Detection and forecasting of extreme events in stock price triggered by fundamental, technical, and external factors
The sporadic large fluctuations seen in the stock market are due to different factors. These
large fluctuations are termed extreme events (EE). We have identified fundamental …
large fluctuations are termed extreme events (EE). We have identified fundamental …
High-frequency stock market order transitions during the US–China trade war 2018: A discrete-time Markov chain analysis
Statistical analysis of high-frequency stock market order transaction data is conducted to
understand order transition dynamics. We employ a first-order time-homogeneous discrete …
understand order transition dynamics. We employ a first-order time-homogeneous discrete …
[HTML][HTML] Nonlinear frequency analysis of COVID-19 spread in Tokyo using empirical mode decomposition
Empirical mode decomposition (EMD) was adopted to decompose daily COVID-19
infections in Tokyo from February 28, 2020, to July 12, 2021. Daily COVID-19 infections …
infections in Tokyo from February 28, 2020, to July 12, 2021. Daily COVID-19 infections …
A sentiment-based modeling and analysis of stock price during the COVID-19: U-and Swoosh-shaped recovery
In the aftermath of stock market crash due to COVID-19, not all sectors recovered in the
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …
same way. Recently, a stock price model is proposed by Mahata et al.(2021) that describes …
[PDF][PDF] Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies
A Kordestani, N Pashkevich, P Oghazi… - Economic research …, 2022 - hrcak.srce.hr
Effects of the COVID-19 pandemic on stock price performance of blockchain-based
companies Page 1 Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=rero20 …
companies Page 1 Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=rero20 …
[HTML][HTML] Daily fluctuations in COVID-19 infection rates under Tokyo's epidemic prevention measures–new evidence from adaptive Fourier decomposition
G Lu, Z Yang, W Qu, T Qian, Z Liu, W He… - Frontiers in Public …, 2023 - frontiersin.org
Background The COVID-19 pandemic has witnessed widespread infections and variants.
Particularly, Tokyo faced the challenge of seven waves of COVID-19, during which …
Particularly, Tokyo faced the challenge of seven waves of COVID-19, during which …
[HTML][HTML] Cryptocurrency as Epidemiologically Safe Means of Transactions: Diminishing Risk of SARS-CoV-2 Spread
DV Boguslavsky, NP Sharova, KS Sharov - Mathematics, 2021 - mdpi.com
In comparison with other respiratory viruses, the current COVID-19 pandemic's rapid seizing
the world can be attributed to indirect (contact) way of transmission of SARS-CoV-2 virus in …
the world can be attributed to indirect (contact) way of transmission of SARS-CoV-2 virus in …
Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
During any unique crisis, panic sell-off leads to a massive stock market crash that may
continue for more than a day, termed as mainshock. The effect of a mainshock in the form of …
continue for more than a day, termed as mainshock. The effect of a mainshock in the form of …
[HTML][HTML] The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis
The enduring impact of the COVID-19 crisis on the financial sector is undeniable, persisting
far beyond the eventual waning of the pandemic. This research examines central bank …
far beyond the eventual waning of the pandemic. This research examines central bank …
[HTML][HTML] Integrating Economic Theory, Domain Knowledge, and Social Knowledge into Hybrid Sentiment Models for Predicting Crude Oil Markets
H Kaplan, A Weichselbraun, AMP Braşoveanu - Cognitive Computation, 2023 - Springer
For several decades, sentiment analysis has been considered a key indicator for assessing
market mood and predicting future price changes. Accurately predicting commodity markets …
market mood and predicting future price changes. Accurately predicting commodity markets …