arXiv 2018-01-24 EN Stock returns forecast: an examination by means of Artificial Neural Networks Caride, Martin Iglesias · Bariviera, Aurelio F. · Lanzarini, Laura
arXiv 2018-01-24 EN Spurious seasonality detection: a non-parametric test proposal Bariviera, Aurelio F. · Plastino, Angelo · Judge, George
arXiv 2018-01-21 EN Ranking Causal Influence of Financial Markets via Directed Information Graphs Diamandis, Theo · Murin, Yonathan · Goldsmith, Andrea
arXiv 2018-01-16 EN Social Network based Short-Term Stock Trading System Cremonesi, Paolo · Francalanci, Chiara · Poli, Alessandro · Pagano, Roberto +3
arXiv 2018-01-07 EN The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis Delpini, Danilo · Battiston, Stefano · Caldarelli, Guido · Riccaboni, Massimo
arXiv 2018-01-02 EN A novel improved fuzzy support vector machine based stock price trend forecast model Wang, Shuheng · Li, Guohao · Bao, Yifan
arXiv 2018-01-02 EN Improving Stock Market Prediction via Heterogeneous Information Fusion Zhang, Xi · Zhang, Yunjia · Wang, Senzhang · Yao, Yuntao +2
arXiv 2017-12-30 EN A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market Mazzarisi, Piero · Barucca, Paolo · Lillo, Fabrizio · Tantari, Daniele
arXiv 2017-12-18 EN The relationship between trading volumes, number of transactions, and stock volatility in GARCH models Takaishi, Tetsuya · Chen, Ting Ting
arXiv 2017-11-30 EN Benford's law first significant digit and distribution distances for testing the reliability of financial reports in developing countries Shi, Jing · Ausloos, Marcel · Zhu, Tingting
arXiv 2017-11-27 EN Using nonlinear stochastic and deterministic (chaotic tools) to test the EMH of two Electricity Markets the case of Italy and Greece Papaioannou, George P · Dikaiakos, Christos · Dramountanis, Anargyros · Georgiadis, Dionysios S +1
arXiv 2017-11-23 EN Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison Sabitova, Kamilla
arXiv 2017-11-13 EN Black was right: Price is within a factor 2 of Value Bouchaud, J. P. · Ciliberti, S. · Lempérière, Y. · Majewski, A. +2
arXiv 2017-11-09 EN Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis Magris, Martin · Kim, Jiyeong · Rasanen, Esa · Kanniainen, Juho
arXiv 2017-10-24 EN A Topological Approach to Scaling in Financial Data de Carufel, Jean · Brooks, Martin · Stieber, Michael · Britton, Paul
arXiv 2017-10-20 EN Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures Chen, Jing-Chao · Zhou, Yu · Wang, Xi
arXiv 2017-10-02 EN Managing Volatility Risk: An Application of Karhunen-Loève Decomposition and Filtered Historical Simulation Yao, Jinglun · Laurent, Sabine · Bénaben, Brice
