179 citations · 353 across the 9 of their papers we have counts for
9 papers
A new look at calendar anomalies: Multifractality and day of the week effect
Darko Stosic, Dusan Stosic, Irena Vodenska +2
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain…
Inferring short-term volatility indicators from Bitcoin blockchain
Nino Antulov-Fantulin, Dijana Tolic, Matija Piskorec +2
In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily tran…
Crises and Physical Phases of a Bipartite Market Model
Nima Dehmamy, Sergey Buldyrev, Shlomo Havlin +2
We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time…
Multiple Tipping Points and Optimal Repairing in Interacting Networks
Antonio Majdandzic, Lidia A. Braunstein, Chester Curme +4
Systems that comprise many interacting dynamical networks, such as the human body with its biological networks or the global economic network consisting of regional clusters, often…
Classical mechanics of economic networks
Nima Dehmamy, Sergey V. Buldyrev, Shlomo Havlin +2
Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links an…
Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics
Andreas Joseph, Irena Vodenska, Eugene Stanley +1
The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling an…