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Rosario Nunzio Mantegna
Rosario Nunzio Mantegna
Professor of Applied Physics. Department of Physics and Chemistry, Università degli Studi Palermo
在 unipa.it 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Introduction to econophysics: correlations and complexity in finance
RN Mantegna, HE Stanley
Cambridge university press, 1999
57451999
Scaling behaviour in the dynamics of an economic index
RN Mantegna, HE Stanley
Nature 376 (6535), 46-49, 1995
23821995
Hierarchical structure in financial markets
RN Mantegna
The European Physical Journal B-Condensed Matter and Complex Systems 11, 193-197, 1999
23681999
Stochastic process with ultraslow convergence to a Gaussian: the truncated Lévy flight
RN Mantegna, HE Stanley
Physical Review Letters 73 (22), 2946, 1994
10841994
A tool for filtering information in complex systems
M Tumminello, T Aste, T Di Matteo, RN Mantegna
Proceedings of the National Academy of Sciences 102 (30), 10421-10426, 2005
8872005
Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes
RN Mantegna
Physical Review E 49 (5), 4677, 1994
8231994
Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis
SV Buldyrev, AL Goldberger, S Havlin, RN Mantegna, ME Matsa, ...
Physical Review E 51 (5), 5084, 1995
7531995
Topology of correlation-based minimal spanning trees in real and model markets
G Bonanno, G Caldarelli, F Lillo, RN Mantegna
Physical Review E 68 (4), 046130, 2003
5552003
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
4932004
Turbulence and financial markets
RN Mantegna, HE Stanley
Nature 383 (6601), 587-588, 1996
4911996
Master curve for price-impact function
F Lillo, JD Farmer, RN Mantegna
Nature 421 (6919), 129-130, 2003
4792003
Linguistic features of noncoding DNA sequences
RN Mantegna, SV Buldyrev, AL Goldberger, S Havlin, CK Peng, ...
Physical review letters 73 (23), 3169, 1994
4601994
Correlation, hierarchies, and networks in financial markets
M Tumminello, F Lillo, RN Mantegna
Journal of economic behavior & organization 75 (1), 40-58, 2010
4222010
Zipf plots and the size distribution of firms
MHR Stanley, SV Buldyrev, S Havlin, RN Mantegna, MA Salinger, ...
Economics letters 49 (4), 453-457, 1995
3911995
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
DY Kenett, M Tumminello, A Madi, G Gur-Gershgoren, RN Mantegna, ...
PloS one 5 (12), e15032, 2010
3672010
Noise enhanced stability in an unstable system
RN Mantegna, B Spagnolo
Physical review letters 76 (4), 563, 1996
3551996
High-frequency cross-correlation in a set of stocks
G Bonanno, F Lillo, RN Mantegna
Taylor & Francis Group 1 (1), 96-104, 2001
3352001
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics
HE Stanley, V Afanasyev, LAN Amaral, SV Buldyrev, AL Goldberger, ...
Physica A: Statistical Mechanics and its Applications 224 (1-2), 302-321, 1996
3211996
Cluster analysis for portfolio optimization
V Tola, F Lillo, M Gallegati, RN Mantegna
Journal of Economic Dynamics and Control 32 (1), 235-258, 2008
3162008
Lévy walks and enhanced diffusion in Milan stock exchange
RN Mantegna
Physica A: Statistical Mechanics and its Applications 179 (2), 232-242, 1991
3001991
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