EconBase
← All authors

Davor Horvatić

University of Zagreb (per OpenAlex) · ORCID · OpenAlex

23 papers in scope · 23 published · 1 on the econ.EM arXiv · 2,418 citations · h-index 16 (over the papers listed here)

Papers

(1 of 23)

published2022 · Computational Economics · 14 citations · first circulated 2021
with Petra P. Šimović, Claire Y. T. Chen, Edward W. Sun, Petra Posedel Šimović
Human-Centric AI: The Symbiosis of Human and Artificial Intelligence
published2021 · Entropy · 35 citations
with Tomislav Lipić
Benchmarking Attention-Based Interpretability of Deep Learning in Multivariate Time Series Predictions
published2021 · Entropy · 26 citations
with Domjan Barić, Petar Fumić, Tomislav Lipić
A generalization of random matrix theory and its application to statistical physics
published2017 · Chaos An Interdisciplinary Journal of Nonlinear Science · 6 citations
with Duan Wang, Xin Zhang, Boris Podobnik, H. Eugene Stanley
Predicting the Lifetime of Dynamic Networks Experiencing Persistent Random Attacks
published2015 · Scientific Reports · 21 citations · first circulated 2014
with Boris Podobnik, Tomislav Lipić, Antonio Majdandzic, Steven R. Bishop, H. Eugene Stanley, Sarah Bishop
Systemic risk in dynamical networks with stochastic failure criterion
published2014 · Europhysics Letters (EPL) · 15 citations
with Boris Podobnik, Mário Augusto Bertella, Feng Li, Xuqing Huang, Baowen Li, Liang Feng, Xuejun Huang, B. Li
The competitiveness versus the wealth of a country
published2012 · Scientific Reports · 37 citations
with Boris Podobnik, Dror Y. Kenett, H. Eugene Stanley
Scaling of Growth Rate Volatility for Six Macroeconomic Variables
published2012 · Contemporary Economics
with Boris Podobnik, Djuro Njavro, Mato Njavro, H. Eugene Stanley
Asymmetric Lévy flight in financial ratios
published2011 · Proceedings of the National Academy of Sciences · 74 citations
with Boris Podobnik, Aljoša Valentinčič, H. Eugene Stanley
Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices
published2011 · Physical Review E · 134 citations
with Wang Duan, Boris Podobnik, H. Eugene Stanley
Detrended cross-correlation analysis for non-stationary time series with periodic trends
published2011 · Europhysics Letters (EPL) · 337 citations
with H. Eugene Stanley, Boris Podobnik
Bankruptcy risk model and empirical tests
published2010 · Proceedings of the National Academy of Sciences · 78 citations
with Boris Podobnik, Alexander M. Petersen, Branko Urošević, H. Eugene Stanley
Comparison between response dynamics in transition economies and developed economies
published2010 · Physical Review E · 37 citations
with Joel Tenenbaum, Slavica Ćosović Bajić, Bećo Pehlivanović, Boris Podobnik, H. Eugene Stanley
Time-lag cross-correlations in collective phenomena
published2010 · Europhysics Letters (EPL) · 219 citations
with Boris Podobnik, D. Wang, Ivo Große, H. Eugene Stanley
Scale-invariant properties of public-debt growth
published2010 · Europhysics Letters (EPL) · 5 citations
with Alexander M. Petersen, Boris Podobnik, H. Eugene Stanley
Cross-correlations between volume change and price change
published2009 · Proceedings of the National Academy of Sciences · 636 citations
with Boris Podobnik, Alexander M. Petersen, H. Eugene Stanley
Common scaling behavior in finance and macroeconomics
published2009 · The European Physical Journal B · 16 citations
with Boris Podobnik, Alexander M. Petersen, Mario Njavro, H. Eugene Stanley
Quantifying cross-correlations using local and global detrending approaches
published2009 · The European Physical Journal B · 425 citations
with Boris Podobnik, Ivo Große, Suzana Ilić, Plamen Ch. Ivanov, H. Eugene Stanley
Asymmetry in power-law magnitude correlations
published2009 · Physical Review E · 8 citations
with Boris Podobnik, Joel Tenenbaum, H. Eugene Stanley
Quantitative relations between risk, return and firm size
published2009 · Europhysics Letters (EPL) · 25 citations
with Boris Podobnik, Alexander M. Petersen, H. Eugene Stanley
Size-dependent standard deviation for growth rates: Empirical results and theoretical modeling
published2008 · Physical Review E · 49 citations
with Boris Podobnik, Fabio Pammolli, Fengzhong Wang, H. Eugene Stanley, Ivo Große
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes
published2008 · Physica A Statistical Mechanics and its Applications · 142 citations · first circulated 2007
with Boris Podobnik, Alfonso Lam Ng, H. Eugene Stanley, Plamen Ch. Ivanov
Fractionally integrated process with power-law correlations in variables and magnitudes
published2005 · Physical Review E · 79 citations
with Boris Podobnik, Plamen Ch. Ivanov, K. Biljaković, H. Eugene Stanley, Ivo Große

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.