Daniel Traian Pele

The Bucharest University of Economic Studies, Department of Statistics and Econometrics

Prof. dr.

Romania

SCHOLARLY PAPERS

6

DOWNLOADS

487

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets: A Case Study on the Bucharest Stock Exchange

Tinbergen Institute Discussion Paper 2013-109/VIII
Number of pages: 20 Posted: 06 Aug 2013
Daniel Traian Pele, Miruna Marinescu Mazurencu and Peter Nijkamp
The Bucharest University of Economic Studies, Department of Statistics and Econometrics, Academy of Economic Studies, Bucharest and VU University of Amsterdam - Department of Spatial Economics
Downloads 149 (245,908)
Citation 2

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Log-periodic Power Law, Stock Market Bubble, Crash

2.

A Statistical Classification of Cryptocurrencies

Number of pages: 38 Posted: 30 Mar 2020 Last Revised: 13 Apr 2020
The Bucharest University of Economic Studies, Department of Statistics and Econometrics, Humboldt Universität zu Berlin | IRTG 1792, Blockchain Research Center, University of Cyprus and Tsinghua University - Yau Mathematical Sciences Center
Downloads 141 (257,003)

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Cryptocurrency, Classification, Multivariate Analysis, Factor Models, Synchronicity

3.

The Development of the Romanian Capital Market: Evidences on Information Efficiency

Romanian Journal of Economic Forecasting Volume: 10 Issue: 2 Pages: 147-160, 209
Number of pages: 14 Posted: 20 Dec 2012
Bucharest University of Economic Studies, Bucharest Academy of Economic Studies, The Bucharest University of Economic Studies, Department of Statistics and Econometrics, Bucharest Academy of Economic Studies and Université François Rabelais de Tours - GERCIE
Downloads 128 (276,798)

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information, capital markets, market efficiency, random walk, predictability of returns, Romania

4.

Will They Repay Their Debt? Identification of Borrowers Likely to Be Charged Off

Management & Marketing, Forthcoming
Number of pages: 14 Posted: 29 Aug 2020
The Bucharest University of Economic Studies, The Bucharest University of Economic Studies, The Bucharest University of Economic Studies, Department of Statistics and Econometrics and The Bucharest University of Economic Studies
Downloads 27 (594,302)

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peer-to-peer lending, creditworthiness, Logistic Regression, KNN, LightGBM

5.

Phenotypic Convergence of Cryptocurrencies

IRTG 1792 Discussion Paper 2019-018
Number of pages: 44 Posted: 31 Aug 2020
The Bucharest University of Economic Studies, Department of Statistics and Econometrics, Humboldt University of Berlin, Blockchain Research Center, University of Cyprus and Tsinghua University - Yau Mathematical Sciences Center
Downloads 24 (614,139)

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cryptocurrency, genus proximum, differentia specifica, classification, multivariate analysis, factor models, phenotypic convergence, divergent evolution

6.

Improvements in PD Models: A Case-Study Approach

Proceedings of the 15th International Conference on Business Excellence2021
Number of pages: 20 Posted: 20 Apr 2021
The Bucharest University of Economic Studies, University of Bucharest, The Bucharest University of Economic Studies, Department of Statistics and Econometrics and The Bucharest University of Economic Studies
Downloads 18 (656,352)

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PD Models, Outlier Treatment, Impact Analysis, P2P Lending, Lending Club