Chester Curme
Chester Curme
Graduate Student, Boston University
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Citado por
Citado por
Quantifying Wikipedia Usage Patterns Before Stock Market Moves
HS Moat, C Curme, A Avakian, DY Kenett, HE Stanley, T Preis
Scientific reports 3 (1), 1801, 2013
Quantifying the semantics of search behavior before stock market moves
C Curme, T Preis, HE Stanley, HS Moat
Proceedings of the National Academy of Sciences 111 (32), 11600-11605, 2014
Multiple tipping points and optimal repairing in interacting networks
A Majdandzic, LA Braunstein, C Curme, I Vodenska, S Levy-Carciente, ...
Nature communications 7 (1), 10850, 2016
Emergence of statistically validated financial intraday lead-lag relationships
C Curme, M Tumminello, RN Mantegna, HE Stanley, DY Kenett
Quantitative Finance 15 (8), 1375-1386, 2015
Coupled network approach to predictability of financial market returns and news sentiments
C Curme, HE Stanley, I Vodenska
International Journal of Theoretical and Applied Finance 18 (07), 1550043, 2015
Network risk and forecasting power in phase-flipping dynamical networks
B Podobnik, A Majdandzic, C Curme, Z Qiao, WX Zhou, HE Stanley, B Li
Physical Review E 89 (4), 042807, 2014
Anticipating Stock Market Movements with Google and Wikipedia
HS Moat, C Curme, HE Stanley, T Preis
Nonlinear phenomena in complex systems: From nano to macro scale, 47-59, 2014
Quantifying the diversity of news around stock market moves
C Curme, Y Zhuo, HS Moat, T Preis
Chester Curme, Ying Daisy Zhuo, Helen Susannah Moat and Tobias Preis …, 2017
How Lead-Lag correlations affect the intraday pattern of collective stock dynamics
C Curme, M Tumminello, RN Mantegna, HE Stanley, DY Kenett
Available at SSRN 2648490, 2019
Statistical physics approach to quantifying differences in myelinated nerve fibers
CH Comin, JR Santos, D Corradini, W Morrison, C Curme, DL Rosene, ...
Scientific reports 4 (1), 4511, 2014
Lagged correlation networks
C Curme
Biomolecular exciton, 61
D Matrasulov, HE Stanley
Statistically-‐validated networks
C Curme
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Artículos 1–13