| 2024 |
Profile and challenges of interdisciplinary physics |
Articolo in rivista |
Vai |
| 2024 |
Complex networks approach to study comorbidities in patients with unruptured intracranial aneurysms |
Articolo in rivista |
Vai |
| 2023 |
Preface |
Prefazione/Postfazione |
Vai |
| 2023 |
Two-step estimators of high-dimensional correlation matrices |
Articolo in rivista |
Vai |
| 2023 |
Preface |
Prefazione/Postfazione |
Vai |
| 2022 |
Analysis of the Structure and Dynamics of European Flight Networks |
Articolo in rivista |
Vai |
| 2022 |
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees |
Articolo in rivista |
Vai |
| 2022 |
Quantifying the relationship between specialisation and reputation in an online platform |
Articolo in rivista |
Vai |
| 2021 |
Detecting informative higher-order interactions in statistically validated hypergraphs |
Articolo in rivista |
Vai |
| 2021 |
High-frequency trading and networked markets |
Articolo in rivista |
Vai |
| 2021 |
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative |
Recensione in rivista |
Vai |
| 2020 |
Clusters of Traders in Financial Markets |
Capitolo o Saggio |
Vai |
| 2020 |
Synergistic information transfer in the global system of financial markets |
Articolo in rivista |
Vai |
| 2020 |
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry |
Articolo in rivista |
Vai |
| 2020 |
Network structure and optimal technological innovation |
Articolo in rivista |
Vai |
| 2019 |
Preface |
Prefazione/Postfazione |
Vai |
| 2019 |
A primer on statistically validated networks |
Capitolo o Saggio |
Vai |
| 2019 |
When financial economics influences physics: The role of Econophysics |
Articolo in rivista |
Vai |
| 2019 |
On the interplay between multiscaling and stock dependence |
Articolo in rivista |
Vai |
| 2018 |
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates |
Articolo in rivista |
Vai |
| 2018 |
Empirical Analyses of Networks in Finance |
Capitolo o Saggio |
Vai |
| 2018 |
Long-term ecology of investors in a financial market |
Articolo in rivista |
Vai |
| 2018 |
Bootstrap validation of links of a minimum spanning tree |
Articolo in rivista |
Vai |
| 2017 |
Core of communities in bipartite networks |
Articolo in rivista |
Vai |
| 2017 |
An empirically grounded agent-based model for modeling directs, conflict detection and resolution operations in Air Traffic management |
Articolo in rivista |
Vai |
| 2017 |
Statistical characterization of deviations from planned flight trajectories in air traffic management |
Articolo in rivista |
Vai |
| 2016 |
Some past and present challenges of econophysics |
Articolo in rivista |
Vai |
| 2016 |
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach |
Articolo in rivista |
Vai |
| 2016 |
Complex Networks in Air Transport |
Capitolo o Saggio |
Vai |
| 2016 |
Adaptative air traffic network: Statistical regularities in air traffic management |
Contributo in atti di convegno pubblicato in volume |
Vai |
| 2016 |
Backbone of credit relationships in the Japanese credit market |
Articolo in rivista |
Vai |
| 2015 |
Emergence of statistically validated financial intraday lead-lag relationships |
Articolo in rivista |
Vai |
| 2015 |
Plasticity of brain wave network interactions and evolution across physiologic states |
Articolo in rivista |
Vai |
| 2015 |
Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’ |
Articolo in rivista |
Vai |
| 2015 |
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network |
Articolo in rivista |
Vai |
| 2015 |
Applying complexity science to air traffic management |
Articolo in rivista |
Vai |
| 2015 |
Hybrid recommendation methods in complex networks |
Articolo in rivista |
Vai |
| 2014 |
Do firms share the same functional form of their growth rate distribution? A statistical test |
Articolo in rivista |
Vai |
| 2014 |
A comparative analysis of the statistical properties of large mobile phone calling networks |
Articolo in rivista |
Vai |
| 2014 |
Multi-Scale Analysis of the European Airspace Using Network Community Detection |
Articolo in rivista |
Vai |
| 2014 |
Networked relationships in the e-MID interbank market: A trading model with memory |
