Publications

Here you can find list of recent publications illustrating the research made in our group. The list will be updated once or twice a year. For more publications see laboratory publications page, project web pages, and personal web pages.

Selected publications

1. Dynamic asset trees and portfolio analysis, J.-P. Onnela, A. Chakraborti, K. Kaski, and J. Kertész, Eur. Phys. J. B 30, 285-288 (2002).
2. Dynamic asset trees and Black Monday, J.-P. Onnela, A. Chakraborti, K. Kaski, and J. Kertész, Physica A 324, 247-252 (2003).
3. Asset trees and asset graphs in financial markets, J.-P. Onnela, A. Chakraborti, K. Kaski, J. Kertész, and A. Kanto, Physica Scripta T106, 48-54 (2003).
4. Dynamics of market correlations: Taxonomy and portfolio analysis, J.-P. Onnela, A. Chakraborti, K. Kaski, J. Kertész, and A. Kanto, Phys. Rev. E 68, 056110 (2003).
5. Clustering and information in correlation based financial networks, J.-P. Onnela, K. Kaski, and J. Kertész, Eur. Phys. J. B 38, 353-362 (2004).
6. Financial market -- a network of capital flows, J.-P. Onnela, K. Kaski, and J. Kertész, submitted to InterJournal (5/2004).
7. Intensity and coherence of motifs in weighted complex networks, J.-P. Onnela, J. Saramäki, J. Kertész, and K. Kaski, Phys. Rev. E 71, 065103 (2005).
8. Characterizing Motifs in Weighted Complex Networks, J. Saramäki, J.-P. Onnela, J. Kertész, and K. Kaski, in Science of Complex Networks - AIP Conference Proceedings 776, J.F.F. Mendes et al. (eds.) 108 (2005).
9. Financial market - a network perspective, J.-P. Onnela, J. Saramäki, K. Kaski, and J. Kertész in: H. Takayasu (Ed.), Practical Fruits of Econophysics, Nikkei Econophysics III Proceedings, Springer, Tokyo, 302 (2006).
10. Decimalization and asset returns, J.-P. Onnela, J. Töyli, and K. Kaski, submitted to Quantitative Finance (1/2006).
11. Spectrum, intensity and coherence in weighted networks of a financial market, G. Tibély, J.-P. Onnela, J. Saramäki, K. Kaski, and J. Kertész, Physica A 370, 145-150 (2006).
12. A Model for social networks, R. Toivonen, J.-P. Onnela, J. Saramäki, J. Hyvönen, K. Kaski, Physica A 371, 851-860 (2006).
13. Generalizations of the clustering coefficient to weighted complex networks, J. Saramäki, M. Kivelä, J.-P. Onnela, K. Kaski, and J. Kertész, to appear in Phys. Rev. E (2006).
14. Structure and tie strengths in mobile communication networks, J.-P. Onnela, J. Saramäki, J. Hyvönen, G. Szabó, D. Lazer, K. Kaski, J. Kertész, and A.-L. Barabási, submitted (5/2006).
15. Bias in epidemiological studies of conflict mortality, N. F. Johnson, M. Spagat, S. Gourley, J.-P. Onnela, G. Reinert, submitted (11/2006).