11 citations · 17 across the 5 of their papers we have counts for
5 papers
GDP-Driven Structural and Dynamical Heterogeneity in the Synchronization of Chaotic Macroeconomic Networks
Thierry Njougouo, Fernando Fagundes Ferreira, Diego Garlaschelli
We investigate the emergence of synchronization in a network of coupled chaotic macroeconomic systems. Each node represents an economy characterized by three key variables savings,…
Detailed study of a moving average trading rule
Fernando F. Ferreira, A. Christian Silva, Ju-Yi Yen
We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link perfo…
Competing metabolic strategies in a multilevel selection model
André Amado, Lenin Fernández, Weini Huang +2
The interplay between energy efficiency and evolutionary mechanisms is addressed. One important question is how evolutionary mechanisms can select for the optimised usage of energy…
Information ratio analysis of momentum strategies
Fernando F. Ferreira, A. Christian Silva, Ju-Yi Yen
In the past 20 years, momentum or trend following strategies have become an established part of the investor toolbox. We introduce a new way of analyzing momentum strategies by loo…
Multi-asset minority games
Ginestra Bianconi, Andrea De Martino, Fernando F. Ferreira +1
We study analytically and numerically Minority Games in which agents may invest in different assets (or markets), considering both the canonical and the grand-canonical versions. W…