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 2 4 9 61
Backbone of credit relationships in the Japanese credit market 0 0 0 19 3 4 11 47
Bank-firm credit network in Japan. An analysis of a bipartite network 0 0 0 71 2 2 11 99
Cluster analysis for portfolio optimization 0 0 0 131 1 3 8 361
Correlation based networks of equity returns sampled at different time horizons 0 0 1 18 2 4 14 95
Correlation, hierarchies, and networks in financial markets 0 0 3 61 3 6 21 209
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 25 2 3 10 166
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 15 1 3 5 54
Do firms share the same functional form of their growth rate distribution? A new statistical test 0 0 0 52 3 5 17 128
Dynamics of a financial market index after a crash 0 0 1 9 0 1 7 62
Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry 0 0 1 8 3 3 6 23
Dynamics of the Number of Trades of Financial Securities 0 0 0 9 2 4 6 32
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis 0 0 0 19 0 0 3 63
Emergence of statistically validated financial intraday lead-lag relationships 0 1 1 22 1 5 13 85
Empirical investigation and modeling of a financial market after a crash 0 0 0 0 1 4 8 175
Empirical properties of the variety of a financial portfolio and the single-index model 0 1 1 14 1 2 3 38
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning 1 3 4 4 14 28 35 35
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 0 4 58
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 1 46 1 6 13 157
Heterogeneity of household stock portfolios in a national market 1 2 4 4 6 8 12 13
Hierarchical Structure in Financial Markets 0 1 5 116 3 6 32 369
High-frequency Cross-correlation in a Set of Stocks 0 0 0 29 1 3 8 104
How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics 1 1 1 14 1 2 5 44
How news affect the trading behavior of different categories of investors in a financial market 0 0 0 17 2 3 16 96
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 1 2 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 1 2 5 248
Levels of complexity in financial markets 0 0 0 19 1 1 6 87
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 2 5 364
Market reaction to temporary liquidity crises and the permanent market impact 0 0 0 39 1 3 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 7 45
Networked relationships in the e-MID Interbank market: A trading model with memory 0 0 0 36 2 2 8 169
Networks of equities in financial markets 0 0 0 57 0 0 8 190
On the interplay between multiscaling and stocks dependence 0 0 0 8 1 2 7 40
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 5 1 1 54 83
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets 0 0 1 1 2 2 4 4
Power law relaxation in a complex system: Omori law after a financial market crash 0 0 0 42 1 1 3 141
Quantifying preferential trading in the e-MID interbank market 0 0 0 21 1 3 9 81
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 1 1 10 78
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics 0 0 0 5 0 1 4 24
Sector identification in a set of stock return time series traded at the London Stock Exchange 0 0 0 26 1 3 6 90
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance 0 0 0 17 1 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 2 3 10 46
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 3 3 9 145
Specialization of strategies and herding behavior of trading firms in a financial market 0 0 0 15 1 1 6 43
Statistical Properties of Statistical Ensembles of Stock Returns 0 0 0 17 1 2 6 51
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 0 0 0 45 2 5 10 95
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 1 2 2 8 9
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets 0 0 0 11 1 3 10 46
Taxonomy of Stock Market Indices 0 0 0 34 3 4 8 170
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 0 0 0 24 0 1 6 79
VARIETY OF BEHAVIOR OF EQUITY RETURNS IN FINANCIAL MARKETS 0 0 0 0 1 4 10 589
Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 25 0 0 2 92
Variety and Volatility in Financial Markets 0 0 0 16 1 3 12 79
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis 0 0 0 8 2 2 14 59
Volatility in Financial Markets: Stochastic Models and Empirical Results 0 0 0 35 3 5 9 143
Was Benoit Mandelbrot a hedgehog or a fox? 0 16 16 16 1 7 7 7
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 0 34 2 4 8 115
Total Working Papers 3 25 40 2,004 96 186 576 7,028
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 1 1 4 9 24 38 71
