Quantifying Wikipedia Usage Patterns Before Stock Market Moves

HS Moat, C Curme, A Avakian, DY Kenett… - Scientific reports, 2013 - nature.com
Financial crises result from a catastrophic combination of actions. Vast stock market datasets
offer us a window into some of the actions that have led to these crises. Here, we investigate …

Spontaneous recovery in dynamical networks

A Majdandzic, B Podobnik, SV Buldyrev, DY Kenett… - Nature Physics, 2014 - nature.com
Much research has been carried out to explore the structural properties,,,,,,,,, and
vulnerability,,,,,,,, of complex networks. Of particular interest are abrupt dynamic events that …

Approximate amplitude encoding in shallow parameterized quantum circuits and its application to financial market indicators

K Nakaji, S Uno, Y Suzuki, R Raymond, T Onodera… - Physical Review …, 2022 - APS
Efficient methods for loading given classical data into quantum circuits are essential for
various quantum algorithms. In this paper, we propose an algorithm called Approximate …

Quantifying the behavior of stock correlations under market stress

T Preis, DY Kenett, HE Stanley, D Helbing… - Scientific reports, 2012 - nature.com
Understanding correlations in complex systems is crucial in the face of turbulence, such as
the ongoing financial crisis. However, in complex systems, such as financial systems …

Partial correlation analysis: Applications for financial markets

DY Kenett, X Huang, I Vodenska, S Havlin… - Quantitative …, 2015 - Taylor & Francis
Understanding the complex nature of financial markets remains a great challenge,
especially in light of the most recent financial crisis. Recent studies have investigated large …

Challenges in network science: Applications to infrastructures, climate, social systems and economics

S Havlin, DY Kenett, E Ben-Jacob, A Bunde… - The European Physical …, 2012 - Springer
Network theory has become one of the most visible theoretical frameworks that can be
applied to the description, analysis, understanding, design and repair of multi-level complex …

The origin of risk aversion

R Zhang, TJ Brennan, AW Lo - Proceedings of the National …, 2014 - National Acad Sciences
Risk aversion is one of the most basic assumptions of economic behavior, but few studies
have addressed the question of where risk preferences come from and why they differ from …

The entry and exit dynamics of the cryptocurrency market

D Vidal-Tomás - Research in International Business and Finance, 2021 - Elsevier
This paper presents an analysis of the entry and exit dynamics of the cryptocurrency market
that focuses on the growth of initial coin offerings during 2015–2020. We used two different …

The structure and resilience of financial market networks

T Kauê Dal'Maso Peron, L da Fontoura Costa… - … Journal of Nonlinear …, 2012 - pubs.aip.org
Financial markets can be viewed as a highly complex evolving system that is very sensitive
to economic instabilities. The complex organization of the market can be represented in a …

Network science: a useful tool in economics and finance

DY Kenett, S Havlin - Mind & Society, 2015 - Springer
The increasing frequency and scope of financial crises has made global financial stability
one of the major concerns of economic policy and decision makers. Under this highly …