In this paper we study the interdependences between the dynamics of the stock market indexes of 30 different stock markets across 29 different countries to analyze the nonlinear dynamics of their information flows. We find that the system exhibits complex dynamic properties that go beyond what has been generally found in the previous literature, suggesting that the structure of information flows is regulated by subtle homeostatic forces that cause the roles of the single markets in the whole network to evolve in unexpected ways. We present a toolkit of ANN-based methods that can be systematically deployed to analyze different aspects of such dynamics.

Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach, 2022-05.

Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach

Buscema, PM;Ferilli, G;
2022-05-01

Abstract

In this paper we study the interdependences between the dynamics of the stock market indexes of 30 different stock markets across 29 different countries to analyze the nonlinear dynamics of their information flows. We find that the system exhibits complex dynamic properties that go beyond what has been generally found in the previous literature, suggesting that the structure of information flows is regulated by subtle homeostatic forces that cause the roles of the single markets in the whole network to evolve in unexpected ways. We present a toolkit of ANN-based methods that can be systematically deployed to analyze different aspects of such dynamics.
Inglese
SPRINGER
internazionale
esperti anonimi
con ISI Impact Factor
A stampa
Settore SECS-P/06 - Economia Applicata
Settore SECS-P/02 - Politica Economica
5
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10808/46285
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