9 citations · 10 across the 2 of their papers we have counts for
3 papers
Revisiting Cont's Stylized Facts for Modern Stock Markets
Ethan Ratliff-Crain, Colin M. Van Oort, James Bagrow +2
In 2001, Rama Cont introduced a now-widely used set of 'stylized facts' to synthesize empirical studies of financial price changes (returns), resulting in 11 statistical properties…
Augmenting semantic lexicons using word embeddings and transfer learning
Thayer Alshaabi, Colin M. Van Oort, Mikaela Irene Fudolig +3
Sentiment-aware intelligent systems are essential to a wide array of applications. These systems are driven by language models which broadly fall into two paradigms: Lexicon-based…
Simon's fundamental rich-get-richer model entails a dominant first-mover advantage
Peter Sheridan Dodds, David Rushing Dewhurst, Fletcher F. Hazlehurst +5
Herbert Simon's classic rich-get-richer model is one of the simplest empirically supported mechanisms capable of generating heavy-tail size distributions for complex systems. Simon…