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This paper examines the post-pandemic performance of micro, small, and medium-sized firms using Self-Organizing Maps (SOMs), a type of Artificial Neural Network that groups patterns based on their similarities. The goal is to identify the key characteristics that enable firms to face market...
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Vehicular traffic volume in large cities has increased in recent years, causing mobility problems; therefore,the analysis of vehicle flow data becomes a relevant research topic. Intelligent Transportation Systems monitor and control vehicular movements by collecting GPS trajectories, which...
Persistent link: https://www.econbiz.de/10013500790
This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called 'day-of-the-week' effect is partly an artifact of the hidden...
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In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This study compares Bitcoin and standard currencies dynamics...
Persistent link: https://www.econbiz.de/10012949982
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90% of the total daily turnover. By using the complexity-entropy causality...
Persistent link: https://www.econbiz.de/10012913993
This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a Google Trends attention measure specific for the cryptocurrency market. First, we find a bidirectional relationship...
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