4 citations · 5 across the 2 of their papers we have counts for
4 papers
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…
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…
The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises
Tanya Araújo, Francisco Louçã
This paper investigates the dynamics of stocks in the S&P500 index for the last 30 years. Using a stochastic geometry technique, we investigate the evolution of the market space an…
Reconstructing an economic space from a market metric
R. Vilela Mendes, Tanya Araújo, Francisco Louçã
Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic stru…