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OCS
Home
People
Research
Papers
Books
Teaching
PhDs
Workshops
Seminars
News
About
More
Home
People
Research
Papers
Books
Teaching
PhDs
Workshops
Seminars
News
About
PAPERS
202
3
Exploring the landscape of dismantling strategies based on the community structure of networks
Two-step estimators of high-dimensional correlation matrices
A numerical recipe for the computation of stationary stochastic processes’ autocorrelation function
2022
Quantifying the relationship between specialisation and reputation in an online platform
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees
Effective strategies for targeted attacks to the network of Cosa Nostra affiliates
Analysis of Structure and Dynamics of European Flight Networks
Selection of past relevant papers
High-frequency trading and networked markets
(2021)
Detecting informative higher-order interactions in statistically validated hypergraphs
(2021)
When financial economics influences physics: The role of Econophysics
(2019)
Empirical Analyses of Networks in Finance
(2018)
Long-term ecology of investors in a financial market
(2018)
Networked relationships in the e-MID interbank market: A trading model with memory
(2015)
How news affects the trading behaviour of different categories of investors in a financial market
(2014)
Statistically Validated Networks in Bipartite Complex Systems
(2011)
Correlation, hierarchies, and networks in financial markets
(2010)
A tool for filtering information in complex systems
(2005)
Hierarchical structure in financial markets
(1999)
Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
(1994)
Scaling behaviour in the dynamics of an economic index
(1995)
Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes
(1994)
Lévy walks and enhanced diffusion in Milan stock exchange
(1991)
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