Articolo in rivista |
Vai |
| 2014 |
Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data |
Articolo in rivista |
Vai |
| 2014 |
How news affects the trading behaviour of different categories of investors in a financial market |
Articolo in rivista |
Vai |
| 2014 |
Quantifying preferential trading in the e-MID interbank market |
Articolo in rivista |
Vai |
| 2013 |
An Agent Based Model of Air Traffic Management |
Proceedings |
Vai |
| 2013 |
Quantitative analysis of gender stereotypes and information aggregation in a national election. |
Articolo in rivista |
Vai |
| 2013 |
Scale-free relaxation of a wave packet in a quantum well with power-law tails. |
Articolo in rivista |
Vai |
| 2013 |
Exploratory analysis of safety data and their interrelation
with flight trajectories and network metrics |
Proceedings |
Vai |
| 2013 |
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES |
Articolo in rivista |
Vai |
| 2013 |
The Phenomenology of Specialization of Criminal
Suspects |
Articolo in rivista |
Vai |
| 2013 |
Evolution of correlation structure of industrial indices of US equity markets |
Articolo in rivista |
Vai |
| 2012 |
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange |
Abstract in rivista |
Vai |
| 2012 |
Statistical Regularities in ATM: network properties, trajectory deviations and delays |
Proceedings |
Vai |
| 2012 |
Identification of clusters of investors from their real trading activity in a financial market |
Articolo in rivista |
Vai |
| 2011 |
Complexity in Air Traffic Management, Complex Systems |
Capitolo o Saggio |
Vai |
| 2011 |
Happy Aged People Are All Alike, While Every Unhappy Aged Person Is Unhappy in Its Own Way |
Articolo in rivista |
Vai |
| 2011 |
Community characterization of heterogeneous complex systems |
Articolo in rivista |
Vai |
| 2011 |
Statistically validated networks in bipartite complex systems |
Articolo in rivista |
Vai |
| 2011 |
Focus on statistical physics modeling in economics and finance |
Articolo in rivista |
Vai |
| 2011 |
ELSA Project: Toward a complex network approach to ATM delays analysis |
Proceedings |
Vai |
| 2011 |
Evolution of worldwide stock markets, correlation structure, and correlation-based graphs |
Articolo in rivista |
Vai |
| 2011 |
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators |
Articolo in rivista |
Vai |
| 2010 |
Correlation, hierarchies, and networks in financial markets |
Articolo in rivista |
Vai |
| 2010 |
Statistical identification with hidden Markov models of large order splitting strategies in an equity market |
Articolo in rivista |
Vai |
| 2010 |
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market |
Articolo in rivista |
Vai |
| 2009 |
Networks in biological systems: An investigation of the Gene Ontology as an evolving network |
Articolo in rivista |
Vai |
| 2009 |
Diffusive behavior and the modeling of characteristic times in limit order executions |
Articolo in rivista |
Vai |
| 2009 |
Market impact and trading profile of hidden orders in stock markets |
Articolo in rivista |
Vai |
| 2009 |
Market reaction to a bid-ask spread change: A power-law relaxation dynamics |
Articolo in rivista |
Vai |
| 2008 |
Specialization and herding behavior of trading firms in a financial market |
Articolo in rivista |
Vai |
| 2008 |
Cluster analysis for portfolio optimization |
Articolo in rivista |
Vai |
| 2008 |
Economic Sector Identification in a Set of Stocks Traded at the New York Stock Exchange: A Comparative Analysis |
Capitolo o Saggio |
Vai |
| 2008 |
Generation of hierarchically correlated multivariate symbolic
sequences: With an application to the assessment of bootstrap confidence in phylogenetic analysis. |
Articolo in rivista |
Vai |
| 2008 |
Scaling laws of strategic behavior and size heterogeneity in agent dynamics |
Articolo in rivista |
Vai |
| 2008 |
The comprehensive aerospace index (CASI): Tracking the economic performance of the aerospace industry |
Articolo in rivista |
Vai |
| 2008 |
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes |
Articolo in rivista |
Vai |
| 2008 |
Autism Spectrum Disorders: From Candidate Genes to Candidate Ontology Terms |
