7 citations · 10 across the 5 of their papers we have counts for
7 papers
Missing Data as Part of the Social Behavior in Real-World Financial Complex Systems
Guy Kelman, Eran Manes, Marco Lamieri +1
Many real-world networks are known to exhibit facts that counter our knowledge prescribed by the theories on network creation and communication patterns. A common prerequisite in n…
Too dynamic to fail. Empirical support for an autocatalytic model of Minsky's financial instability hypothesis
Natasa Golo, David S. Bree, Guy Kelman +3
Solomon and Golo [1] have recently proposed an autocatalytic (self-reinforcing) feedback model which couples a macroscopic system parameter (the interest rate), a microscopic param…
Many-to-one contagion of economic growth rate across trade credit network of firms
Natasa Golo, Guy Kelman, David S. Bree +3
We propose a novel approach and an empirical procedure to test direct contagion of growth rate in a trade credit network of firms. Our hypotheses are that the use of trade credit c…
Dissortative From the Outside, Assortative From the Inside: Social Structure and Behavior in the Industrial Trade Network
Guy Kelman, David S. Brée, Eran Manes +3
It is generally accepted that neighboring nodes in financial networks are negatively assorted with respect to the correlation between their degrees. This feature would play an impo…
Pricing stocks with yardsticks and sentiments
Sebastıan Martınez Bustos, Jorgen Vitting Andersen, Michel Miniconi +3
Human decision making by professionals trading daily in the stock market can be a daunting task. It includes decisions on whether to keep on investing or to exit a market subject t…
Prediction accuracy and sloppiness of log-periodic functions
David Brée, Damien Challet, Pier Paolo Peirano
We show that log-periodic power-law (LPPL) functions are intrinsically very hard to fit to time series. This comes from their sloppiness, the squared residuals depending very much…
Testing for financial crashes using the Log Periodic Power Law mode
David S. Bree, Nathan Lael Joseph
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined…