296 citations · 384 across the 7 of their papers we have counts for
3 papers · 1 filter
Community detection and portfolio optimization
Longfeng Zhao, Chao Wang, Gang-Jin Wang +2
Community detection methods can be used to explore the structure of complex systems. The well-known modular configurations in complex financial systems indicate the existence of co…
A new look at calendar anomalies: Multifractality and day of the week effect
Darko Stosic, Dusan Stosic, Irena Vodenska +2
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain…
Impacts of export restrictions on the global personal protective equipment trade network during COVID-19
Yang Ye, Qingpeng Zhang, Zhidong Cao +4
The COVID-19 pandemic has caused a dramatic surge in demand for personal protective equipment (PPE) worldwide. Many countries have imposed export restrictions on PPE to ensure the…