25
H index
41
i10 index
3037
Citations
| 25 H index 41 i10 index 3037 Citations RESEARCH PRODUCTION: 56 Articles 55 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rosario Nunzio Mantegna. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 17 |
Quantitative Finance | 11 |
PLOS ONE | 8 |
The European Physical Journal B: Condensed Matter and Complex Systems | 7 |
Journal of Economic Dynamics and Control | 3 |
Journal of Air Transport Management | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 50 |
Year | Title of citing document | |
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2022 | Market Impact: A Systematic Study of Limit Orders. (2019). Paribas, Bnp ; Markets, Global ; Fr'ed'eric Abergel, ; Ayed, Hadj ; Bel, Ahmed ; Husson, Alexandre ; Hadj, Ahmed Bel ; Said, Emilio . In: Papers. RePEc:arx:papers:1802.08502. Full description at Econpapers || Download paper | |
2022 | Market Impact: A Systematic Study of the High Frequency Options Market. (2019). Fr'ed'eric Abergel, ; Rabeyrin, Jean-Jacques ; Thillou, Damien ; Ayed, Hadj ; Bel, Ahmed ; Said, Emilio ; Hadj, Ahmed Bel. In: Papers. RePEc:arx:papers:1902.05418. Full description at Econpapers || Download paper | |
2021 | Deep Prediction of Investor Interest: a Supervised Clustering Approach. (2019). Challet, Damien ; Carlier, Laurent ; Barreau, Baptiste. In: Papers. RePEc:arx:papers:1909.05289. Full description at Econpapers || Download paper | |
2021 | Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics. (2019). Aste, Tomaso ; Turiel, Jeremy. In: Papers. RePEc:arx:papers:1910.08628. Full description at Econpapers || Download paper | |
2021 | On the statistics of scaling exponents and the Multiscaling Value at Risk. (2020). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2002.04164. Full description at Econpapers || Download paper | |
2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
2021 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160. Full description at Econpapers || Download paper | |
2021 | Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling. (2020). Kandhai, Drona ; Garlaschelli, Diego ; Squartini, Tiziano ; Anagnostou, Ioannis. In: Papers. RePEc:arx:papers:2006.03014. Full description at Econpapers || Download paper | |
2021 | Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2020). Tantari, Daniele ; Lillo, Fabrizio ; di Gangi, Domenico ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2007.15545. Full description at Econpapers || Download paper | |
2021 | How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454. Full description at Econpapers || Download paper | |
2021 | An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390. Full description at Econpapers || Download paper | |
2021 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper | |
2021 | Sentiment Diffusion in Financial News Networks and Associated Market Movements. (2020). Yang, Jie ; Wan, Xingchen ; Dong, Xiaowen ; Zohren, Stefan ; Calliess, Jan-Peter ; Marinov, Slavi. In: Papers. RePEc:arx:papers:2011.06430. Full description at Econpapers || Download paper | |
2021 | Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275. Full description at Econpapers || Download paper | |
2021 | Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents. (2020). Karakatsanis, Leonidas P ; Antoniades, Ioannis P ; Pavlos, Evgenios G. In: Papers. RePEc:arx:papers:2012.06856. Full description at Econpapers || Download paper | |
2021 | A combinatorial optimization approach to scenario filtering in portfolio selection. (2021). Scozzari, Andrea ; Rodr, Mois'Es ; Ricca, Federica ; Puerto, Justo. In: Papers. RePEc:arx:papers:2103.01123. Full description at Econpapers || Download paper | |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper | |
2021 | Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. (2021). Pelletier, Guillaume ; Bongiorno, Christian ; Challet, Damien. In: Papers. RePEc:arx:papers:2103.05921. Full description at Econpapers || Download paper | |
2021 | Risk-dependent centrality in the Brazilian stock market. (2021). Rodrigues, Francisco Aparecido ; de Moraes, Kaue Lopes ; Alexandre, Michel. In: Papers. RePEc:arx:papers:2103.09059. Full description at Econpapers || Download paper | |
2021 | Asset Selection via Correlation Blockmodel Clustering. (2021). Yu, Xun ; Xu, Xiao ; Tang, Wenpin. In: Papers. RePEc:arx:papers:2103.14506. Full description at Econpapers || Download paper | |
2021 | Portfolio Optimization with Sparse Multivariate Modelling. (2021). Aste, Tomaso ; Procacci, Pier Francesco. In: Papers. RePEc:arx:papers:2103.15232. Full description at Econpapers || Download paper | |
2021 | Limit Theorems for Default Contagion and Systemic Risk. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2104.00248. Full description at Econpapers || Download paper | |
2022 | Deep Reinforcement Trading with Predictable Returns. (2021). Brini, Alessio ; Tantari, Daniele. In: Papers. RePEc:arx:papers:2104.14683. Full description at Econpapers || Download paper | |
2021 | Order flow and price formation. (2021). Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2105.00521. Full description at Econpapers || Download paper | |
