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Related papers: Opinion formation in the world trade network

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One of the most popular copulas for modeling dependence structures is t-copula. Recently the grouped t-copula was generalized to allow each group to have one member only, so that a priori grouping is not required and the dependence modeling…

Computational Finance · Quantitative Finance 2014-05-22 Xiaolin Luo , Pavel V. Shevchenko

Online marketplaces are the main engines of legal and illegal e-commerce, yet their empirical properties are poorly understood due to the absence of large-scale data. We analyze two comprehensive datasets containing 245M transactions (16B…

This research paper focuses on the integration of Artificial Intelligence (AI) into the currency trading landscape, positing the development of personalized AI models, essentially functioning as intelligent personal assistants tailored to…

Machine Learning · Computer Science 2023-12-04 Jai Pal

A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (MST) graphs are constructed for each of those currencies…

Statistical Finance · Quantitative Finance 2009-11-13 A. Z. Gorski , S. Drozdz , J. Kwapien

The objective of this research is to examine how sentiment analysis can be employed to generate trading signals for the Foreign Exchange (Forex) market. The author assessed sentiment in social media posts and news articles pertaining to the…

Statistical Finance · Quantitative Finance 2024-03-05 Oluwafemi F Olaiyapo

By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the currencies and the key currency in each cluster are found.…

Physics and Society · Physics 2009-11-11 Takayuki Mizuno , Hideki Takayasu , Misako Takayasu

Opinions and beliefs determine the evolution of social systems. This is of particular interest in finance, as the increasing complexity of financial systems is coupled with information overload. Opinion formation, therefore, is not always…

General Finance · Quantitative Finance 2014-08-05 Marco D'Errico , Gulnur Muradoglu , Silvana Stefani , Giovanni Zambruno

We study a process of opinion formation in a population of agents whose interaction pattern is defined on the basis of randomly distributed groups of three agents, or triplets -in contrast to networks, which are defined on the basis of…

Physics and Society · Physics 2015-05-13 Damian H. Zanette

We propose a new Ising-PageRank model of opinion formation on a social network by introducing an Ising- or spin-like structure of the corresponding Google matrix. Each elector or node of the network has two components corresponding to a red…

Physics and Society · Physics 2019-04-18 Klaus M. Frahm , Dima L. Shepelyansky

Based on the Log-Periodic Power Law (LPPL) methodology, with the universal preferred scaling factor $\lambda \approx 2$, the negative bubble on the oil market in 2014-2016 has been detected. Over the same period a positive bubble on the so…

Statistical Finance · Quantitative Finance 2018-07-26 Marcin Wątorek , Stanisław Drożdż , Paweł Oświęcimka

This work applies Matrix Completion (MC) -- a class of machine-learning methods commonly used in the context of recommendation systems -- to analyse economic complexity. MC is applied to reconstruct the Revealed Comparative Advantage (RCA)…

General Economics · Economics 2021-09-10 Gnecco Giorgio , Nutarelli Federico , Riccaboni Massimo

Global financial systems are undergoing strategic shifts as geopolitical tensions reshape international trade and payments. The United States (US)-China trade war, sanctions regimes, and rising concerns over the weaponization of financial…

Theoretical Economics · Economics 2025-05-28 Antonis Ballis

We briefly introduce a new promising field of applications of statistical physics, opinion dynamics, where the systems at study are social groups or communities and the atoms/spins are the individuals (or agents) belonging to such groups.…

Statistical Mechanics · Physics 2017-08-23 Santo Fortunato

Involving effects of media, opinion leader and other agents on the opinion of individuals of market society, a trader based model is developed and utilized to simulate price via supply and demand. Pronounced effects are considered with…

Physics and Society · Physics 2009-11-11 Caglar Tuncay

This work investigates the effects of complex networks on the collective behavior of a three-state opinion formation model in economic systems. Our model considers two distinct types of investors in financial markets: noise traders and…

Using the new data from the OECD-WTO world network of economic activities we construct the Google matrix $G$ of this directed network and perform its detailed analysis. The network contains 58 countries and 37 activity sectors for years…

Statistical Finance · Quantitative Finance 2015-07-21 V. Kandiah , H. Escaith , D. L. Shepelyansky

A large part of the workforce, and growing every day, is originally from India. India one of the second largest populations in the world, they have a lot to offer in terms of jobs. The sheer number of IT workers makes them a formidable…

Neural and Evolutionary Computing · Computer Science 2012-05-15 Yusuf Perwej , Asif Perwej

In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…

Mathematical Finance · Quantitative Finance 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca , Marco Patacca

With the advent of online networks, societies are substantially more connected with individual members able to easily modify and maintain their own social links. Here, we show that active network maintenance exposes agents to confirmation…

Physics and Society · Physics 2016-11-23 V. Ngampruetikorn , Greg J Stephens

In this study, I present a theoretical social learning model to investigate how confirmation bias affects opinions when agents exchange information over a social network. Hence, besides exchanging opinions with friends, agents observe a…

Theoretical Economics · Economics 2023-02-27 Marcos R. Fernandes