An analysis of the literature on systemic financial risk: A survey

W Silva, H Kimura, VA Sobreiro - Journal of Financial Stability, 2017 - Elsevier
This article presents an analysis of the literature on systemic financial risk. To that end, we
analyze and classify 266 articles that were published no later than September 2016 in the …

Collective attention and stock prices: evidence from Google trends data on standard and poor's 100

RH Heiberger - PloS one, 2015 - journals.plos.org
Today´ s connected world allows people to gather information in shorter intervals than ever
before, widely monitored by massive online data sources. As a dramatic economic event …

Herding in mutual funds: A complex network approach

AM D'Arcangelis, G Rotundo - Journal of Business Research, 2021 - Elsevier
The paper investigates herding in mutual funds through a complex networks approach. The
detection of significant correlation coefficients constitutes the basis for the construction of the …

Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton

G Dhesi, M Ausloos - Chaos, Solitons & Fractals, 2016 - Elsevier
Abstract Following a Geometrical Brownian Motion extension into an Irrational fractional
Brownian Motion model, we re-examine agent behaviour reacting to time dependent news …

[图书][B] An introduction to socio-finance

JV Andersen, A Nowak - 2013 - Springer
The word “socio-finance” used in the title of this book is meant as a description that catches
the underlying nature of price formation in financial markets. Since the term as such does not …

Contagion in the world's stock exchanges seen as a set of coupled oscillators

L Bellenzier, JV Andersen, G Rotundo - Economic Modelling, 2016 - Elsevier
We study how the phenomenon of contagion can take place in the network of the world's
stock exchanges when each stock exchange acts as an integrate-and-fire oscillator. The …

Complex network analysis and nonlinear dynamics

LM Varela, G Rotundo - Complex Networks and Dynamics: Social and …, 2016 - Springer
This chapter aims at reviewing complex network and nonlinear dynamical models and
methods that were either developed for or applied to socioeconomic issues, and pertinent to …

Three different ways synchronization can cause contagion in financial markets

N Massad, JV Andersen - Risks, 2018 - mdpi.com
We introduce tools to capture the dynamics of three different pathways, in which the
synchronization of human decision-making could lead to turbulent periods and contagion …

Natural time analysis in financial markets

A Mintzelas, K Kiriakopoulos - Algorithmic Finance, 2016 - content.iospress.com
In this paper we introduce natural time analysis in financial markets. Due to the remarkable
results of this analysis on earthquake prediction and the similarities of earthquake data to …

[PDF][PDF] Perceptual error in medical practice

P Greig - 2016 - ora.ox.ac.uk
Introduction Medical errors are major hazards, and lapses in non-technical skills such as
situational awareness contribute to most incidents. Risks are concentrated in acute care …