; Jusup, Marko; Wang, Zhen; Stanley, H. Eugene 2 2017 A generalization of random matrix theory and its application to statistical physics. Zbl 1390.60040 Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H. 1 2017 Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. Zbl 1400.91396 Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E. 6 2016 Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets. Zbl 1400.91664 Jiang, Zhi-Qiang; Canabarro, Askery; Podobnik, Boris; Stanley, H. Eugene; Zhou, Wei-Xing 1 2016 Systemic risk and causality dynamics of the world international shipping market. Zbl 1395.90032 Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene Stanley, H. 5 2014 Linking agent-based models and stochastic models of financial markets. Zbl 1355.91084 Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene 17 2012 High-frequency trading model for a complex trading hierarchy. Zbl 1278.91100 Podobnik, Boris; Wang, Duan; Stanley, H. Eugene 9 2012 Common scaling behavior in finance and macroeconomics. Zbl 1202.91260 Podobnik, B.; Horvatic, D.; Petersen, A. M.; Njavro, M.; Stanley, H. E. 2 2010 Cross-correlations between volume change and price change. Zbl 1203.91208 Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M.; Stanley, H. Eugene 58 2009 Min-protein oscillations in E. coli : three-dimensional off-lattice stochastic reaction-diffusion model. Zbl 1118.92002 Krstić, Vladimir; Maglica, Željka; Paljetak, Hana Čipčić; Podobnik, Boris; Pavin, Nenad 1 2007 Stochastic processes with power-law stability and a crossover in power-law correlations. Zbl 1001.91046 Podobnik, Boris; Grosse, Ivo; Eugene Stanley, H. 1 2002 Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions. Zbl 0980.60070 Podobnik, B.; Matia, K.; Chessa, A.; Ivanov, P. C.; Lee, Youngki; Stanley, H. E. 5 2001 Truncated Lévy process with scale-invariant behavior. Zbl 0984.60057 Ivanov, Plamen C.; Podobnik, Boris; Lee, Youngki; Stanley, H. E. 4 2001 all cited Publications top 5 cited Publications all top 5 Cited by 199 Authors 11 Stanley, H. Eugene 9 Wang, Jun 8 Shang, Pengjian 7 Podobnik, Boris 6 Zhao, Xiaojun 5 Gontis, Vygintas 4 Kononovicius, Aleksejus 4 Kristoufek, Ladislav 4 Li, Jiangcheng 3 Ke, Jinchuan 3 Kumar, Arun 3 Wyłomańska, Agnieszka 3 Xiao, Weilin 3 Zhang, Wei 3 Zhou, Weixing 2 Canabarro, Askery 2 Dong, Keqiang 2 Dutta, Srimonti 2 Fan, Qingju 2 Feng, Ling 2 Ghosh, Dipak 2 Gu, Changgui 2 Jia, Linlu 2 Jiang, Zhiqiang 2 Li, Haifeng 2 Manimaran, P. 2 Nie, Chun-Xiao 2 Pal, Mayukha 2 Preis, Tobias 2 Rao, P. Madhusudana 2 Shokrollahi, Foad 2 Tao, Chen 2 Wang, Duan 2 Wang, Fang 2 Wang, Guochao 2 Wang, Yiduan 2 Xu, Weidong 2 Yang, Huijie 2 Yin, Yi 2 Zhang, Na 2 Zhang, Weiguo 2 Zhang, Xili 2 Zhou, Qing 1 Allen, Edward James 1 Bartoš, Erik 1 Bińkowski, Mikołaj 1 Cai, Chunhao 1 Chakraborty, Sayantan 1 Chang, Lo-Bin 1 Chatterjee, Sucharita 1 Chen, Shijian 1 Chen, Shun 1 Chen, Tingting 1 Chen, Wei 1 Chen, Xiaoyan 1 Cheng, Hongyan 1 Cheng, Xuwen 1 Chow, Sheung Chi 1 Cincotti, Silvano 1 Cirillo, Pasquale 1 Dai, Qionglin 1 Dogan-Ciftci, Elife 1 Donnat, Philippe 1 Drożdż, Stanisław 1 Edelmann, Dominic 1 El Boukfaoui, My Youssef 1 El-Nabulsi, Rami Ahmad 1 Fang, Wen 1 Feng, Lingbing 1 Fokianos, Konstantinos 1 Fulco, Umberto L. 1 Gabaix, Xavier 1 Gajda, Janusz 1 Gao, Xiaojie 1 Ge, Lei 1 Gȩbarowski, Robert 1 Geman, Stuart Alan 1 Golmankhaneh, Alireza Khalili 1 Gopikrishnan, Parameswaran 1 Groslambert, Bertrand 1 Gu, Gaofeng 1 Gu, Rongbao 1 Han, Wenchen 1 Han, Xu 1 Havlin, Shlomo 1 Horvatic, Davor 1 Hou, Liying 1 Huang, Changwei 1 Ji, Mengfan 1 Jiang, Xiongfei 1 Jin, Qiuyue 1 Jusup, Marko 1 Kaldasch, Joachim 1 Kanjamapornkul, Kabin 1 Kiliçman, Adem 1 Kiran, V. Satya 1 Kovac, Dejan 1 Lai, Xiaodong 1 Li, Baowen 1 Li, Haihong ...and 99 more Authors all top 5 Cited in 25 Serials 53 Physica A 5 Nonlinear Dynamics 5 Communications in Nonlinear Science and Numerical Simulation 4 Chaos, Solitons and Fractals 4 Chaos 4 Quantitative Finance 3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 3 Complexity 2 Applied Mathematics and Computation 2 Stochastic Analysis and Applications 2 Journal of Statistical Mechanics: Theory and Experiment 1 International Journal of Modern Physics B 1 International Statistical Review 1 Proceedings of the National Academy of Sciences of the United States of America 1 Fractals 1 Mathematical Problems in Engineering 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Journal of Applied Statistics 1 New Journal of Physics 1 Journal of Systems Science and Complexity 1 Mediterranean Journal of Mathematics 1 The European Physical Journal B. Condensed Matter and Complex Systems 1 Chinese Journal of Physics (Taipei) 1 Communications in Theoretical Physics 1 Axioms all top 5 Cited in 17 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Statistics (62-XX) 24 Statistical mechanics, structure of matter (82-XX) 23 Probability theory and stochastic processes (60-XX) 5 Partial differential equations (35-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Biology and other natural sciences (92-XX) 3 Computer science (68-XX) 3 Systems theory; control (93-XX) 3 Information and communication theory, circuits (94-XX) 2 Measure and integration (28-XX) 2 Numerical analysis (65-XX) 2 Geophysics (86-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year