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researcher

Tanya Ara'ujo

11 papers hereh-index 441 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author7
  • last author4

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • nlin.AO2
  • q-fin.ST2
  • cond-mat.stat-mech1
  • cs.DL1
  • cs.SI1
  • physics.data-an1

identity via Semantic Scholar / OpenAlex

activity
20042023
most citedOn the Empirical Relevance of the Transient in Opinion Models

13 citations · 39 across the 11 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.ST2012★ 4 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.