Boston, MA 02215
United States
Boston University - Center for Polymer Studies
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stock market crashes, power law, tail behavior, Levy distribution, market microstructure, behavioral finance, scaling, volume, excess volatility, price pressure
Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Computational Social Science, Digital Traces, Dow Jones Industrial Average
financial markets; pattern causality; complex systems; sovereign CDS networks; pairs trading
Decision Making, Risk Quadruplet, Quantitative Analysis, Causality, Coronavirus, US County-level Data
Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Wikipedia, Computational Social Science, Digital Traces, Dow Jones Industrial Average
Financial Markets, Correlation Breakdown, Portfolio Theory, Stock Market, Dow Jones Industrial Average, State-Dependent Correlations, Diversification, Stock Market Crash
Financial markets, Market structure, Correlation analysis, Epps effect, Lead-lag
Causality, Air Pollution, Climate Change, Wind, Green policies
complex systems, causality, ecosystem, brain, CDS markets
Symbolic performance; Currency clustering; Currency dynamics; Central bank intervention
Brazil, Partial correlation, Financial Markets, Emerging Markets
Financial Networks, Interdependence, Contagion, Banking System, Venezuela, Macro-prudential
search volume, data mining, big data, Google, correlation, computational social science, digital traces
Financial Markets, Stock Market, Event-Based Rescaling, Switching Points, Extreme Values, Price, Transaction Volume, Inter-Trade Time
Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Wikipedia, Computational Social Science, Digital Traces
Financial Networks, Interdependence, Contagion, Banking
econophysics, finance, volatility
prudential regulations, money creation, balance sheet approach, liquidity and equity position, money multiplier
economic sciences, econophysics, finance, bankruptcy risk, debt-to-asset ratio
Firm size distribution, Gibrat law, Pareto distribution, Lognormal distribution, Tail behavior
prediction, volume, forecasting, search volume, data mining, big data, Google, correlation, computational social science, digital traces
communities, social diversity, networks, fairness
Multivariate Analysis, Correlation Based Networks, Bootstrap Validation, Lagged Correlations
HFT, market microstructure, correlation, econophysics
International Stock Markets; Cointegration; Error Correction Model; Complex Network Theory; Financial Crisis
quantitative linguistics, competition, growth dynamics, birth rate, death rate, culturomics
Big Data, Disaster, Nowcasting, Data Mining, Flickr, Computational Social Science, Digital Traces
Public Debt, Debt-to-GDP, Growth, Convergence
Complex Systems, Power Law, Scaling Laws, Agent-Based Models, Stochastic Processes
Price Distribution
complex systems, networks, tipping point, market crash
Volatility Aftershocks, Market Shocks, Market Response Dynamics, News
Corruption; wage gap; labor ratio; network model of democracy
Risk, Returns, Global Factor Model
scientific impact, rank distribution, citations, career achievement, Zipf Law
computational sociology, science of science, networks of networks, Matthew effect, cumulative advantage, citations, careers
composite index, complex phenomena, dynamics
interest-rate, Fed, volatility aftershocks, anticipation, surprise
Econophysics, Statistical Physics, Economics, Scaling Laws, Firm Growth
Matthew Effect, Citations, Productivity, Career Achievement, Success
Major League Baseball, Performance Enhancing Drugs, PED, Career Longevity, Success Metrics
career trajectory, labor market, science of science, tenure, computational sociology
MLB Baseball, Performance Enhancing Drugs, PED, Success Metrics
Matthew Effect, Poisson Process, career longevity, production, hazard rate
Credit Economy, Money Exchange Model, Money Creation, Debt Circulation
complex systems, econophysics, rating migrations, financial ratios
proportional growth, preferential attachment, Laplace distribution