Access Statistics for Rosario Nunzio Mantegna

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An interest rates cluster analysis 0 0 0 13 0 2 9 61
Backbone of credit relationships in the Japanese credit market 0 0 0 19 0 3 11 47
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 0 3 12 100
Cluster analysis for portfolio optimization 0 0 0 131 1 2 9 362
Correlation based networks of equity returns sampled at different time horizons 0 0 0 18 0 2 13 95
Correlation, hierarchies, and networks in financial markets 0 1 4 62 2 6 22 212
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 25 1 5 13 169
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 0 1 5 54
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 0 3 17 128
Dynamics of a financial market index after a crash 0 0 1 9 0 0 7 62
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry 0 0 1 8 0 3 6 23
Dynamics of the Number of Trades of Financial Securities 0 0 0 9 0 3 7 33
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 0 19 0 1 4 64
Emergence of statistically validated financial intraday lead-lag relationships 0 0 1 22 1 2 14 86
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 0 2 9 176
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 1 14 0 1 3 38
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning 1 2 5 5 2 19 40 40
End-to-end large portfolio optimization for variance minimization with neural networks through covariance cleaning 0 0 0 0 2 3 3 3
Ensemble properties of securities traded in the NASDAQ market 0 0 0 6 0 0 2 30
Evolution of correlation structure of industrial indices of US equity markets 0 0 0 15 0 1 5 59
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 1 46 0 2 13 158
Heterogeneity of household stock portfolios in a national market 0 1 2 4 0 8 14 15
Hierarchical Structure in Financial Markets 0 0 5 116 0 4 31 370
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 0 1 7 104
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 0 1 1 14 0 1 4 44
How news affect the trading behavior of different categories of investors in a financial market 0 2 2 19 0 4 18 98
Identification of clusters of investors from their real trading activity in a financial market 0 0 0 20 0 0 5 75
Introducing Variety in Risk Management 0 0 0 371 0 1 6 682
Introducing Variety in Risk Management 0 0 0 33 0 0 4 76
Kullback-Leibler distance as a measure of the information filtered from multivariate data 0 0 0 41 0 1 5 248
Levels of complexity in financial markets 0 0 0 19 0 3 8 89
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 2 7 366
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 0 1 8 107
Modeling of Financial Data: Comparison of the Truncated L\'evy Flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 10 0 1 7 45
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 36 0 2 8 169
Networks of equities in financial markets 0 0 0 57 0 0 8 190
Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage 0 0 0 0 0 0 0 0
On the interplay between multiscaling and stocks dependence 0 0 0 8 0 1 7 40
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 0 1 54 83
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets 0 0 1 1 1 3 5 5
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 0 3 5 143
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 2 9 82
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 2 11 79
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 0 1 5 25
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 0 26 0 1 6 90
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 0 1 3 72
Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo 0 0 0 49 0 3 11 47
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 3 8 145
Specialization of strategies and herding behavior of trading firms in a financial market 0 0 0 15 0 1 6 43
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 0 1 6 51
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 1 3 11 96
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 1 0 2 8 9
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 0 2 11 47
Taxonomy of Stock Market Indices 0 0 0 34 1 5 10 172
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 24 0 0 6 79
VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS 0 0 0 0 0 1 10 589
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 25 1 1 3 93
Variety and Volatility in Financial Markets 0 0 0 16 0 2 12 80
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 0 2 13 59
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 0 3 8 143
Was Benoit Mandelbrot a hedgehog or a fox? 0 0 16 16 0 2 8 8
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 34 0 2 8 115
Total Working Papers 1 7 41 2,008 14 141 608 7,073
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates 0 0 1 4 2 15 44 77
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management 0 0 0 0 0 5 11 14
An interest rates cluster analysis 0 0 0 8 0 0 5 40
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics 1 1 3 11 1 4 16 52
Applications of statistical mechanics to finance 0 0 2 9 0 4 12 52
Applying complexity science to air traffic management 0 0 0 7 1 1 10 82
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 0 0 1 5 0 1 10 24
Bootstrap validation of links of a minimum spanning tree 0 0 1 3 0 4 12 25
Cluster analysis for portfolio optimization 0 0 2 286 1 4 26 733
Correlation based networks of equity returns sampled at different time horizons 0 0 1 14 0 0 7 61
Correlation, hierarchies, and networks in financial markets 1 2 4 58 3 12 43 257
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 14 0 6 16 81
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 0 2 10 74
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 0 3 9 80
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 0 4 14 30
Dynamics of a financial market index after a crash 0 0 2 4 0 0 9 56
Dynamics of the number of trades of financial securities 0 0 0 3 0 2 8 22
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 5 1 5 17 48
Empirical investigation of stock price dynamics in an emerging market 0 0 0 0 0 0 8 25
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 0 0 0 1 4 17
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 0 3 9 19
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 0 3 15
Heterogeneity of household stock portfolios in a national market 0 0 0 0 4 5 5 5
Hierarchical structure in financial markets 0 3 6 185 4 15 45 755
Hierarchical structure in financial markets 2 3 9 238 8 23 71 886
High-frequency cross-correlation in a set of stocks 0 0 0 27 0 3 16 104
High-frequency trading and networked markets 0 0 0 4 0 1 8 22
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 1 4 10 60
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 0 3 5 32
Levels of complexity in financial markets 0 0 0 7 0 1 5 33
Long-term ecology of investors in a financial market 0 0 0 4 0 5 15 28
Master curve for price-impact function 2 3 4 16 5 7 25 57
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 0 3 9 27
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 0 1 6 10
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 0 29 0 0 13 153
Networks of equities in financial markets 0 0 0 19 0 4 11 91
On the interplay between multiscaling and stock dependence 0 0 0 4 0 1 6 29
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 0 1 8 15
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 0 1 2 94 0 8 13 208
Quantifying preferential trading in the e-MID interbank market 0 0 0 19 0 8 16 87
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election 0 0 0 0 0 2 4 6
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS 0 0 0 0 0 3 6 14
Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' 0 0 0 15 0 3 8 47
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 0 1 5 0 2 13 29
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 0 0 4 0 3 12 46
Statistical properties of DNA sequences 0 0 1 5 0 0 5 33
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes 0 0 0 0 0 0 7 15
Statistically Validated Networks in Bipartite Complex Systems 0 0 1 1 0 2 9 15
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 2 0 2 64 72
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 0 3 9 13
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 0 1 1 3
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 9 0 1 9 53
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 3 0 2 4 33
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 0 1 7 36
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 1 14 1 3 10 82
When financial economics influences physics: The role of Econophysics 0 0 1 5 0 1 10 40
Zipf plots and the size distribution of firms 0 0 1 125 0 4 10 389
Total Journal Articles 6 13 44 1,313 32 202 778 5,412
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to Econophysics 0 0 0 0 2 7 23 61
Introduction to Econophysics 0 0 0 0 2 11 45 106
Total Books 0 0 0 0 4 18 68 167

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Statistics updated 2026-07-10