3 papers
q-fin.ST2025
Mechanisms of information communication and market price movements. The case of SP 500 market
Inga Ivanova, Grzegorz Rzadkowski
In this paper we analyze how market prices change in response to information processing among the market participants and how non-linear information dynamics drive market price mov…
cs.CY2024
Quantitative Theory of Meaning. Application to Financial Markets. EUR/USD case study
Inga Ivanova, Grzegorz Rzadkowski, Loet Leydesdorff
The paper focuses on the link between information, investors' expectations and market price movement. EUR/USD market is examined from communication-theoretical perspective on the d…
physics.soc-ph2024
Triple Helix synergy and patent dynamics. Cross country compartison
Inga Ivanova, Grzegorz Rzadkowski
We use a computationally efficient technique of Logistic Continuous Wavelet transform (CWT) to analyze patent data for Switzerland, Germany, USA, and Brszil for the period 1980-200…