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We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by…

Statistical Finance · Quantitative Finance 2015-06-16 Giuseppe Buccheri , Stefano Marmi , Rosario N. Mantegna

Customer churn describes terminating a relationship with a business or reducing customer engagement over a specific period. Customer acquisition cost can be five to six times that of customer retention, hence investing in customers with…

Machine Learning · Computer Science 2023-04-25 David Hason Rudd , Huan Huo , Guandong Xu

The presence of momentum in sports, where the outcome of a previous event affects a following event, is a belief often held by fans, and has been the subject of statistical study for many sports. This paper investigates the presence and…

Applications · Statistics 2021-03-05 Arjun Goyal , Jeffrey S. Simonoff

We study investor learning and information acquisition in private markets using a large dataset of expert network calls. We develop a sequential Large Language Model (LLM)-Bayesian framework that treats expert interactions as sequential…

Computational Engineering, Finance, and Science · Computer Science 2026-05-06 Yidong Chai , Yanguang Liu , Xuan Tian , Jiaheng Xie , Yonghang Zhou

Characteristic values are essential for the design and assessment of driving dynamics during the early stages of the development process of passenger cars. Compared to other aspects of vehicle dynamics however, the relationship between…

Applications · Statistics 2020-09-08 Andreas Apfelbeck , Stefan Wegner , Roman Henze , Ferit Küçükay

We find that three factors: Dogecoin network externalities, momentum, and tweet sentiment that capture the time-series expected Dogecoin returns. Dogecoin returns are exposed to Dogecoin network factors. We construct the network factors to…

Physics and Society · Physics 2022-11-22 Ruoxin Xiao , Xinyu Ying , Hengxu Li , Kexin Liu

Automated recommendations can nowadays be found on many e-commerce platforms, and such recommendations can create substantial value for consumers and providers. Often, however, not all recommendable items have the same profit margin, and…

Social and Information Networks · Computer Science 2022-09-12 Nada Ghanem , Stephan Leitner , Dietmar Jannach

This study develops a multi-factor framework where not only market risk is considered but also potential changes in the investment opportunity set. Although previous studies find no clear evidence about a positive and significant relation…

Statistical Finance · Quantitative Finance 2014-10-23 John Cotter , Enrique Salvador

We study the time dependent cross correlations of stock returns, i.e. we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect…

Statistical Mechanics · Physics 2009-11-07 L. Kullmann , J. Kertesz , K. Kaski

As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

Computer Science and Game Theory · Computer Science 2017-08-31 Abbas Kazerouni , Benjamin Van Roy

We study dynamic delegation with reputation feedback: a long-lived expert advises a sequence of implementers whose effort responds to current reputation, altering outcome informativeness and belief updates. We solve for a recursive,…

Theoretical Economics · Economics 2025-09-01 Georgy Lukyanov , Anna Vlasova

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are…

Statistical Mechanics · Physics 2009-10-31 N. Vandewalle , Ph. Boveroux , F. Brisbois

Stock prices are observed to be random walks in time despite a strong, long term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long ranged…

Other Condensed Matter · Physics 2008-12-02 J. -P. Bouchaud , J. Kockelkoren , M. Potters

We study reputation formation where a long-run player repeatedly observes private signals and takes actions. Short-run players observe the long-run player's past actions but not her past signals. The long-run player can thus develop a…

Theoretical Economics · Economics 2025-07-22 Daniel Luo , Alexander Wolitzky

Click models are an important tool for leveraging user feedback, and are used by commercial search engines for surfacing relevant search results. However, existing click models are lacking in two aspects. First, they do not share…

Information Retrieval · Computer Science 2014-01-03 Dinesh Govindaraj , Tao Wang , S. V. N. Vishwanathan

We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…

Statistical Finance · Quantitative Finance 2009-11-13 S. Drozdz , M. Forczek , J. Kwapien , P. Oswiecimka , R. Rak

Sports betting markets are proven real-world laboratories to test theories of asset pricing anomalies and risky behaviour. Using a high-frequency dataset provided directly by a major bookmaker, containing the odds and amounts staked…

General Economics · Economics 2022-11-14 Marius Ötting , Christian Deutscher , Carl Singleton , Luca De Angelis

In social commerce, users dialogue with each other on the topics related to the providers' products. However, the language customers use may vary from the language vendors use on their e-commerce websites and product descriptions. This…

Social and Information Networks · Computer Science 2022-03-31 Carlos A. Rodriguez-Diaz , Sergio Jimenez , Daniel Bejarano , Julio A. Bernal-Chávez , Alexander Gelbukh

In this study, we investigate the statistical properties of the returns and the trading volume. We show a typical example of power-law distributions of the return and of the trading volume. Next, we propose an interacting agent model of…

Statistical Finance · Quantitative Finance 2013-09-11 Taisei Kaizoji

A macroeconomic model based on the economic variables (i) assets, (ii) leverage (defined as debt over asset) and (iii) trust (defined as the maximum sustainable leverage) is proposed to investigate the role of credit in the dynamics of…

Economics · Quantitative Finance 2016-08-24 Jeroen Rozendaal , Yannick Malevergne , Didier Sornette
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