38 citations · 93 across the 6 of their papers we have counts for
3 papers · 1 filter
Computational Analysis of the structural properties of Economic and Financial Networks
Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys +5
In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among ec…
Facebook drives behavior of passive households in stock markets
Milla Siikanen, Kęstutis Baltakys, Juho Kanniainen +3
Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation be…
Multilayer Aggregation with Statistical Validation: Application to Investor Networks
Kęstutis Baltakys, Juho Kanniainen, Frank Emmert-Streib
Multilayer networks are attracting growing attention in many fields, including finance. In this paper, we develop a new tractable procedure for multilayer aggregation based on stat…