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 1 1 9 62
Backbone of credit relationships in the Japanese credit market 0 0 0 19 3 3 13 50
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 2 2 13 102
Cluster analysis for portfolio optimization 0 0 0 131 0 1 9 362
Correlation based networks of equity returns sampled at different time horizons 0 0 0 18 1 2 14 97
Correlation, hierarchies, and networks in financial markets 0 0 4 62 1 3 23 213
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 25 0 1 13 169
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 2 2 7 56
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 0 0 17 128
Dynamics of a financial market index after a crash 0 0 0 9 1 1 7 63
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry 0 0 0 8 1 1 5 24
Dynamics of the Number of Trades of Financial Securities 0 0 0 9 1 1 7 34
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 0 19 0 0 4 64
Emergence of statistically validated financial intraday lead-lag relationships 0 0 1 22 0 2 15 87
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 0 0 9 176
Empirical properties of the variety of a financial portfolio and the single-index model 0 0 1 14 0 0 3 38
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning 0 1 5 5 3 7 45 45
End-to-end large portfolio optimization for variance minimization with neural networks through covariance cleaning 0 0 0 0 0 2 3 3
Ensemble properties of securities traded in the NASDAQ market 0 0 0 6 1 1 3 31
Evolution of correlation structure of industrial indices of US equity markets 0 0 0 15 1 1 6 60
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 1 46 1 1 14 159
Heterogeneity of household stock portfolios in a national market 0 0 2 4 1 1 15 16
Hierarchical Structure in Financial Markets 0 0 5 116 1 2 32 372
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 0 0 7 104
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 0 0 1 14 0 0 4 44
How news affect the trading behavior of different categories of investors in a financial market 0 0 2 19 1 1 18 99
Identification of clusters of investors from their real trading activity in a financial market 0 0 0 20 0 1 5 76
Introducing Variety in Risk Management 0 0 0 33 3 3 7 79
Introducing Variety in Risk Management 0 0 0 371 0 0 6 682
Kullback-Leibler distance as a measure of the information filtered from multivariate data 0 0 0 41 0 1 6 249
Levels of complexity in financial markets 0 0 0 19 0 0 8 89
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 2 7 367
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 0 0 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 1 1 8 46
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 36 1 1 9 170
Networks of equities in financial markets 0 0 0 57 3 3 11 193
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 2 2 8 42
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 1 1 55 84
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets 0 0 1 1 3 4 8 8
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 0 0 5 143
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 0 0 7 82
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 2 2 13 81
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 1 1 6 26
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 0 26 1 1 7 91
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 0 0 3 72
Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo 0 0 0 49 1 1 11 48
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 3 3 11 148
Specialization of strategies and herding behavior of trading firms in a financial market 0 0 0 15 1 1 6 44
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 0 0 5 51
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 0 1 11 96
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 1 0 1 9 10
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 2 2 13 49
Taxonomy of Stock Market Indices 0 0 0 34 1 2 11 173
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 24 2 2 7 81
VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS 0 0 0 0 0 0 10 589
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 25 2 3 5 95
Variety and Volatility in Financial Markets 0 0 0 16 2 2 13 82
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 2 2 14 61
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 2 2 9 145
Was Benoit Mandelbrot a hedgehog or a fox? 0 0 16 16 1 1 9 9
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 34 1 1 8 116
Total Working Papers 0 1 39 2,008 61 83 654 7,142
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 3 8 50 83
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management 0 0 0 0 0 0 11 14
An interest rates cluster analysis 0 0 0 8 0 0 4 40
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics 0 1 3 11 0 1 16 52
Applications of statistical mechanics to finance 0 0 2 9 0 1 12 53
Applying complexity science to air traffic management 0 0 0 7 1 2 11 83
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 0 0 1 5 1 2 12 26
Bootstrap validation of links of a minimum spanning tree 0 0 1 3 0 0 12 25
Cluster analysis for portfolio optimization 0 0 2 286 2 6 26 738
Correlation based networks of equity returns sampled at different time horizons 0 0 1 14 0 1 8 62
Correlation, hierarchies, and networks in financial markets 1 3 6 60 3 11 44 265
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 14 0 0 15 81
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 1 1 11 75
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 0 0 7 80
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 0 0 14 30
Dynamics of a financial market index after a crash 0 0 1 4 0 0 7 56
Dynamics of the number of trades of financial securities 0 0 0 3 0 0 8 22
Emergence of statistically validated financial intraday lead-lag relationships 1 1 1 6 1 4 20 51
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 0 4 17
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 0 0 9 19
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 1 4 16
Heterogeneity of household stock portfolios in a national market 0 0 0 0 1 5 6 6
Hierarchical structure in financial markets 0 0 6 185 6 13 48 764
Hierarchical structure in financial markets 1 3 10 239 2 13 73 891
High-frequency cross-correlation in a set of stocks 0 0 0 27 0 1 14 105
High-frequency trading and networked markets 0 0 0 4 0 0 8 22
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 0 1 9 60
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 1 2 7 34
Levels of complexity in financial markets 0 0 0 7 0 0 5 33
Long-term ecology of investors in a financial market 0 0 0 4 0 2 17 30
Master curve for price-impact function 0 4 5 18 3 13 31 65
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 0 0 9 27
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 0 0 6 10
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 0 29 17 18 31 171
Networks of equities in financial markets 0 0 0 19 0 1 12 92
On the interplay between multiscaling and stock dependence 0 0 0 4 0 0 6 29
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 0 0 7 15
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 0 0 2 94 0 1 14 209
Quantifying preferential trading in the e-MID interbank market 0 0 0 19 0 0 15 87
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election 0 0 0 0 0 0 3 6
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS 0 0 0 0 0 0 6 14
Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' 0 0 0 15 0 0 8 47
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 0 1 5 2 2 15 31
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 1 1 5 0 1 13 47
Statistical properties of DNA sequences 0 0 1 5 0 1 6 34
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 0 8 15
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 2 0 0 64 72
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 0 0 9 13
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 0 0 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 0 9 53
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 3 1 1 5 34
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 0 0 6 36
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 1 1 2 15 1 2 11 83
When financial economics influences physics: The role of Econophysics 0 0 1 5 0 0 10 40
Zipf plots and the size distribution of firms 0 0 1 125 0 1 11 390
Total Journal Articles 4 14 50 1,321 46 116 823 5,496
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 3 10 50 114
Introduction to Econophysics 0 0 0 0 1 5 23 64
Total Books 0 0 0 0 4 15 73 178

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Statistics updated 2026-09-10