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ROSARIO NUNZIO MANTEGNA

Publications

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