6 papers
Beyond Trade Openness: Network-Based Evidence on African Economic Integration
Tekilu Tadesse Choramo, Jemal Abafita, Yerali Gandica +1
This paper develops a network-based methodology for measuring economic integration in Africa. Conventional indicators such as trade openness and intra-regional trade shares capture…
Stable Sentiment and Persistent Dynamics in U.S. Economic News over 45 Years
Luis Enrique Correa Rocha
Collective emotion is often inferred from the tone of mass media, but such emotion is not directly observed. One approximation is to extract sentiment from text and use sentiment i…
Social Contagion in COVID-19 Discussions within the Belgian Reddit Community: A Statistical and Modeling Study
Tim Van Wesemael, Luis E. C. Rocha, Tijs W. Alleman +1
Understanding how sentiment toward COVID-19 mitigation measures evolves on social media can inform both epidemiological models and public health policy. We analyzed 655,642 posts b…
Optimising cryptocurrency portfolios through stable clustering of price correlation networks
Ruixue Jing, Ryota Kobayashi, Luis Enrique Correa Rocha
The rapidly evolving cryptocurrency market presents unique challenges for investment due to its inherent volatility and evolving regulatory environment. Collective price movements…
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch +1
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales…
Detection of anomalies in cow activity using wavelet transform based features
Valentin Guien, Violaine Antoine, Romain Lardy +2
In Precision Livestock Farming, detecting deviations from optimal or baseline values - i.e. anomalies in time series - is essential to allow undertaking corrective actions rapidly.…