Our papers are the official record of our discoveries. They allow others to build on and apply our work. Each paper is the result of many months of research, so we make a special effort to make them clear, beautiful and inspirational, and publish them in leading journals.
Non-linear models of distress propagation in financial networks characterise key regimes where shocks are either amplified or suppressed.
News sentiment analysis and web browsing data are unilluminating alone, but inspected together, predict fluctuations in stock prices.
When the number of tweets about an event peaks, the sentiment of those tweets correlates strongly with abnormal stock market returns.
Tweet volume is a good indicator of political parties' success in elections when considered over an optimal time window so as to minimise noise.
Network analysis of diagnostic data identifies combinations of the key factors which cause Class III malocclusion and how they evolve over time.
Analysis of web search queries about a given stock, from the seemingly uncoordinated activity of many users, can anticipate the trading peak.