Stavros K. Stavroglou

Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK

Chatham Street

Liverpool, L69 7ZA

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

455

CITATIONS

0

Ideas:
“  I'm currently exploring the emergence of Dark Causality in time series...  ”

Scholarly Papers (2)

1.

Causality Networks of Financial Assets

Journal of Network Theory in Finance, Volume 3, Issue 2, pp 17-67, June 2017, DOI: 10.21314/JNTF.2017.029
Number of pages: 73 Posted: 22 Dec 2016 Last Revised: 20 Jul 2017
Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK, Monash University - Department of Econometrics & Business Statistics, Financial Network Analytics Ltd and California Institute of Technology
Downloads 455 (60,777)

Abstract:

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Causality, Efficient Market Hypothesis, Network Theory, Bonds, Oil

2.

Hidden Interactions in Financial Markets

Proceedings of the National Academy of Sciences (PNAS) of the United States of America, Volume x, Issue x, p. 1-6, May 2019, DOI: 10.1073/pnas.1819449116
Posted: 28 Jan 2018 Last Revised: 16 May 2019
Department of Mathematical Sciences and Institute for Risk and Uncertainty, University of Liverpool, UK, Monash University - Department of Econometrics & Business Statistics, Boston University - Center for Polymer Studies and California Institute of Technology

Abstract:

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financial markets; pattern causality; complex systems; sovereign CDS networks; pairs trading