| Correlation of financial markets in times of crisis LS Junior, IDP Franca Physica A: Statistical Mechanics and its Applications 391 (1-2), 187-208, 2012 | 429 | 2012 |
| Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets S Bekiros, DK Nguyen, LS Junior, GS Uddin European Journal of Operational Research 256 (3), 945-961, 2017 | 160 | 2017 |
| Structure of a global network of financial companies based on transfer entropy L Sandoval Jr Entropy 16 (8), 4443-4482, 2014 | 143 | 2014 |
| Dependency relations among international stock market indices L Sandoval Junior, A Mullokandov, DY Kenett Journal of Risk and Financial Management 8 (2), 227-265, 2015 | 110 | 2015 |
| Pruning a minimum spanning tree L Sandoval Jr Physica A: Statistical Mechanics and its Applications 391 (8), 2678-2711, 2012 | 50 | 2012 |
| To lag or not to lag? How to compare indices of stock markets that operate on different times L Sandoval Jr Physica A: Statistical Mechanics and its Applications 403, 227-243, 2014 | 36 | 2014 |
| Cluster formation and evolution in networks of financial market indices L Sandoval Junior Algorithmic Finance 2 (1), 3-43, 2013 | 34 | 2013 |
| Correlations and flow of information between the New York Times and stock markets A García-Medina, LS Junior, EU Bañuelos, AM Martínez-Argüello Physica A: Statistical Mechanics and its Applications 502, 403-415, 2018 | 29 | 2018 |
| A map of the Brazilian stock market L Sandoval Advances in Complex Systems 15 (05), 1250042, 2012 | 25 | 2012 |
| Not all that glitters is RMT in the forecasting of risk of portfolios in the Brazilian stock market L Sandoval Jr, AB Bortoluzzo, MK Venezuela Physica A: Statistical Mechanics and its Applications 410, 94-109, 2014 | 18 | 2014 |
| Networks of log returns and volatilities of international stock market indexes LS Junior Journal of Network Theory in Finance, 2017 | 8 | 2017 |
| Shocks in financial markets, price expectation, and damped harmonic oscillators LS Junior, IDP Franca arXiv preprint arXiv:1103.1992, 2011 | 7 | 2011 |
| Structure and causality relations in a global network of financial companies LS Junior arXiv preprint arXiv:1310.5388, 2013 | 3 | 2013 |
| Causality relations among international stock market indices L SANDOVAL JR, DY Kenett Insper, Instituto de Ensino e Pesquisa, São Paulo, 2012 | 3 | 2012 |
| Dynamics in two networks based on stocks of the US stock market LS Junior arXiv preprint arXiv:1408.1728, 2014 | 2 | 2014 |
| Sewing string tree vertices with ghosts L Sandoval Junior Brazilian journal of physics 32, 232-254, 2002 | 2 | 2002 |
| Correlations and flow of information between The New York Times and Stock Markets LS Junior arXiv. org Papers, 2017 | 1 | 2017 |
| Building portfolios of stocks in the S\~ ao Paulo Stock Exchange using Random Matrix Theory LS Junior, A Bruscato, MK Venezuela arXiv preprint arXiv:1201.0625, 2012 | 1 | 2012 |
| Eichler integrals and string theory L Sandoval Journal of Mathematical Physics 37 (5), 2510-2526, 1996 | 1 | 1996 |
| Cartografia no mercado financeiro: mapeando ativos do mercado de ações brasileiro. L Sandoval Junior, F Kiyokawa, GL Moritz | | 2022 |
Stelios BekirosChair of FinTech/AI, Econometrics & Data Science • University of Turin (UniTo) • EUI在 unito.it 的电子邮件经过验证