2022 | Clustering Coefficients in Weighted Undirected Multilayer Networks. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2105.14325. Full description at Econpapers || Download paper | |
2021 | Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806. Full description at Econpapers || Download paper | |
2021 | Community Detection in Cryptocurrencies with Potential Applications to Portfolio Diversification. (2021). Crane, M ; Gavin, J. In: Papers. RePEc:arx:papers:2108.09763. Full description at Econpapers || Download paper | |
2021 | Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity. (2021). Stojkoski, Viktor ; Metzler, Ralf ; Kocarev, Ljupco ; Sandev, Trifce ; Pal, Arnab ; Jolakoski, Petar. In: Papers. RePEc:arx:papers:2109.01822. Full description at Econpapers || Download paper | |
2022 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2021 | Deep Hawkes Process for High-Frequency Market Making. (2021). Kumar, Pankaj. In: Papers. RePEc:arx:papers:2109.15110. Full description at Econpapers || Download paper | |
2022 | Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018. (2021). Yakovenko, Victor M ; Ludwig, Danial. In: Papers. RePEc:arx:papers:2110.03140. Full description at Econpapers || Download paper | |
2022 | Ordinal Synchronization and Typical States in High-Frequency Digital Markets. (2021). Mansilla, Ricardo ; L'Opez, Mario. In: Papers. RePEc:arx:papers:2110.07047. Full description at Econpapers || Download paper | |
2021 | Forecasting Financial Market Structure from Network Features using Machine Learning. (2021). Kang, Soong Moon ; Castilho, Douglas ; Andr'e C. P. L. F. de Carvalho, ; Gama, Joao . In: Papers. RePEc:arx:papers:2110.11751. Full description at Econpapers || Download paper | |
2022 | Deep Learning Algorithms for Hedging with Frictions. (2021). Zhang, Zhanhao ; Xu, Daran ; Shi, Xiaofei. In: Papers. RePEc:arx:papers:2111.01931. Full description at Econpapers || Download paper | |
2021 | A Universal End-to-End Approach to Portfolio Optimization via Deep Learning. (2021). Zohren, Stefan ; Cucuringu, Mihai ; Zhang, Zihao. In: Papers. RePEc:arx:papers:2111.09170. Full description at Econpapers || Download paper | |
2021 | Portfolio optimization with idiosyncratic and systemic risks for financial networks. (2021). Han, Jihui ; Wang, Chao ; Chen, Lin ; Zhao, Longfeng ; Yang, Yajie. In: Papers. RePEc:arx:papers:2111.11286. Full description at Econpapers || Download paper | |
2021 | RPS: Portfolio Asset Selection using Graph based Representation Learning. (2021). Loghmani, Erfan ; Owfi, Ali ; Alian, Parsa ; Fazli, Mohammadamin. In: Papers. RePEc:arx:papers:2111.15634. Full description at Econpapers || Download paper | |
2021 | Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824. Full description at Econpapers || Download paper | |
2021 | Mesoscopic Structure of the Stock Market and Portfolio Optimization. (2021). Garlaschelli, Diego ; Squartini, Tiziano ; Fagiolo, Giorgio ; Zema, Sebastiano Michele. In: Papers. RePEc:arx:papers:2112.06544. Full description at Econpapers || Download paper | |
2022 | The Oracle estimator is suboptimal for global minimum variance portfolio optimisation. (2021). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2112.07521. Full description at Econpapers || Download paper | |
2021 | Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127. Full description at Econpapers || Download paper | |
2022 | Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213. Full description at Econpapers || Download paper | |
2021 | Community detection and portfolio optimization. (2021). Wang, Gang-Jin ; Zhao, Longfeng ; Chen, Lin ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2112.13383. Full description at Econpapers || Download paper | |
2022 | Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix. (2022). Sen, Rituparna ; Chakrabarti, Arnab. In: Papers. RePEc:arx:papers:2201.00119. Full description at Econpapers || Download paper | |
2022 | New volatility evolution model after extreme events. (2022). Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling ; Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong. In: Papers. RePEc:arx:papers:2201.03213. Full description at Econpapers || Download paper | |
2022 | Optimal trend following portfolios. (2022). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2201.06635. Full description at Econpapers || Download paper | |
2022 | COVID-19 impact on the international trade. (2022). Ermann, Leonardo ; Jos'e Lages, ; Coquid, C'Elestin ; Shepelyansky, Dima L. In: Papers. RePEc:arx:papers:2201.07737. Full description at Econpapers || Download paper | |
2022 | Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283. Full description at Econpapers || Download paper | |
2022 | Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319. Full description at Econpapers || Download paper | |
2022 | Multiscaling and rough volatility: an empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2201.10466. Full description at Econpapers || Download paper | |
2022 | The effect of the pandemic on complex socio-economic systems: community detection induced by communicability. (2022). Rizzini, Giorgio ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:2201.12618. Full description at Econpapers || Download paper | |
