Complex dynamics of our economic life on different scales: insights from search engine query data

DOI10.1098/RSTA.2010.0284MaRDI QIDQ2997276zbMATH OpenOpenAlexWikidataFDO

Authors Tobias Preis, Daniel Reith, H. Eugene Stanley

Publication date 6 May 2011

Published in Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rsta.2010.0284

zbMATH Keywords

pattern recognitioneconophysicsfinancial marketsautocorrelationscross correlationssearch engine queries

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic growth models (91B62) Internet topics (68M11)

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Cites work

• Cross-correlations between volume change and price change

Cited in

(7)

• Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series
• A framework for information synthesis into sentiment indicators using text mining methods
• Trend and fractality assessment of Mexico's stock exchange
• Google search volumes for portfolio management: performances and asset concentration
• Switching processes in financial markets
• Kinetic model of the buyers' market
• What can Wikipedia and Google tell us about stock prices under different market regimes?

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