lot of physicists and economists have contributed to studies showing analogies between physical complex systems and economic and financial markets. In this paper we have compared the complex system of earthquakes with Internet, social media and finance. In particular, we have observed as Omori’s law conforms in both to the evolution of the tweets and to the securities exchanged on the financial market after dissemination of information. The analysis of empirical data concerns companies operating in the market. We have tested the relationships between variables through Person correlation coefficient and the relationship between phenomena with power trend-lines. We show that these complex financial systems follow a specific law that is relate...
We discuss the statistical properties of index returns in a financial market just after a major mark...
Submitted in partial fulfillment of the requirements for the Degree of Bachelor of Business Science ...
In the current era of strong worldwide market couplings the global financial village became highly p...
lot of physicists and economists have contributed to studies showing analogies between physical comp...
The purpose of this thesis is to analyze the market dynamics in periods following a large financial ...
The Internet is a complex system, whose temporal behavior is highly nonstationary and exhibits sudde...
This work investigates financial volatility cascades generated by SARS-CoV-2 related news using conc...
Financial markets (share markets, foreign exchange markets and others) are all characterized by a nu...
Purpose: This paper aims to expand the emerging literature on COVID-19 and the financial markets by ...
We study the behavior of U.S. markets both before and after U.S. Federal Open Market Commission meet...
In this paper, we quantitatively investigate the properties of a statistical ensemble of stock price...
This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using ...
This paper discusses the factors which, in the absence of strong financial regulation, sustain the I...
Abstract Recurrent interactions between agents play an essential role in the organization of a dynam...
In this paper, we analyse the relation between financial system and financial crises. Our goal is to...
We discuss the statistical properties of index returns in a financial market just after a major mark...
Submitted in partial fulfillment of the requirements for the Degree of Bachelor of Business Science ...
In the current era of strong worldwide market couplings the global financial village became highly p...
lot of physicists and economists have contributed to studies showing analogies between physical comp...
The purpose of this thesis is to analyze the market dynamics in periods following a large financial ...
The Internet is a complex system, whose temporal behavior is highly nonstationary and exhibits sudde...
This work investigates financial volatility cascades generated by SARS-CoV-2 related news using conc...
Financial markets (share markets, foreign exchange markets and others) are all characterized by a nu...
Purpose: This paper aims to expand the emerging literature on COVID-19 and the financial markets by ...
We study the behavior of U.S. markets both before and after U.S. Federal Open Market Commission meet...
In this paper, we quantitatively investigate the properties of a statistical ensemble of stock price...
This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using ...
This paper discusses the factors which, in the absence of strong financial regulation, sustain the I...
Abstract Recurrent interactions between agents play an essential role in the organization of a dynam...
In this paper, we analyse the relation between financial system and financial crises. Our goal is to...
We discuss the statistical properties of index returns in a financial market just after a major mark...
Submitted in partial fulfillment of the requirements for the Degree of Bachelor of Business Science ...
In the current era of strong worldwide market couplings the global financial village became highly p...