R. N. Mantegna

1902.07074v12019Proceedings of the International School of Physics "Enrico Fermi", Volume 203: Computational Social Science and Complex Systems, (2019)

A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates.

Chen, Yanhua, Mantegna, Rosario N, Pantelous, Athanasios A et al.

29 citations

295290922018PloS one. 2018;13(3):e0194067

Bootstrap validation of links of a minimum spanning tree

Federico Musciotto, Luca Marotta, Salvatore Micciche et al.

15 citations

1802.03395v12018Physica A, 512, 1032-1043, (2018)

On the interplay between multiscaling and stocks dependence

R. J. Buonocore, G. Brandi, R. N. Mantegna et al.

1 citation

1802.01113v22018arXiv

Core of communities in bipartite networks.

Bongiorno, Christian, London, András, Miccichè, Salvatore et al.

19 citations

289505462018Physical review. E. 2017;96(2-1):022321

An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management.

Bongiorno, Christian, Miccichè, Salvatore, Mantegna, Rosario N

3 citations

284191602017PloS one. 2017;12(4):e0175036

Statistical characterization of deviations from planned flight trajectories in air traffic management

C. Bongiorno, G. Gurtner, F. Lillo et al.

24 citations

1603.02859v12016JATM, 58, 152-163, (2017)

Backbone of credit relationships in the Japanese credit market

Luca Marotta, Salvatore Micciche, Yoshi Fujiwara et al.

14 citations

1511.06870v12015EPJ Data Science, 5 (10), 1-14, (2016)

Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach

Federico Musciotto, Luca Marotta, Salvatore Micciche et al.

19 citations

1511.06873v12015Chaos Solitons and Fractal, 88, 267-278, (2016)

Plasticity of brain wave network interactions and evolution across physiologic states.

Liu, Kang K L, Bartsch, Ronny P, Lin, Aijing et al.

125 citations

265788912016Frontiers in neural circuits. 2015;9:62

Hybrid recommendation methods in complex networks.

Fiasconaro, A, Tumminello, M, Nicosia, V et al.

28 citations

262742292015Physical review. E, Statistical, nonlinear, and soft matter physics. 2015;92(1):012811

Bank-firm credit network in Japan: an analysis of a bipartite network.

Marotta, Luca, Miccichè, Salvatore, Fujiwara, Yoshi et al.

59 citations

259334132016PloS one. 2015;10(5):e0123079

Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo

Rosario N. Mantegna

0 citations

1409.0789v12014arXiv

A comparative analysis of the statistical properties of large mobile phone calling networks.

Li, Ming-Xia, Jiang, Zhi-Qiang, Xie, Wen-Jie et al.

42 citations

248754442015Scientific reports. 2014;4:5132

Multi-scale analysis of the European airspace using network community detection.

Gurtner, Gérald, Vitali, Stefania, Cipolla, Marco et al.

55 citations

248099912015PloS one. 2014;9(5):e94414

Statistically validated mobile communication networks: Evolution of motifs in European and Chinese data

Ming-Xia Li, Vasyl Palchykov, Zhi-Qiang Jiang et al.

59 citations

1403.3785v12014New J. Phys. 16 (2014) 083038

Networked relationships in the e-MID Interbank market: A trading model with memory

Giulia Iori, Rosario N. Mantegna, Luca Marotta et al.

86 citations

1403.3638v12014JEDC, 50, 98-116, (2015)

Emergence of statistically validated financial intraday lead-lag relationships

Chester Curme, Michele Tumminello, Rosario N. Mantegna et al.

85 citations

1401.0462v12014arXiv

Evolution of correlation structure of industrial indices of U.S. equity markets.

Buccheri, Giuseppe, Marmi, Stefano, Mantegna, Rosario N

67 citations

239445172014Physical review. E, Statistical, nonlinear, and soft matter physics. 2013;88(1):012806

Quantitative analysis of gender stereotypes and information aggregation in a national election.

Tumminello, Michele, Miccichè, Salvatore, Varho, Jan et al.

6 citations

235556062013PloS one. 2013;8(3):e58910

The phenomenology of specialization of criminal suspects.

Tumminello, Michele, Edling, Christofer, Liljeros, Fredrik et al.

29 citations

236912572014PloS one. 2013;8(5):e64703

Scale-free relaxation of a wave packet in a quantum well with power-law tails

Salvatore Micciche, Andreas Buchleitner, Fabrizio Lillo et al.

6 citations

1211.6356v22012New J. Phys. vol. 15, 033033 (2013)

How news affect the trading behavior of different categories of investors in a financial market

Fabrizio Lillo, Salvatore Micciche, Michele Tumminello et al.

84 citations

1207.3300v12012Quantitative Finance, 15(2), 213-229, (2015)

Evolution of worldwide stock markets, correlation structure, and correlation-based graphs.

Song, Dong-Ming, Tumminello, Michele, Zhou, Wei-Xing et al.

242 citations

219290652012Physical review. E, Statistical, nonlinear, and soft matter physics. 2011;84(2 Pt 2):026108

Identification of clusters of investors from their real trading activity in a financial market

Michele Tumminello, Fabrizio Lillo, Jyrki Piilo et al.

111 citations

1107.3942v12011arXiv

Statistically validated networks in bipartite complex systems.

Tumminello, Michele, Miccichè, Salvatore, Lillo, Fabrizio et al.

245 citations

214838582011PloS one. 2011;6(3):e17994

Do firms share the same functional form of their growth rate distribution? A new statistical test

Jose T. Lunardi, Salvatore Micciche, Fabrizio Lillo et al.

19 citations

1103.2234v12011JEDC 39 140-164 (2014)

Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange

Angelo Carollo, Gabriella Vaglica, Fabrizio Lillo et al.

5 citations

1102.0687v12011arXiv

Happy aged people are all alike, while every unhappy aged person is unhappy in its own way.

Tumminello, Michele, Miccichè, Salvatore, Dominguez, Ligia J et al.

29 citations

219315962012PloS one. 2011;6(9):e23377

Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market.

Kenett, Dror Y, Tumminello, Michele, Madi, Asaf et al.

362 citations

211881402011PloS one. 2010;5(12):e15032

Community characterization of heterogeneous complex systems

Michele Tumminello, Salvatore Micciche, Fabrizio Lillo et al.

54 citations

1011.4161v12010J. Stat. Mech., P01019, (2011)

When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators

Ester Pantaleo, Michele Tumminello, Fabrizio Lillo et al.

67 citations

1004.4272v12010arXiv

Statistical identification with hidden Markov models of large order splitting strategies in an equity market

Gabriella Vaglica, Fabrizio Lillo, Rosario N. Mantegna

17 citations

1003.2981v12010arXiv

Career total: 328 works. 123 are in this corpus.Showing the 50 most recent.

Profile built from the corpus for this byline.

328

works

23.5K

citations

h-index

Corpus papers per year

Corpus papers per year, 1987 to 2026. Busiest year 1995, 9 papers.
Year	Papers
1987	1
1988	0
1989	3
1990	0
1991	1
1992	0
1993	0
1994	6
1995	9
1996	2
1997	0
1998	2
1999	3
2000	9
2001	5
2002	5
2003	2
2004	4
2005	7
2006	4
2007	5
2008	3
2009	2
2010	5
2011	5
2012	2
2013	4
2014	7
2015	3
2016	2
2017	1
2018	3
2019	2
2020	2
2021	2
2022	3
2023	0
2024	1
2025	3
2026	5

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