Networks of equities in financial markets G Bonanno, G Caldarelli, F Lillo, S Micciche, N Vandewalle, ... The European Physical Journal B 38, 363-371, 2004 | 530 | 2004 |
Statistically validated networks in bipartite complex systems M Tumminello, S Micciche, F Lillo, J Piilo, RN Mantegna PloS one 6 (3), e17994, 2011 | 279 | 2011 |
Degree stability of a minimum spanning tree of price return and volatility S Miccichè, G Bonanno, F Lillo, RN Mantegna Physica A: Statistical Mechanics and its Applications 324 (1-2), 66-73, 2003 | 211 | 2003 |
Spanning trees and bootstrap reliability estimation in correlation-based networks M Tumminello, C Coronnello, F Lillo, S Micciche, RN Mantegna International Journal of Bifurcation and Chaos 17 (07), 2319-2329, 2007 | 195 | 2007 |
Applying complexity science to air traffic management A Cook, HAP Blom, F Lillo, RN Mantegna, S Miccichè, D Rivas, ... Journal of Air Transport Management 42, 149-158, 2015 | 134 | 2015 |
Volatility in financial markets: stochastic models and empirical results S Micciche, G Bonanno, F Lillo, RN Mantegna Physica A: Statistical Mechanics and its Applications 314 (1-4), 756-761, 2002 | 111 | 2002 |
How news affects the trading behaviour of different categories of investors in a financial market F Lillo, S Miccichè, M Tumminello, J Piilo, RN Mantegna Quantitative Finance 15 (2), 213-229, 2015 | 110 | 2015 |
Sector identification in a set of stock return time series traded at the London Stock Exchange C Coronnello, M Tumminello, F Lillo, S Miccichè, RN Mantegna arXiv preprint cond-mat/0508122, 2005 | 109 | 2005 |
Networked relationships in the e-MID interbank market: A trading model with memory G Iori, RN Mantegna, L Marotta, S Micciche, J Porter, M Tumminello Journal of Economic Dynamics and Control 50, 98-116, 2015 | 100 | 2015 |
Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode C Borghesi, M Marsili, S Micciche Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 76 (2 …, 2007 | 95 | 2007 |
Quantifying preferential trading in the e-MID interbank market V Hatzopoulos, G Iori, RN Mantegna, S Micciche, M Tumminello Quantitative Finance 15 (4), 693-710, 2015 | 77 | 2015 |
Community characterization of heterogeneous complex systems M Tumminello, S Micciche, F Lillo, J Varho, J Piilo, RN Mantegna Journal of Statistical Mechanics: Theory and Experiment 2011 (01), P01019, 2011 | 71 | 2011 |
Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data MX Li, V Palchykov, ZQ Jiang, K Kaski, J Kertész, S Micciche, ... New Journal of Physics 16 (8), 083038, 2014 | 64 | 2014 |
Multi-scale analysis of the European airspace using network community detection G Gurtner, S Vitali, M Cipolla, F Lillo, RN Mantegna, S Micciche, S Pozzi PloS one 9 (5), e94414, 2014 | 56 | 2014 |
Distribution of heavy metals in marine sediments of Palermo Gulf (Sicily, Italy) L Tranchina, S Basile, M Brai, A Caruso, C Cosentino, S Miccichè Water, air, and soil pollution 191, 245-256, 2008 | 55 | 2008 |
Bank-firm credit network in Japan: an analysis of a bipartite network L Marotta, S Micciche, Y Fujiwara, H Iyetomi, H Aoyama, M Gallegati, ... PloS one 10 (5), e0123079, 2015 | 49 | 2015 |
Scaling and data collapse for the mean exit time of asset prices M Montero, J Perelló, J Masoliver, F Lillo, S Miccichè, RN Mantegna Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 72 (5 …, 2005 | 46 | 2005 |
A comparative analysis of the statistical properties of large mobile phone calling networks MX Li, ZQ Jiang, WJ Xie, S Miccichè, M Tumminello, WX Zhou, ... Scientific reports 4 (1), 5132, 2014 | 44 | 2014 |
Happy aged people are all alike, while every unhappy aged person is unhappy in its own way M Tumminello, S Miccichè, LJ Dominguez, G Lamura, MG Melchiorre, ... PLoS One 6 (9), e23377, 2011 | 41 | 2011 |
An empirically grounded agent based simulator for the air traffic management in the SESAR scenario G Gurtner, C Bongiorno, M Ducci, S Micciche Journal of Air Transport Management 59, 26-43, 2017 | 36 | 2017 |