Capitolo o Saggio |
Vai |
| 2007 |
Neurobeachin (NBEA) is downregulated in blood cells from a patient with autism spectrum disorders (ASD) |
Proceedings |
Vai |
| 2007 |
Correlation based networks of equity returns sampled at different time horizons |
Articolo in rivista |
Vai |
| 2007 |
Spectral properties of correlation matrices for some hierarchically nested factor models |
Proceedings |
Vai |
| 2007 |
Spanning Trees and bootstrap reliability estimation in correlation based networks |
Articolo in rivista |
Vai |
| 2007 |
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance |
Articolo in rivista |
Vai |
| 2007 |
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis |
Proceedings |
Vai |
| 2007 |
Hierarchically nested factor model from multivariate data |
Articolo in rivista |
Vai |
| 2007 |
Proceedings of SPIE Noise and Stochastics in Complex Systems and Finance |
Monografia |
Vai |
| 2007 |
Kullback-Leibler distance as a measure of information filtered from multivariate data |
Articolo in rivista |
Vai |
| 2007 |
Dall’analisi del genoma al vocabolario biologico dell’autismo |
Proceedings |
Vai |
| 2006 |
THE TENTH ARTICLE OF ETTORE MAJORANA |
Articolo in rivista |
Vai |
| 2006 |
Comment on the scientific paper no. 10 |
Capitolo o Saggio |
Vai |
| 2006 |
Proceedings of the 1st International Workshop on Grid Technology for Financial Modeling and Simulation (GRID 2006) |
Altro |
Vai |
| 2006 |
Majorana's article on "The value of statistical laws in physics and social sciences" |
Proceedings |
Vai |
| 2005 |
Scaling and data collapse for the mean exit time of asset prices |
Articolo in rivista |
Vai |
| 2005 |
Correlation based hierarchical clustering in financial time series |
Proceedings |
Vai |
| 2005 |
Stochastic resonance in magnetic systems described by Preisach hysteresis model |
Articolo in rivista |
Vai |
| 2005 |
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences |
Articolo in rivista |
Vai |
| 2005 |
Econofisica: il contributo dei fisici allo studio dei sistemi economici |
Articolo in rivista |
Vai |
| 2005 |
On the dependence of magnetic stochastic resonance features on the features of magnetic hysteresis |
Proceedings |
Vai |
| 2005 |
Spectral density of the correlation matrix of factor models: A random matrix theory approach |
Articolo in rivista |
Vai |
| 2005 |
A tool for filtering information in complex systems |
Articolo in rivista |
Vai |
| 2005 |
Posidonia oceanica as a historical monitor device of lead concentration in marine environment |
Articolo in rivista |
Vai |
| 2005 |
Sector identification in a set of stock return time series traded at the London Stock Exchange |
Articolo in rivista |
Vai |
| 2005 |
Inverted Repeats in Viral Genomes |
Articolo in rivista |
Vai |
| 2005 |
Correlation filtering in financial time series |
Proceedings |
Vai |
| 2005 |
Ultrametric matrices and factor models |
Proceedings |
Vai |
| 2004 |
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector |
Articolo in rivista |
Vai |
| 2004 |
Price impact function of a single transaction |
Proceedings |
Vai |
| 2004 |
Modeling the dynamics os a financial index after a crash |
Proceedings |
Vai |
| 2004 |
Dynamics of a financial market index after a crash |
Articolo in rivista |
Vai |
| 2004 |
Univariate and multivariate statistical aspects of equity volatility |
Proceedings |
Vai |
| 2004 |
An interest rates cluster analysis |
Articolo in rivista |
Vai |
| 2004 |
Price impact function of a single transaction |
Proceedings |
Vai |
| 2004 |
Networks of equities in financial markets |
Articolo in rivista |
Vai |
| 2004 |
Stochastic Resonance in Magnetic Systems described by Preisach Hysteresis Model |
Altro |
Vai |
| 2004 |
Modeling the dynamics os a financial index after a crash |
Proceedings |
Vai |
| 2003 |
Degree stability of a minimum spanning tree of price return and volatility |
Articolo in rivista |
Vai |
| 2002 |
Volatility in financial markets: Stochastic models and empirical results |
Articolo in rivista |
Vai |
| 2000 |
Hierarchical structures in Complex Systems: from DNA to financial markets |
Proceedings |
Vai |
