Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Louca, Francisco"'
Bibliometric studies based on the Web of Science (WOS) database have become an increasingly popular method for analysing the structure of scientific research. So do network approaches, which, based on empirical data, make it possible to characterize
Externí odkaz:
http://arxiv.org/abs/2308.00992
Publikováno v:
In Structural Change and Economic Dynamics March 2025 72:103-110
Akademický článek
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This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges the analysis of the nature of financial markets propo
Externí odkaz:
http://arxiv.org/abs/1207.1202
Autor:
Araújo, Tanya, Louçã, Francisco
This paper investigates the dynamics of stocks in the S&P500 index for the last 30 years. Using a stochastic geometry technique, we investigate the evolution of the market space and define a new measure for that purpose, which is a robust index of th
Externí odkaz:
http://arxiv.org/abs/physics/0506137
Autor:
Araújo, Tanya, Louçã, Francisco
This paper investigates the dynamics of in the S&P500 index from daily returns for the last 30 years. Using a stochastic geometry technique, each S&P500 yearly batch of data is embedded in a subspace that can be accurately described by a reduced numb
Externí odkaz:
http://arxiv.org/abs/cond-mat/0403333
Publikováno v:
Physica A 323 (2003) 635
Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic structure of the market, is identified and its dimension related to the nu
Externí odkaz:
http://arxiv.org/abs/cond-mat/0211108
Autor:
Louçã, Francisco
Publikováno v:
The American Journal of Economics and Sociology, 1999 Apr 01. 58(2), 361-364.
Externí odkaz:
https://www.jstor.org/stable/3487722