31 citations · 60 across the 5 of their papers we have counts for
8 papers
Markov Chain Monte Carlo for generating ranked textual data
Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi +1
This paper faces a central theme in applied statistics and information science, which is the assessment of the stochastic structure of rank-size laws in text analysis. We consider…
Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
Marcel Ausloos, Yining Zhang, Gurjeet Dhesi
A TGARCH modeling is argued to be the optimal basis for investigating the impact of index futures trading on spot price variability. We discuss the CSI-300 index (China-Shanghai-Sh…
Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi +1
The so-called Benford's laws are of frequent use in order to observe anomalies and regularities in data sets, in particular, in election results and financial statements. Yet, basi…
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos +1
This paper deals with a quantitative analysis of the content of official political speeches. We study a set of about one thousand talks pronounced by the US Presidents, ranging fro…
Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study
Marcel Ausloos, Ali Eskandary, Parmjit Kaur +1
This paper considers an often forgotten relationship, the time delay between a cause and its effect in economies and finance. We treat the case of Foreign Direct Investment (FDI) a…
Decomposition of the Inequality of Income Distribution by Income Types - Application for Romania
Tudorel Andrei, Bogdan Oancea, Peter Richmond +2
This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques b…