7 citations · 7 across the 3 of their papers we have counts for
3 papers
econ.GN2024
The Rise and Fall of Ideas' Popularity
Piero Mazzarisi, Alessio Muscillo, Claudio Pacati +1
In the dynamic landscape of contemporary society, the popularity of ideas, opinions, and interests fluctuates rapidly. Traditional dynamical models in social sciences often fail to…
q-fin.ST2022
Variance of entropy for testing time-varying regimes with an application to meme stocks
Andrey Shternshis, Piero Mazzarisi
Shannon entropy is the most common metric to measure the degree of randomness of time series in many fields, ranging from physics and finance to medicine and biology. Real-world sy…
q-fin.ST2022★ 7 cited
Efficiency of the Moscow Stock Exchange before 2022
Andrey Shternshis, Piero Mazzarisi, Stefano Marmi
This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is called efficient if prices of its assets fully reflect all available information. We sho…