281 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of LeicesterGB34 papers
- University of BucharestRO9 papers
- Sapienza University of RomeIT7 papers
- Vrije Universiteit BrusselBE7 papers
- London South Bank UniversityGB6 papers
- Babeș-Bolyai UniversityRO5 papers
- University of LiègeBE5 papers
- Universitatea Națională de Știință și Tehnologie Politehnica BucureștiRO4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Laboratoire Paul PainlevéFR3 papers
- Trinity College DublinIE3 papers
- University of TehranIR3 papers
5 papers · 1 filter
Note on pre-taxation reported data by UK FTSE-listed companies. A search for Benford's laws compatibility
Marcel Ausloos, Probowo Erawan Sastroredjo, Polina Khrennikova
Pre-taxation analysis plays a crucial role in ensuring the fairness of public revenue collection. It can also serve as a tool to reduce the risk of tax avoidance, one of the UK gov…
Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy
Claudiu Vinte, Marcel Ausloos
Selecting stock portfolios and assessing their relative volatility risk compared to the market as a whole, market indices, or other portfolios is of great importance to professiona…
The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator
Claudiu Vinte, Marcel Ausloos
To take into account the temporal dimension of uncertainty in stock markets, this paper introduces a cross-sectional estimation of stock market volatility based on the intrinsic en…
Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi +1
The so-called Benford's laws are of frequent use in order to observe anomalies and regularities in data sets, in particular, in election results and financial statements. Yet, basi…
Coupled criticality analysis of inflation and unemployment
Z. Koohi Lai, A. Namaki, A. Hosseiny +2
In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and l…