Computational Complex Systems and Networks

Research Unit at Wolfson College Oxford

 

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).