Complex dynamics of our economic life on different scales: insights from search engine query data
DOI10.1098/RSTA.2010.0284zbMATH Open1211.91193OpenAlexW3125481687WikidataQ28298406 ScholiaQ28298406MaRDI QIDQ2997276FDOQ2997276
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
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pattern recognitioneconophysicsfinancial marketsautocorrelationscross correlationssearch engine queries
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic growth models (91B62) Internet topics (68M11)
Cites Work
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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