219 citations · 942 across the 36 of their papers we have counts for
5 papers · 1 filter
On the impact of publicly available news and information transfer to financial markets
Metod Jazbec, Barna Pásztor, Felix Faltings +2
We quantify the propagation and absorption of large-scale publicly available news articles from the World Wide Web to financial markets. To extract publicly available information,…
Neural Ordinary Differential Equation Control of Dynamics on Graphs
Thomas Asikis, Lucas Böttcher, Nino Antulov-Fantulin
We study the ability of neural networks to calculate feedback control signals that steer trajectories of continuous time non-linear dynamical systems on graphs, which we represent…
Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange markets
Nino Antulov-Fantulin, Tian Guo, Fabrizio Lillo
We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from diffe…
Time-varying volatility in Bitcoin market and information flow at minute-level frequency
Irena Barjašić, Nino Antulov-Fantulin
In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity…
Unifying continuous, discrete, and hybrid susceptible-infected-recovered processes on networks
Lucas Böttcher, Nino Antulov-Fantulin
Waiting times between two consecutive infection and recovery events in spreading processes are often assumed to be exponentially distributed, which results in Markovian (i.e., memo…