2022 | Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis. (2022). Drago, Carlo ; Scozzari, Andrea. In: Papers. RePEc:arx:papers:2202.02197. Full description at Econpapers || Download paper | |
2022 | Financial Crisis in the Framework of Non-zero Temperature Balance Theory. (2022). Zahedian, Mohammadreza ; Jafari, Reza G ; Trufanov, Andrey ; Bagherikalhor, Mahsa. In: Papers. RePEc:arx:papers:2202.03198. Full description at Econpapers || Download paper | |
2022 | Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854. Full description at Econpapers || Download paper | |
2022 | Stability of Chinas Stock Market: Measure and Forecast by Ricci Curvature on Network. (2022). Lin, Haibo ; Feng, Liu ; Zhang, Ning ; zhao, liang ; Wang, Xinyu. In: Papers. RePEc:arx:papers:2204.06692. Full description at Econpapers || Download paper | |
2022 | High-Frequency-Based Volatility Model with Network Structure. (2022). Wang, Junhui ; Li, Guodong ; Yuan, Huiling. In: Papers. RePEc:arx:papers:2204.12933. Full description at Econpapers || Download paper | |
2022 | Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Papers. RePEc:arx:papers:2205.07385. Full description at Econpapers || Download paper | |
2022 | Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory. (2022). Takayasu, Misako ; Kanazawa, Kiyoshi. In: Papers. RePEc:arx:papers:2205.15558. Full description at Econpapers || Download paper | |
2022 | Dependency structures in cryptocurrency market from high to low frequency. (2022). Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2206.03386. Full description at Econpapers || Download paper | |
2022 | Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents. (2022). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele. In: Papers. RePEc:arx:papers:2206.06764. Full description at Econpapers || Download paper | |
2022 | Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy. (2022). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2206.10173. Full description at Econpapers || Download paper | |
2022 | Clustering of Excursion Sets in Financial Market. (2022). S. M. S. Movahed, ; Shadmangohar, M. In: Papers. RePEc:arx:papers:2207.03221. Full description at Econpapers || Download paper | |
2022 | Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning. (2022). Pasquali, Stefano ; Mehta, Dhagash ; Nair, Nayana ; Sarmah, Bhaskarjit. In: Papers. RePEc:arx:papers:2207.07183. Full description at Econpapers || Download paper | |
2022 | Anatomy of a Stablecoins failure: the Terra-Luna case. (2022). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tom, David ; Briola, Antonio. In: Papers. RePEc:arx:papers:2207.13914. Full description at Econpapers || Download paper | |
2022 | How Covid mobility restrictions modified the population of investors in Italian stock markets. (2022). Russo, Antonio ; Ravagnani, Adele ; Medda, Francesca ; Mazzarisi, Piero ; Lillo, Fabrizio ; Deriu, Paola. In: Papers. RePEc:arx:papers:2208.00181. Full description at Econpapers || Download paper | |
2022 | Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots. (2022). Iosifidis, Alexandros ; Kanniainen, Juho ; Tzagkarakis, George ; Magris, Martin ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2210.14605. Full description at Econpapers || Download paper | |
2022 | Monitoring the Dynamic Networks of Stock Returns. (2022). Bodnar, Olha ; Nguyen, Hoang ; Touli, Elena Farahbakhsh. In: Papers. RePEc:arx:papers:2210.16679. Full description at Econpapers || Download paper | |
2022 | Early Warning Signals for Cryptocurrency Market States. (2022). Kukreti, Vishwas. In: Papers. RePEc:arx:papers:2211.12356. Full description at Econpapers || Download paper | |
2022 | Understanding stock market instability via graph auto-encoders. (2022). Zohren, Stefan ; Dong, Xiaowen ; Gorduza, Dragos. In: Papers. RePEc:arx:papers:2212.04974. Full description at Econpapers || Download paper | |
2022 | A machine learning approach to support decision in insider trading detection. (2022). Russo, Antonio ; Medda, Francesca ; Lillo, Fabrizio ; Deriu, Paola ; Ravagnani, Adele ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2212.05912. Full description at Econpapers || Download paper | |
2022 | Variable Clustering via Distributionally Robust Nodewise Regression. (2022). Yu, Xun ; Xu, Xiao ; Wang, Kaizheng. In: Papers. RePEc:arx:papers:2212.07944. Full description at Econpapers || Download paper | |
2023 | Price impact in equity auctions: zero, then linear. (2023). Challet, Damien ; Toke, Ioane Muni ; Salek, Mohammed. In: Papers. RePEc:arx:papers:2301.05677. Full description at Econpapers || Download paper | |
2023 | Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II. (2023). Farmer, Doyne J ; Vie, Aymeric. In: Papers. RePEc:arx:papers:2302.01216. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Interbank relationship lending revisited: Are the funds available at a similar price?. (2021). León, Carlos ; Miguelez, Javier. In: Borradores de Economia. RePEc:bdr:borrec:1151. Full description at Econpapers || Download paper | |
2021 | Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586. Full description at Econpapers || Download paper | |
