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.
Channels of contagion
Fire sales of common asset holdings can whip through a channel of contagion between banks, insurance companies and investments funds.
Forecasting technology deployment
Forecast errors for simple experience curve models facilitate more reliable estimates for the costs of technology deployment.
Predicting technological progress
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 and price dynamics
News sentiment analysis and web browsing data are unilluminating alone, but inspected together, predict fluctuations in stock prices.
Effect of Twitter on stock prices
When the number of tweets about an event peaks, the sentiment of those tweets correlates strongly with abnormal stock market returns.
Collective attention to politics
Tweet volume is a good indicator of political parties' success in elections when considered over an optimal time window so as to minimise noise.
Dynamics of economic complexity
Dynamical systems theory predicts the growth potential of countries with heterogeneous patterns of evolution where regression methods fail.
Memory effects in stock dynamics
The likelihood of stock prices bouncing on specific values increases due to memory effects in the time series data of the price dynamics.
Metrics for global competitiveness
A new non-monetary metric captures diversification, a dominant effect on the globalised market, and the effective complexity of products.
Search queries predict stocks
Analysis of web search queries about a given stock, from the seemingly uncoordinated activity of many users, can anticipate the trading peak.