Chester Curme
Boston University(US)University of Warwick(GB)
Publications by Year
Research Areas
Complex Systems and Time Series Analysis, Complex Network Analysis Techniques, Financial Risk and Volatility Modeling, Stock Market Forecasting Methods, scientometrics and bibliometrics research
Most-Cited Works
- → Quantifying Wikipedia Usage Patterns Before Stock Market Moves(2013)315 cited
- → Quantifying the semantics of search behavior before stock market moves(2014)170 cited
- → Multiple tipping points and optimal repairing in interacting networks(2016)104 cited
- → Emergence of statistically validated financial intraday lead-lag relationships(2015)83 cited
- → COUPLED NETWORK APPROACH TO PREDICTABILITY OF FINANCIAL MARKET RETURNS AND NEWS SENTIMENTS(2015)27 cited
- → Network risk and forecasting power in phase-flipping dynamical networks(2014)25 cited
- → Quantifying the diversity of news around stock market moves(2017)23 cited
- → Anticipating Stock Market Movements with Google and Wikipedia(2014)13 cited
- → Statistical physics approach to quantifying differences in myelinated nerve fibers(2014)10 cited
- → How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics(2015)8 cited