Published May 24, 2018
| Version 1.0
Dataset
Open
Data set for "Measuring synchronization and anticipation between individual investors from their daily performance"
Description
The data stored here is used as a support of the paper "Mapping individual behavior in financial markets: synchronization and anticipation" where a measure based on Mutual Information and Transfer of Entropy is used in order to map investors' behaviour and which ones are following same behavioural patterns.
The study linked to this data is published on EPJ Data Science with the following citation:
Mario Gutiérrez-Roig, Javier Borge-Holthoeffer, Alex Arenas and Josep Perelló (2019). Measuring synchronization and anticipation between individual investors from their daily performance. EPJ Data Science, 8(1), 10.
Files
BBVA_Investors.csv
Files
(68.3 MB)
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