Search Results - "Souza, Thársis T.P."

Predicting future stock market structure by combining social and financial network information by Souza, Thársis T.P., Aste, Tomaso

“…We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines…”
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Forecasting financial market structure from network features using machine learning by Castilho, Douglas, Souza, Thársis T. P., Kang, Soong Moon, Gama, João, de Carvalho, André C. P. L. F.

“…We propose a model that forecasts market correlation structure from link- and node-based financial network features using machine learning. For such, market…”
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Is the public sector of your country a diffusion borrower? Empirical evidence from Brazil by Rocha, Leno S, Rocha, Frederico S A, Souza, Thársis T P

“…We propose a diffusion process to describe the global dynamic evolution of credit operations at a national level given observed operations at a subnational…”
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Bull bear balance: A cluster analysis of socially informed financial volatility by Manfield, Jonathan, Lukacsko, Derek, Souza, Tharsis T. P.

“…The use of alternative data in financial applications has gained momentum in recent years with the increased availability of data along with computational…”
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A framework for Twitter events detection, differentiation and its application for retail brands by Kolchyna, Olga, Souza, Tharsis T. P., Treleaven, Philip C., Aste, Tomaso

“…We propose a framework for Twitter events detection, differentiation and quantification of their significance for predicting spikes in sales. In previous…”
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