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management 0 0 0 0 5 8 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 0 2 2 10 2 5 14 50
Applications of statistical mechanics to finance 0 0 2 9 3 3 11 51
Applying complexity science to air traffic management 0 0 0 7 0 0 9 81
Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network 0 0 1 5 1 3 10 24
Bootstrap validation of links of a minimum spanning tree 0 0 1 3 4 8 12 25
Cluster analysis for portfolio optimization 0 1 6 286 1 3 31 730
Correlation based networks of equity returns sampled at different time horizons 0 0 1 14 0 1 7 61
Correlation, hierarchies, and networks in financial markets 0 2 2 56 3 15 36 248
Degree stability of a minimum spanning tree of price return and volatility 0 0 0 14 6 9 16 81
Diffusive behavior and the modeling of characteristic times in limit order executions 0 0 0 16 1 1 10 73
Do firms share the same functional form of their growth rate distribution? A statistical test 0 0 0 11 3 5 9 80
Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market 0 0 0 1 3 3 15 29
Dynamics of a financial market index after a crash 0 1 2 4 0 2 9 56
Dynamics of the number of trades of financial securities 0 0 0 3 1 2 7 21
Emergence of statistically validated financial intraday lead-lag relationships 0 0 0 5 3 4 15 46
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 1 2 4 17
Ensemble properties of securities traded in the NASDAQ market 0 0 0 0 3 3 9 19
Generation of hierarchically correlated multivariate symbolic sequences 0 0 0 0 0 0 3 15
Hierarchical structure in financial markets 0 1 6 235 11 22 65 874
Hierarchical structure in financial markets 1 2 4 183 6 17 40 746
High-frequency cross-correlation in a set of stocks 0 0 0 27 2 4 15 103
High-frequency trading and networked markets 0 0 0 4 1 5 9 22
How news affects the trading behaviour of different categories of investors in a financial market 0 0 0 6 2 3 8 58
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions 0 0 0 6 3 3 5 32
Levels of complexity in financial markets 0 0 0 7 1 2 5 33
Long-term ecology of investors in a financial market 0 0 0 4 3 6 13 26
Master curve for price-impact function 1 1 2 14 2 4 20 52
Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes 0 0 0 4 1 1 7 25
Multi-Scale Analysis of the European Airspace Using Network Community Detection 0 0 0 0 1 1 6 10
Networked relationships in the e-MID interbank market: A trading model with memory 0 0 1 29 0 4 14 153
Networks of equities in financial markets 0 0 0 19 2 4 9 89
On the interplay between multiscaling and stock dependence 0 0 0 4 1 1 6 29
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach 0 0 0 0 1 1 9 15
Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences 1 2 2 94 7 8 12 207
Quantifying preferential trading in the e-MID interbank market 0 0 0 19 6 6 15 85
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election 0 0 0 0 2 2 4 6
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS 0 0 0 0 3 3 6 14
Special issue of Quantitative Finance on 'Interlinkages and Systemic Risk' 0 0 0 15 3 5 8 47
Statistical characterization of deviations from planned flight trajectories in air traffic management 0 0 1 5 2 3 14 29
Statistical mechanics in biology: how ubiquitous are long-range correlations? 0 0 0 4 3 5 12 46
Statistical properties of DNA sequences 0 0 1 5 0 1 6 33
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes 0 0 0 0 0 4 7 15
Statistically Validated Networks in Bipartite Complex Systems 0 1 1 1 2 6 9 15
Statistically validated hierarchical clustering: Nested partitions in hierarchical trees 0 0 0 2 2 3 66 72
The Phenomenology of Specialization of Criminal Suspects 0 0 0 0 3 4 9 13
The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative 0 0 0 0 1 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 1 1 10 53
Value-at-risk and Tsallis statistics: risk analysis of the aerospace sector 0 0 0 3 2 3 5 33
Volatility in financial markets: stochastic models and empirical results 0 0 0 4 0 0 6 35
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 0 0 1 14 1 4 8 80
When financial economics influences physics: The role of Econophysics 0 0 1 5 1 2 10 40
Zipf plots and the size distribution of firms 0 0 1 125 3 3 9 388
Total Journal Articles 3 14 39 1,303 128 243 737 5,338
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 5 7 21 59
Introduction to Econophysics 0 0 0 0 5 14 42 100
Total Books 0 0 0 0 10 21 63 159

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Statistics updated 2026-05-06