Chester Curme

Boston University

595 Commonwealth Avenue

Boston, MA 02215

United States

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 34,958

in Total Papers Downloads

1,255

CITATIONS
Rank 17,348

SSRN RANKINGS

Top 17,348

in Total Papers Citations

40

Scholarly Papers (5)

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
University College London - Department of Civil, Environmental and Geomatic Engineering, 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 496 (55,572)
Citation 1

Abstract:

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

2.

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
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University College London - Department of Civil, Environmental and Geomatic Engineering and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 335 (88,774)

Abstract:

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

3.

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

Number of pages: 43 Posted: 22 Aug 2015 Last Revised: 23 Jun 2019
Boston University, University of Palermo, University of Palermo, Boston University - Center for Polymer Studies and Financial Industry Regulatory Authority (FINRA)
Downloads 184 (162,958)

Abstract:

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

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
Boston University, Data Science Lab, Behavioural Science, Warwick Business School, Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Downloads 165 (179,376)
Citation 1

Abstract:

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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
Boston University, University of Palermo, University of Palermo, Boston University - Center for Polymer Studies and Financial Industry Regulatory Authority (FINRA)
Downloads 75 (315,195)
Citation 2

Abstract:

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