13 citations · 39 across the 11 of their papers we have counts for
11 papers
Reconstructing cryptocurrency processes via Markov chains
Tanya Araújo, Paulo Barbosa
The growing attention on cryptocurrencies has led to increasing research on digital stock markets. Approaches and tools usually applied to characterize standard stocks have been ap…
The evolution of Complexity co-occurring keywords: bibliometric analysis and network approach
Tanya Araújo, Alexandre Abreu, Francisco Louçã
Bibliometric studies based on the Web of Science (WOS) database have become an increasingly popular method for analysing the structure of scientific research. So do network approac…
Long-range connections, real-world networks and rates of diffusion
Tanya Araújo, R. Vilela Mendes
Long range connections play an essential role in dynamical processes on networks, on the processing of information in biological networks, on the structure of social and economical…
Gender-based occupational segregation: a bit string approach
Joana Passinhas, Tanya Araújo
The systematic differences of gender representation across occupations, gender-based occupational segregation, has been suggested as one of the most important determinants of the s…
Long-range connections and mixed diffusion in fractional networks
R. Vilela Mendes, Tanya Araújo
Networks with long-range connections obeying a distance-dependent power law of sufficiently small exponent display superdiffusion, Lévy flights and robustness properties very diffe…
Reframing the S\&P500 Network of Stocks along the \nth{21} Century
Tanya Araújo, Maximilian Göbel
Since the beginning of the new millennium, stock markets went through every state from long-time troughs, trade suspensions to all-time highs. The literature on asset pricing hence…
Signal processing on graphs: Transforms and tomograms
R. Vilela Mendes, Hugo C. Mendes, Tanya Araújo
Using projections on the (generalized) eigenvectors associated to matrices that characterize the topological structure, several authors have constructed generalizations of the Four…
How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market
Tanya Araújo, João Dias, Samuel Eleutério +1
This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sens…
On the Empirical Relevance of the Transient in Opinion Models
Sven Banisch, Tanya Araújo
While the number and variety of models to explain opinion exchange dynamics is huge, attempts to justify the model results using empirical data are relatively rare. As linking to r…
Hiking the hypercube: producers and consumers
Tanya Araújo, Gérard Weisbuch
We study the dynamics of co-evolution of producers and customers described by bit-strings representing individual traits. Individual ''size-like'' properties are controlled by bina…
Complex Behavior of Stock Markets: Processes of Synchronization and Desynchronization during Crises
Tanya Araújo, Francisco Louçã
This paper investigates the dynamics of in the S&P500 index from daily returns for the last 30 years. Using a stochastic geometry technique, each S&P500 yearly batch of data is emb…