55 citations · 520 across the 34 of their papers we have counts for
8 papers · 1 filter
Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs : Voronoi clustering and outlier effects perspective
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano +1
This paper analyzes the connection between innovation activities of companies -- implemented before a financial crisis -- and their performance -- measured after such a time of cri…
Anxiety for the pandemic and trust in financial markets
Roy Cerqueti, Valerio Ficcadenti
The COVID-19 pandemic has generated disruptive changes in many fields. Here we focus on the relationship between the anxiety felt by people during the pandemic and the trust in the…
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
Recently, cryptocurrencies have attracted a growing interest from investors, practitioners and researchers. Nevertheless, few studies have focused on the predictability of them. In…
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano +1
This paper analyzes the connection between innovation activities of companies -- implemented before crisis -- and their performance -- measured at time of crisis. The companies lis…
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011
Marcel Ausloos, Roy Cerqueti, Tariq A. Mir
This dataset contains the annual aggregated income taxes of all the Italian municipalities over the years 2007-2011. Data are clustered over the Italian regions and provinces. The…
Investigating the configurations in cross-shareholding: a joint copula-entropy approach
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
--- the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the l…
Data science for assessing possible tax income manipulation: The case of Italy
Marcel Ausloos, Roy Cerqueti, Tariq A. Mir
This paper explores a real-world fundamental theme under a data science perspective. It specifically discusses whether fraud or manipulation can be observed in and from municipalit…
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law
Marcel Ausloos, Rosella Castellano, Roy Cerqueti
In this paper, we search whether the Benford's law is applicable to monitor daily changes in sovereign Credit Default Swaps (CDS) quotes, which are acknowledged to be complex syste…