Rosario N. Mantegna
- A tool for filtering information in complex systems
2005/01/31 by M. Tumminello, Michele Tumminello, Tomaso Aste +5 · 40 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Network Analysis Techniques #Complex Systems and Time Series Analysis #Opinion Dynamics and Social Influence #cond-mat.dis-nn #cond-mat.stat-mech #physics.soc-ph
- Cluster analysis for portfolio optimization
2005/07/01 by Vincenzo Tola, Tola, Vincenzo, Fabrizio Lillo +5 · 4 citations
Business, Management and Accounting · Mathematics · Social Sciences · #Economic and Technological Developments in Russia #Economic and Technological Systems Analysis #FOS: Economics and business #FOS: Physical sciences #Other Condensed Matter (cond-mat.other) #Physics and Society (physics.soc-ph) #Statistical Finance (q-fin.ST) #Statistical and numerical algorithms
- Was Benoit Mandelbrot a hedgehog or a fox?
2026/02/01 by Rosario N. Mantegna · 4 voices
#physics.soc-ph #q-fin.ST
- Power law relaxation in a complex system: Omori law after a financial market crash
2001/11/14 by Fabrizio Lillo, Lillo, Fabrizio, Rosario N. Mantegna +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Statistical Finance (q-fin.ST) #Statistical Mechanics (cond-mat.stat-mech)
- Long-range correlated stationary Markovian processes
2002/03/21 by Fabrizio Lillo, Lillo, Fabrizio, Salvatore Micciche' +4 · 1 citation
Decision Sciences · Physics and Astronomy · #FOS: Physical sciences #Probabilistic and Robust Engineering Design #Scientific Research and Discoveries #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.stat-mech #stochastic dynamics and bifurcation
- When do improved covariance matrix estimators enhance portfolio\n optimization? An empirical comparative study of nine estimators
2010/04/24 by Ester Pantaleo, Michele Tumminello, Pantaleo, Ester +5 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Physical sciences #Financial Markets and Investment Strategies #Insurance, Mortality, Demography, Risk Management #Monetary Policy and Economic Impact #Physics and Society (physics.soc-ph) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)
- On the interplay between multiscaling and stocks dependence
2018/02/04 by Riccardo Junior Buonocore, Giuseppe Brandi, Buonocore, R. J. +5 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Nonlinear Dynamics and Pattern Formation #Statistical Finance (q-fin.ST)
- Statistically validated hierarchical clustering: Nested partitions in hierarchical trees
2022/05/01 by Christian Bongiorno, Salvatore Miccichè, Rosario N. Mantegna · 1 citation
- Identifying maximal sets of significantly interacting nodes in higher-order networks
2022/09/26 by Federico Musciotto, Federico Battiston, Musciotto, Federico +3 · 1 citation
Computer Science · Physics and Astronomy · #Complex Network Analysis Techniques #Data Visualization and Analytics #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Topological and Geometric Data Analysis