Chester Curme

Boston University

595 Commonwealth Avenue

Boston, MA 02215

United States

  • Boston University

SCHOLARLY PAPERS

5

DOWNLOADS

1,833

TOTAL CITATIONS
Rank 23,259

SSRN RANKINGS

Top 23,259

in Total Papers Citations

27

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Quantifying Wikipedia Usage Patterns Before Stock Market Moves

Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
Number of pages: 5 Posted: 13 May 2013
Helen Susannah Moat, Chester Curme, Adam Avakian, Dror Y. Kenett, H. Eugene Stanley and Tobias Preis
Data Science Lab, Behavioural Science, Warwick Business School, Boston University, Boston University, Financial Industry Regulatory Authority (FINRA), Boston University - Center for Polymer Studies and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 570 (103,365)
Citation 5

Abstract:

Loading...

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Wikipedia, Computational Social Science, Digital Traces, Dow Jones Industrial Average

2.

How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics

OFR 15-15
Number of pages: 43 Posted: 22 Aug 2015 Last Revised: 08 Oct 2024
Chester Curme, Michele Tumminello, Rosario N. Mantegna, H. Eugene Stanley and Dror Y. Kenett
Boston University, University of Palermo, University of Palermo, Boston University - Center for Polymer Studies and Financial Industry Regulatory Authority (FINRA)
Downloads 490 (124,484)
Citation 6

Abstract:

Loading...

Financial markets, Market structure, Correlation analysis, Epps effect, Lead-lag

3.

Quantifying the Diversity of News Around Stock Market Moves

Chester Curme, Ying Daisy Zhuo, Helen Susannah Moat and Tobias Preis, Quantifying the diversity of news around stock market moves, Journal of Network Theory in Finance 3(1), 1–20 (2017).
Number of pages: 20 Posted: 23 Mar 2017
Chester Curme, Ying Zhuo, Helen Susannah Moat and Tobias Preis
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Data Science Lab, Behavioural Science, Warwick Business School and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 451 (137,644)

Abstract:

Loading...

complexity science; computational social science; latent Dirichlet allocation (LDA); financial news; financial markets

4.

Quantifying the Semantics of Search Behavior Before Stock Market Moves

Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Number of pages: 6 Posted: 14 Aug 2014
Chester Curme, Tobias Preis, H. Eugene Stanley and Helen Susannah Moat
Boston University, Data Science Lab, Behavioural Science, Warwick Business School, Boston University - Center for Polymer Studies and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 197 (327,800)
Citation 5

Abstract:

Loading...

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Wikipedia, Computational Social Science, Digital Traces

5.

Emergence of Statistically Validated Financial Intraday Lead-Lag Relationships

Number of pages: 17 Posted: 03 Jan 2014
Chester Curme, Michele Tumminello, Rosario N. Mantegna, H. Eugene Stanley and Dror Y. Kenett
Boston University, University of Palermo, University of Palermo, Boston University - Center for Polymer Studies and Financial Industry Regulatory Authority (FINRA)
Downloads 125 (481,962)
Citation 11

Abstract:

Loading...

Multivariate Analysis, Correlation Based Networks, Bootstrap Validation, Lagged Correlations