290 citations · 566 across the 11 of their papers we have counts for
7 papers · 1 filter
Correlations and Flow of Information between The New York Times and Stock Markets
Andrés García-Medina, Leonidas Sandoval Junior, Efraín Urrutia Bañuelos +1
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indi…
Dynamics in two networks based on stocks of the US stock market
Leonidas Sandoval Junior
We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks bui…
Survivability and centrality measures for networks of financial market indices
Leonidas Sandoval Junior
Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using…
Cluster formation and evolution in networks of financial market indices
Leonidas Sandoval Junior
Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse…
Pruning a Minimum Spanning Tree
Leonidas Sandoval Junior
This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international st…
A Map of the Brazilian Stock Market
Leonidas Sandoval Junior
We use the correlation matrix of stocks returns in order to create maps of the São Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 20…
Correlation of financial markets in times of crisis
Leonidas Sandoval Junior, Italo De Paula Franca
Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linke…