2022 | STATISTICAL EQUILIBRIUM METHODS IN ANALYTICAL POLITICAL ECONOMY. (2022). Scharfenaker, Ellis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:276-309. Full description at Econpapers || Download paper | |
2021 | When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669. Full description at Econpapers || Download paper | |
2022 | Power law in COVID?19 cases in China. (2022). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:2:p:699-719. Full description at Econpapers || Download paper | |
2021 | Growth and inequality in the Mexican states: Regimes, thresholds, and traps. (2021). Sánchez Carrera, Edgar ; Brida, Juan ; Segarra, Veronica ; Risso, Adrian W. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:5:p:1295-1322. Full description at Econpapers || Download paper | |
2021 | Clustering of time series for the analysis of the COVID-19 pandemic evolution. (2021). Limas, Erick ; Alvarez, Emiliano ; Brida, Juan Gabriel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00907. Full description at Econpapers || Download paper | |
2022 | Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692. Full description at Econpapers || Download paper | |
2021 | Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach. (2021). Tahir, Rabia ; Memon, Bilal Ahmed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-40. Full description at Econpapers || Download paper | |
2021 | Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series. (2021). Shang, Pengjian ; Wang, Zhuo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308651. Full description at Econpapers || Download paper | |
2021 | Multiscale Rényi cumulative residual distribution entropy: Reliability analysis of financial time series. (2021). Zhang, Sheng ; Shang, Pengjian ; Xu, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920308031. Full description at Econpapers || Download paper | |
2021 | A novel and effective method to characterize complex systems. (2021). Zhang, Sheng ; Shang, Pengjian ; Xu, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s096007792100792x. Full description at Econpapers || Download paper | |
2022 | New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620. Full description at Econpapers || Download paper | |
2022 | Identification of the most influential stocks in financial networks. (2022). Guan, Shuguang ; Tang, Ming ; Liu, Ying ; Qu, Junyi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922001497. Full description at Econpapers || Download paper | |
2022 | The predictive power of power-laws: An empirical time-arrow based investigation. (2022). Kalda, Jaan ; di Tollo, Giacomo ; Andria, Joseph. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s096007792200635x. Full description at Econpapers || Download paper | |
2022 | Generalized correlation dimension and heterogeneity of network spaces. (2022). Nie, Chun-Xiao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s096007792200710x. Full description at Econpapers || Download paper | |
2021 | Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. (2021). Durante, Fabrizio ; Di Lascio, F. Marta L. ; Marta, F ; Fuchs, Sebastian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000359. Full description at Econpapers || Download paper | |
2021 | Identification of information networks in stock markets. (2021). Baltakys, Kstutis ; Kanniainen, Juho ; Baltakien, Margarita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001524. Full description at Econpapers || Download paper | |
2022 | Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model. (2022). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001117. Full description at Econpapers || Download paper | |
2022 | The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251. Full description at Econpapers || Download paper | |
2021 | Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x. Full description at Econpapers || Download paper | |
2021 | Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208. Full description at Econpapers || Download paper | |
2021 | Identifying states of global financial market based on information flow network motifs. (2021). Yue, Peng ; Wei, NA ; Yong, Yang ; Xie, Wen-Jie ; Zhou, Wei-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100084x. Full description at Econpapers || Download paper | |
2021 | Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market. (2021). Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001224. Full description at Econpapers || Download paper | |
2022 | Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data. (2022). Kamada, Koichiro ; Yamada, Tetsuya ; Miura, KO ; Kurosaki, Tetsuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001753. Full description at Econpapers || Download paper | |
2022 | Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055. Full description at Econpapers || Download paper | |
2022 | Multiscale features of extreme risk spillover networks among global stock markets. (2022). Zhu, Huiming ; You, Wanhai ; Zhao, Wanru ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001012. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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