Economic Mobility Publications

Income Mobility and Mixing in North Macedonia

Viktor Stojkoski, Sonja Mitikj, Marija Trpkova-Nestorovska, Dragan Tevdovski

Research in progress to appear at the 4th International Scientific Conference on "Economic and Business Trends Shaping the Future" (2023)

Published Version

A First Passage Under Resetting Approach to Income Dynamics

Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev, Ralf Metzler, Viktor Stojkoski

Chaos, Solitons and Fractals (2023)

Published Version

Income Inequality and Mobility in Geometric Brownian Motion with Stochastic Resetting: Theoretical Results and Empirical Evidence of Non-ergodicity

Viktor Stojkoski, Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev, Ralf Metzler

Philosophical Transactions of the Royal Society A (2022)

Published Version (PDF)

Measures of Physical Mixing Evaluate the Economic Mobility of the Typical Individual

Viktor Stojkoski 

Working paper (2022)

Working paper (PDF)

Ergodicity Breaking in Wealth Dynamics: The Case of Reallocating Geometric Brownian Motion

Viktor Stojkoski, Marko Karbevski

Physical Review E (2022)

Published Version (PDF)

Autocorrelation Functions and Ergodicity in Diffusion with Stochastic Resetting

Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev, Arnab Pal

Journal of Physics A: Mathematical and Theoretical (2022)

Published Version (PDF)

Geometric Brownian Motion under Stochastic Resetting: A Stationary yet Nonergodic Process

Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev, Arnab Pal

Physical Review E (2021)

Published Version (PDF)

Evolution of Cooperation in Networked Heterogeneous Fluctuating Environments

Viktor Stojkoski, Marko Karbevski, Zoran Utkovski, Lasko Basnarkov, Ljupco Kocarev

Physica A: Statistical Mechanics and its Applications (2021)

Published Version (PDF)

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing

Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov, Ljupco Kocarev, Ralf Metzler

Entropy (2020)

Published Version

Cooperation Dynamics in Networked Geometric Brownian Motion

Viktor Stojkoski, Zoran Utkovski, Lasko Basnarkov, Ljupco Kocarev

Physical Review E (2019)

Published Version