Saved in:
| Main Authors: | de Moraes, Luan M. T., Macedo, Antônio M. S., Ospina, Raydonal, Vasconcelos, Giovani L. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2503.08697 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
by: de Moraes, Luan M. T., et al.
Published: (2025)
by: de Moraes, Luan M. T., et al.
Published: (2025)
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)
by: Liu, Beier, et al.
Published: (2024)
Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
by: Ivanova, K., et al.
Published: (2003)
by: Ivanova, K., et al.
Published: (2003)
Tracing the temporal evolution of clusters in a financial stock market
by: Arratia, Argimiro, et al.
Published: (2011)
by: Arratia, Argimiro, et al.
Published: (2011)
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
by: Takaishi, Tetsuya
Published: (2025)
by: Takaishi, Tetsuya
Published: (2025)
High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
by: Li, Guanlin, et al.
Published: (2025)
by: Li, Guanlin, et al.
Published: (2025)
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
by: Luwang, S. R., et al.
Published: (2025)
by: Luwang, S. R., et al.
Published: (2025)
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024)
by: Achitouv, Ixandra, et al.
Published: (2024)
A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)
by: Atsiwo, Abraham
Published: (2025)
Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
by: Franzolini, Beatrice, et al.
Published: (2022)
by: Franzolini, Beatrice, et al.
Published: (2022)
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)
by: Szydło, Paweł, et al.
Published: (2023)
Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market
by: Pawanesh, Pawanesh, et al.
Published: (2024)
by: Pawanesh, Pawanesh, et al.
Published: (2024)
An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)
by: Singh, Shubham
Published: (2024)
Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
by: Maciejowska, Katarzyna, et al.
Published: (2024)
by: Maciejowska, Katarzyna, et al.
Published: (2024)
Mechanisms of information communication and market price movements. The case of SP 500 market
by: Ivanova, Inga, et al.
Published: (2025)
by: Ivanova, Inga, et al.
Published: (2025)
Stability Analysis and Local Influence Diagnostics for an Extreme-Value Regression Model of Anomalous Wind Gusts
by: Lima, José I. C., et al.
Published: (2025)
by: Lima, José I. C., et al.
Published: (2025)
Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
by: Quayesam, Dennis Lartey, et al.
Published: (2024)
by: Quayesam, Dennis Lartey, et al.
Published: (2024)
MambaStock: Selective state space model for stock prediction
by: Shi, Zhuangwei
Published: (2024)
by: Shi, Zhuangwei
Published: (2024)
Multifractality and its sources in the digital currency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Why is the volatility of single stocks so much rougher than that of the S&P500?
by: Zarhali, Othmane, et al.
Published: (2025)
by: Zarhali, Othmane, et al.
Published: (2025)
Combined machine learning for stock selection strategy based on dynamic weighting methods
by: Cai, Lin, et al.
Published: (2025)
by: Cai, Lin, et al.
Published: (2025)
Financial sentiment analysis using FinBERT with application in predicting stock movement
by: Jiang, Tingsong, et al.
Published: (2023)
by: Jiang, Tingsong, et al.
Published: (2023)
A novel portfolio construction strategy based on the core-periphery profile of stocks
by: Ansari, Imran, et al.
Published: (2024)
by: Ansari, Imran, et al.
Published: (2024)
Dynamical analysis of financial stocks network: improving forecasting using network properties
by: Achitouv, Ixandra
Published: (2024)
by: Achitouv, Ixandra
Published: (2024)
Do Weibo platform experts perform better at predicting stock market?
by: Ma, Ziyuan, et al.
Published: (2024)
by: Ma, Ziyuan, et al.
Published: (2024)
Correlations versus noise in the NFT market
by: Wątorek, Marcin, et al.
Published: (2024)
by: Wątorek, Marcin, et al.
Published: (2024)
Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models
by: Lacava, Demetrio, et al.
Published: (2026)
by: Lacava, Demetrio, et al.
Published: (2026)
Random matrix theory and nested clustered portfolios on Mexican markets
by: García-Medina, Andrés, et al.
Published: (2023)
by: García-Medina, Andrés, et al.
Published: (2023)
Stock market forecasting using DRAGAN and feature matching
by: Nejad, Fateme Shahabi, et al.
Published: (2023)
by: Nejad, Fateme Shahabi, et al.
Published: (2023)
Complex network analysis of cryptocurrency market during crashes
by: Mukhia, Kundan, et al.
Published: (2024)
by: Mukhia, Kundan, et al.
Published: (2024)
Nonlinear shifts and dislocations in financial market structure and composition
by: James, Nick, et al.
Published: (2024)
by: James, Nick, et al.
Published: (2024)
Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
by: Papaioannou, Panayotis G., et al.
Published: (2024)
by: Papaioannou, Panayotis G., et al.
Published: (2024)
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)
by: Yang, Yan-Hong, et al.
Published: (2023)
Macroscopic properties of equity markets: stylized facts and portfolio performance
by: Campbell, Steven, et al.
Published: (2024)
by: Campbell, Steven, et al.
Published: (2024)
Entropic signatures of market response under concentrated policy communication
by: Drzazga-Szczȩśniak, Ewa A., et al.
Published: (2026)
by: Drzazga-Szczȩśniak, Ewa A., et al.
Published: (2026)
Model-based and empirical analyses of stochastic fluctuations in economy and finance
by: Zadourian, Rubina
Published: (2024)
by: Zadourian, Rubina
Published: (2024)
Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin
by: Behzadi, Sanaz, et al.
Published: (2023)
by: Behzadi, Sanaz, et al.
Published: (2023)
Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
by: Martínez-Ramos, M. Mijaíl, et al.
Published: (2024)
by: Martínez-Ramos, M. Mijaíl, et al.
Published: (2024)
Similar Items
-
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
by: de Moraes, Luan M. T., et al.
Published: (2025) -
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024) -
Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
by: Ivanova, K., et al.
Published: (2003) -
Tracing the temporal evolution of clusters in a financial stock market
by: Arratia, Argimiro, et al.
Published: (2011) -
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
by: Takaishi, Tetsuya
Published: (2025)