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This study examines the dynamic asset market linkages under the COVID-19 global pandemic based on market efficiency, in the sense of Fama (1970). Particularly, we estimate the joint degree of market efficiency by applying Ito et al.'s…

Statistical Finance · Quantitative Finance 2021-09-21 Akihiko Noda

Various companies have developed vaccines to combat the pandemic caused 2020 by the virus COVID-19. Such vaccines and the distribution can have a major impact on the success of pharmaceutical companies, which in turn can show itself in…

Computational Finance · Quantitative Finance 2021-05-27 Maximilian Vierlboeck , Roshanak Rose Nilchiani

The spread of COVID-19 has brought challenges to health, social and economic systems around the world. With little to no prior immunity in the global population transmission has been driven primarily by human interaction. However, as with…

Populations and Evolution · Quantitative Biology 2023-08-09 Jamie Mullineaux , Takoua Jendoubi , Baptiste Leurent

A new coronavirus disease, called COVID-19, appeared in the Chinese region of Wuhan at the end of last year; since then the virus spread to other countries, including most of Europe. We propose a differential equation governing the…

Populations and Evolution · Quantitative Biology 2020-09-15 Giorgio Sonnino , Pasquale Nardone

The novel coronavirus disease (COVID-19) has spread rapidly across the world in a short period of time and with a heterogeneous pattern. Understanding the underlying temporal and spatial dynamics in the spread of COVID-19 can result in…

Applications · Statistics 2023-04-25 Abdollah Jalilian , Jorge Mateu

The current outbreak of COVID-19 is an unprecedented event in air transportation. While it was known that air transportation plays a key role in the spread of a pandemic, it is probably the first time that global aviation contributed to the…

Physics and Society · Physics 2020-07-17 Xiaoqian Sun , Sebastian Wandelt , Anming Zhang

Intercity travel is one of the most important parameters for combating a pandemic. The ongoing COVID-19 pandemic has resulted in different computational studies involving intercity connections. In this study, the effects of intercity…

Physics and Society · Physics 2025-02-18 Emir Baysazan , A. Nihat Berker , Hasan Mandal , Hakan Kaygusuz

In mid of March 2020, Coronaviruses such as COVID-19 is declared as an international epidemic. More than 125000 confirmed cases and 4,607 death cases have been recorded around more than 118 countries. Unfortunately, a coronavirus vaccine is…

Populations and Evolution · Quantitative Biology 2020-03-18 Haytham H. Elmousalami , Aboul Ella Hassanien

This paper introduces new methods to track the offset between two multivariate time series on a continuous basis. We then apply this framework to COVID-19 counts on a state-by-state basis in the United States to determine the progression…

Physics and Society · Physics 2022-12-19 Nick James , Max Menzies

COVID-19 has been a public health emergency of international concern since early 2020. Reliable forecasting is critical to diminish the impact of this disease. To date, a large number of different forecasting models have been proposed,…

Machine Learning · Computer Science 2021-10-04 Yun Zhao , Yuqing Wang , Junfeng Liu , Haotian Xia , Zhenni Xu , Qinghang Hong , Zhiyang Zhou , Linda Petzold

The ongoing coronavirus disease 2019 (COVID-19) pandemic has wreaked havoc worldwide with millions of lives claimed, human travel restricted and economic development halted. Leveraging city-level mobility and case data, our analysis shows…

Physics and Society · Physics 2022-06-29 Yafei Zhang , Lin Wang , Jonathan J. H. Zhu , Xiaofan Wang

The COVID-19 pandemic has caused severe disruption to economic and financial activity worldwide. We assess what happened to the aggregate U.S. stock market during this period, including implications for both short and long-horizon…

Econometrics · Economics 2020-12-04 John M. Maheu , Thomas H. McCurdy , Yong Song

We study the reported data from the COVID-19 pandemic outbreak in January - May 2020 in 119 countries. We observe that the time series of active cases in individual countries (the difference of the total number of confirmed infections and…

Populations and Evolution · Quantitative Biology 2020-05-15 Katarina Bodova , Richard Kollar

The rapid spread of COVID-19 has already affected human lives throughout the globe. Governments of different countries have taken various measures, but how they affected people lives is not clear. In this study, a rule-based and a…

Computation and Language · Computer Science 2021-05-03 Md. Khayrul Bashar

Countries are recording health information on the global spread of COVID-19 using different methods, sometimes changing the rules after a few days. They are all publishing the number of new individuals infected, cured and dead, along with…

Populations and Evolution · Quantitative Biology 2020-12-15 J. M. Calabuig , L. M. García-Raffi , A. García-Valiente , E. A. Sánchez-Pérez

This paper investigates the impact of COVID-19 on financial markets. It focuses on the evolution of the market efficiency, using two efficiency indicators: the Hurst exponent and the memory parameter of a fractional L\'evy-stable motion.…

Statistical Finance · Quantitative Finance 2021-11-29 Ayoub Ammy-Driss , Matthieu Garcin

The global crisis caused by the COVID-19 pandemic, in conjunction with the economic consequences and the collapse of health systems, has raised serious concerns in Europe, which is the most affected continent by the pandemic since it…

Applications · Statistics 2020-10-26 Konstantinos Demertzis , Lykourgos Magafas , Dimitrios Tsiotas

While COVID-19 is rapidly propagating around the globe, the need for providing real-time forecasts of the epidemics pushes fits of dynamical and statistical models to available data beyond their capabilities. Here we focus on statistical…

Populations and Evolution · Quantitative Biology 2020-06-08 Tommaso Alberti , Davide Faranda

The rapid spread of COVID-19 in the United States has imposed a major threat to public health, the real economy, and human well-being. With the absence of effective vaccines, the preventive actions of social distancing and travel reduction…

Physics and Society · Physics 2020-06-02 Chao Fan , Sanghyeon Lee , Yang Yang , Bora Oztekin , Qingchun Li , Ali Mostafavi

The COVID-19 pandemic has forced public health experts to develop contingent policies to stem the spread of infection, including measures such as partial/complete lockdowns. The effectiveness of these policies has varied with geography,…

Social and Information Networks · Computer Science 2020-10-29 Parth Asawa , Manas Gaur , Kaushik Roy , Amit Sheth
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