Found: 29
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A machine learning approach to support decision in insider trading detection.
- Published in:
- EPJ Data Science, 2024, v. 13, n. 1, p. 1, doi. 10.1140/epjds/s13688-024-00500-2
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- Article
Comment on: Price Discovery in High Resolution.
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- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 439, doi. 10.1093/jjfinec/nbz008
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- Article
Instabilities in multi-asset and multi-agent market impact games.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 505, doi. 10.1007/s10479-022-05066-8
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- Article
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies.
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- Annals of Operations Research, 2021, v. 299, n. 1/2, p. 177, doi. 10.1007/s10479-019-03277-0
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- Publication type:
- Article
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES.
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- Fluctuation & Noise Letters, 2013, v. 12, n. 2, p. -1, doi. 10.1142/S0219477513400026
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- Article
THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES.
- Published in:
- Fluctuation & Noise Letters, 2005, v. 5, n. 2, p. L209, doi. 10.1142/S0219477505002574
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- Publication type:
- Article
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model.
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- Scientific Reports, 2022, v. 12, n. 1, p. 1, doi. 10.1038/s41598-022-23770-0
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- Publication type:
- Article
Multi-Scale Analysis of the European Airspace Using Network Community Detection.
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- PLoS ONE, 2014, v. 9, n. 5, p. 1, doi. 10.1371/journal.pone.0094414
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- Publication type:
- Article
Statistically Validated Networks in Bipartite Complex Systems.
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- PLoS ONE, 2011, v. 6, n. 3, p. 1, doi. 10.1371/journal.pone.0017994
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- Publication type:
- Article
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market.
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- Computational Management Science, 2018, v. 15, n. 1, p. 33, doi. 10.1007/s10287-017-0293-6
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- Article
Statistical Properties of Statistical Ensembles of Stock Returns.
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- International Journal of Theoretical & Applied Finance, 2000, v. 3, n. 3, p. 405, doi. 10.1142/S0219024900000279
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- Article
Modelling the air transport with complex networks: A short review.
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- European Physical Journal: Special Topics, 2012, v. 215, n. 1, p. 5, doi. 10.1140/epjst/e2013-01711-9
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- Publication type:
- Article
Spatially embedded socio-technical complex networks.
- Published in:
- 2012
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- Publication type:
- Editorial
The effect of round-off error on long memory processes.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2014, v. 18, n. 4, p. 445, doi. 10.1515/snde-2013-0011
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- Publication type:
- Article
The Long Memory of the Efficient Market.
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- Studies in Nonlinear Dynamics & Econometrics, 2004, v. 8, n. 3, p. 1, doi. 10.2202/1558-3708.1226
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- Publication type:
- Article
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time.
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- Scientific Reports, 2019, v. 9, n. 1, p. N.PAG, doi. 10.1038/s41598-019-47115-6
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- Publication type:
- Article
Econophysics: Master curve for price-impact function.
- Published in:
- Nature, 2003, v. 421, n. 6919, p. 129, doi. 10.1038/421129a
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- Publication type:
- Article
Betweenness centrality for temporal multiplexes.
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- Scientific Reports, 2021, v. 11, n. 1, p. 1, doi. 10.1038/s41598-021-84418-z
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- Publication type:
- Article
Knowledge and social relatedness shape research portfolio diversification.
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- Scientific Reports, 2020, v. 10, n. 1, p. N.PAG, doi. 10.1038/s41598-020-71009-7
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- Publication type:
- Article
Corporate payments networks and credit risk rating.
- Published in:
- EPJ Data Science, 2019, v. 8, n. 1, p. N.PAG, doi. 10.1140/epjds/s13688-019-0197-5
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- Publication type:
- Article
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics.
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- PLoS ONE, 2016, v. 11, n. 1, p. 1, doi. 10.1371/journal.pone.0146576
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- Publication type:
- Article
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen-Shannon Metric.
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- Entropy, 2014, v. 16, n. 1, p. 567, doi. 10.3390/e16010567
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- Publication type:
- Article
Comparative genomics study of inverted repeats in bacteria.
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- Bioinformatics, 2002, v. 18, n. 7, p. 971, doi. 10.1093/bioinformatics/18.7.971
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- Publication type:
- Article
A statistical analysis of the three-fold evolution of genomic compression through frame overlaps in prokaryotes.
- Published in:
- Biology Direct, 2007, v. 2, p. 22, doi. 10.1186/1745-6150-2-22
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- Publication type:
- Article
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification.
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- Operations Research, 2016, v. 64, n. 5, p. 1073, doi. 10.1287/opre.2015.1464
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- Publication type:
- Article
SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS.
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- International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2007, v. 17, n. 7, p. 2319, doi. 10.1142/S0218127407018415
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- Publication type:
- Article
Unimodal Maps Perturbed by Heteroscedastic Noise: An Application to a Financial Systems.
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- Journal of Statistical Physics, 2023, v. 190, n. 10, p. 1, doi. 10.1007/s10955-023-03160-0
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- Publication type:
- Article
Econophysics and the challenge of efficiency.
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- Complexity, 2009, v. 14, n. 3, p. 39, doi. 10.1002/cplx.20262
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- Publication type:
- Article
Resolution of ranking hierarchies in directed networks.
- Published in:
- PLoS ONE, 2018, v. 13, n. 2, p. 1, doi. 10.1371/journal.pone.0191604
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- Publication type:
- Article