相关论文: Nonlinear dependencies on Brazilian equity network…

We present some stylized facts exhibited by the time series of returns of the Mexican Stock Exchange Index (IPC) and compare them to a sample of both developed (USA, UK and Japan) and emerging markets (Brazil and India). The period of study…

Corruptive behaviour in politics limits economic growth, embezzles public funds, and promotes socio-economic inequality in modern democracies. We analyse well-documented political corruption scandals in Brazil over the past 27 years,…

Motivated by the challenge related to the COVID-19 epidemic and the seek for optimal containment strategies, we present a robustness analysis into an inter-cities mobility complex network. We abstract municipal initiatives as nodes'…

A complete understanding of real networks requires us to understand the consequences of the uneven interaction strengths between a system's components. Here we use the minimum spanning tree (MST) to explore the effect of weight assignment…

This study analysed a series of live cattle spot and futures prices from the Boi Gordo Index (BGI) in Brazil. The objective was to develop a model that best portrays this commodity's behaviour to estimate futures prices more accurately. The…

In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant…

Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evidence that suggests social media and stock markets have a…

Following the value relevance literature, this study verifies whether the marketplace differentiates companies of high, medium, and low long-term operational performance, measured by accounting information on profitability, sales variation…

The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. We analyze the time dependence of the…

Understanding how transportation networks work is important for improving connectivity, efficiency, and safety. In Brazil, where road transport is a significant portion of freight and passenger movement, network science can provide valuable…

This paper intends to explain Venezuela's country spread behavior through the Neural Networks analysis of a monthly economic activity general index of economic indicators constructed by the Central Bank of Venezuela, a measure of the shocks…

In the contemporary world, a significant number of people use social networking services for a variety of purposes, including, but not limited to, communicating, exchanging messages and searching for information. A popular social network in…

By using Random Matrix Theory, we build covariance matrices between stocks of the BM&F-Bovespa (Bolsa de Valores, Mercadorias e Futuros de S\~ao Paulo) which are cleaned of some of the noise due to the complex interactions between the many…

The propagation of unreliable information is on the rise in many places around the world. This expansion is facilitated by the rapid spread of information and anonymity granted by the Internet. The spread of unreliable information is a…

In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV),…

We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based…

In May 2024, weeks of severe rainfall in Rio Grande do Sul, Brazil caused widespread damage to infrastructure, impacting over 400 cities and 2.3 million people. This study presents the construction of comprehensive telecommunications…

We consider the effects of the 2008 global financial crisis on the global stock market before, during, and after the crisis. We generate complex networks from a cross-correlation matrix such as the threshold network (TN) and the minimal…

This paper is concerned with the reliable inference of optimal tree-approximations to the dependency structure of an unknown distribution generating data. The traditional approach to the problem measures the dependency strength between…

Technical trading rules and linear regressive models are often used by practitioners to find trends in financial data. However, these models are unsuited to find non-linearly separable patterns. We propose a decision tree forecasting model…