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 "Measuring
synchronization and anticipation between individual investors from their
daily performance" 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 pre-print Arxiv.org
with the following citation:
Mario Gutiérrez-Roig, Javier Borge-Holthoeffer, Alex Arenas and
Josep Perelló. Measuring synchronization and anticipation between
individual investors from their daily performance (2018)
Files
BBVA_Investors.csv
Files
(55.8 MB)
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