Search Results - "Holyst, J"

Volatility clustering and scaling for financial time series due to attractor bubbling by Krawiecki, A, Hołyst, J A, Helbing, D

“…A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time heat bath…”
Get full text

The Lehman Brothers effect and bankruptcy cascades by Sieczka, P., Sornette, D., Holyst, J. A.

“…Inspired by the bankruptcy of Lehman Brothers and its consequences on the global financial system, we develop a simple model in which the Lehman default event…”
Get full text

Phase transitions in social networks by FRONCZAK, P, FRONCZAK, A, HOLYST, J. A

Get full text

Modelling collective opinion formation by means of active Brownian particles by SCHWEITZER, F, HOŁYST, J. A

Get full text

Characteristic periodicities of collective behavior at the foreign exchange market by Sato, A.-H., Hołyst, J. A.

“… As the result of empirical investigations into the foreign exchange market a group structure of characteristic periodic decisions of market participants is…”
Get full text

Observations of deterministic chaos in financial time series by recurrence plots, can one control chaotic economy? by HOŁYST, J. A, ZEBROWSKA, M, URBANOWICZ, K

Get full text

Multiple propagation paths enhance locating the source of diffusion in complex networks by Gajewski, Ł.G., Suchecki, K., Hołyst, J.A.

“…We investigate the problem of locating the source of diffusion in complex networks without complete knowledge of nodes’ states. Some currently known methods…”
Get full text

Stochastic resonance as a model for financial market crashes and bubbles by Krawiecki, A., Hołyst, J.A.

“…A bistable model of a financial market is considered, aimed at modelling financial crashes and bubbles, based on the Ising model with thermal-bath dynamics and…”
Get full text

Phase transitions and hysteresis in a cellular automata-based model of opinion formation by Kacperski, K., Holyst, J. A.

Get full text

Growing trees in internet news groups and forums by Kujawski, B, Hołyst, J, Rodgers, G J

“…We present an empirical study of the networks created by users within internet news groups and forums and show that they organize themselves into scale-free…”
Get full text

Key Courses of Academic Curriculum Uncovered by Data Mining of Students' Grades by Gajewski, Ł.G., Chołoniewski, J., Hołyst, J.A.

Get full text

The Role of Emotional Variables in the Classification and Prediction of Collective Social Dynamics by Chołoniewski, J., Sienkiewicz, J., Hołyst, J., Thelwall, M.

Get full text

Hierarchical Cont-Bouchaud Model by Paluch, R., Suchecki, K., Hołyst, J.A.

Get full text

Collective firm bankruptcies and phase transition in rating dynamics by Sieczka, P., Hołyst, J. A.

“…We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like…”
Get full text

Log-periodic oscillations and noise-free stochastic multiresonance due to self-similarity of fractals by Krawiecki, A, Kacperski, K, Matyjaśkiewicz, S, Hołyst, J.A

“…The origin of log-periodic oscillations around the power-law trend of the escape probability from a precritical attractor and of the noise-free stochastic…”
Get full text

Model of Communities Isolation at Hierarchical Modular Networks by Kondratiuk, P., Hołyst, J.A.

Get full text

Emotional Agents at the Square Lattice by Czaplicka, A., Chmiel, A., Hołyst, J.A.

Get full text

Emotional Analysis of Blogs and Forums Data by Weroński, P., Sienkiewicz, J., Paltoglou, G., Buckley, K., Thelwall, M., Hołyst, J.A.

Get full text

A Threshold Model of Financial Markets by Sieczka, P., Hołyst, J.A.

Get full text

Majority model on a network with communities by Lambiotte, R, Ausloos, M, Hołyst, J A

“…We focus on the majority model in a topology consisting of two coupled fully connected networks, thereby mimicking the existence of communities in social…”
Get full text