27 citations · 28 across the 4 of their papers we have counts for
Showing q-fin.STShow all
2 papers · 1 filter
q-fin.ST2021★ 1 cited
What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models
Andrés García-Medina, Toan Luu Duc Huynh3
Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had e…
q-fin.ST2017★ 27 cited
Correlations and Flow of Information between The New York Times and Stock Markets
Andrés García-Medina, Leonidas Sandoval Junior, Efraín Urrutia Bañuelos +1
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indi…