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.
Forecast errors for simple experience curve models facilitate more reliable estimates for the costs of technology deployment.
A formulation of Moore’s law estimates the probability that a given technology will outperform another at a certain point in the future.
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.
Dynamical systems theory predicts the growth potential of countries with heterogeneous patterns of evolution where regression methods fail.
The likelihood of stock prices bouncing on specific values increases due to memory effects in the time series data of the price dynamics.
A new non-monetary metric captures diversification, a dominant effect on the globalised market, and the effective complexity of products.
Analysis of web search queries about a given stock, from the seemingly uncoordinated activity of many users, can anticipate the trading peak.