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Related papers: Zooming In on Equity Factor Crowding

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Flocking is a fascinating phenomenon observed across a wide range of living organisms. We investigate, based on a simple self-propelled particle model, how the emergence of ordered motion in a collectively moving group is influenced by the…

Biological Physics · Physics 2024-06-04 Vijay Kumar , Rumi De

Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…

Statistical Finance · Quantitative Finance 2014-08-13 Angela Gu , Patrick Zeng

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial…

Statistical Finance · Quantitative Finance 2013-05-03 Sabrina Camargo , Silvio M. Duarte Queiros , Celia Anteneodo

Financial organisations such as brokers face a significant challenge in servicing the investment needs of thousands of their traders worldwide. This task is further compounded since individual traders will have their own risk appetite and…

Statistical Finance · Quantitative Finance 2024-07-01 Wojciech Wisniewski , Yuri Kalnishkan , David Lindsay , Siân Lindsay

Routing choices of walking pedestrians in geometrically complex environments are regulated by the interplay of a multitude of factors such as local crowding, (estimated) time to destination, (perceived) comfort. As individual choices…

Physics and Society · Physics 2022-10-03 Alessandro Gabbana , Federico Toschi , Philip Ross , Antal Haans , Alessandro Corbetta

The Fama-French model is widely used in assessing the portfolio's performance compared to market returns. In Fama-French models, all factors are time-series data. The cross-sectional data are slightly different from the time series data. A…

Statistical Finance · Quantitative Finance 2020-06-05 Javad Shaabani , Ali Akbar Jafari

Environments such as shopping malls, airports, or hospital emergency departments often experience crowding, with many people simultaneously requesting service. Crowding is highly noisy, with sudden overcrowding "spikes". Past research has…

Physics and Society · Physics 2023-08-16 Gil Parnass , Osnat Levtzion-Korach , Renana Peres , Michael Assaf

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…

Physics and Society · Physics 2008-04-24 Zoltan Eisler , Imre Bartos , Janos Kertesz

We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask…

Trading and Market Microstructure · Quantitative Finance 2009-10-26 Bence Toth , Janos Kertesz , J. Doyne Farmer

Recent advances in modeling and control of crowds of pedestrians are briefly surveyed in this paper. Possibilities of applying fractional calculus in the modeling of crowd of pedestrians have been shortly reviewed and discussed from…

Physics and Society · Physics 2015-06-18 Ke-cai Cao , YangQuan Chen , Dan Stuart , Dong Yue

It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion…

Physics and Society · Physics 2008-12-02 Laszlo Gillemot , J. Doyne Farmer , Fabrizio Lillo

We study the price dynamics of stocks traded in the NASDAQ market by considering the statistical properties of an ensemble of stocks traded simultaneously. For each trading day of our database, we study the ensemble return distribution by…

Statistical Mechanics · Physics 2009-11-07 Fabrizio Lillo , Rosario N. Mantegna

Maximum likelihood estimation applied to high-frequency data allows us to quantify intermittency in the fluctu- ations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency…

Statistical Finance · Quantitative Finance 2015-06-04 Martin Rypdal , Espen Sirnes , Ola Løvsletten , Kristoffer Rypdal

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

--- the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the links indicate the ownership. This paper deals with this…

Statistical Finance · Quantitative Finance 2018-07-26 Roy Cerqueti , Giulia Rotundo , Marcel Ausloos

We propose a model with heterogeneous interacting traders which can explain some of the stylized facts of stock market returns. In the model synchronization effects, which generate large fluctuations in returns, can arise either from an…

adap-org · Physics 2007-05-23 Giulia Iori

Understanding and modeling the dynamics of pedestrian crowds can help with designing and increasing the safety of civil facilities. A key feature of crowds is its intrinsic stochasticity, appearing even under very diluted conditions, due to…

Physics and Society · Physics 2017-03-22 Alessandro Corbetta , Chung-min Lee , Roberto Benzi , Adrian Muntean , Federico Toschi

Crowdwork often entails tackling cognitively-demanding and time-consuming tasks. Crowdsourcing can be used for complex annotation tasks, from medical imaging to geospatial data, and such data powers sensitive applications, such as health…

Human-Computer Interaction · Computer Science 2020-09-07 Akira Matsui , Emilio Ferrara , Fred Morstatter , Andres Abeliuk , Aram Galstyan

We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This includes limit orders being placed outside of…

Trading and Market Microstructure · Quantitative Finance 2017-11-22 Martin Theissen , Sebastian M. Krause , Thomas Guhr

The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as…

Trading and Market Microstructure · Quantitative Finance 2024-05-14 Yutong Lu , Gesine Reinert , Mihai Cucuringu
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