Rosario Nunzio Mantegna
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Italian physicist
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Physics
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(Suggest an Edit or Addition)Rosario Nunzio Mantegna's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- An Introduction to Econophysics: Correlations and Complexity in Finance (1999) (3064)
- Hierarchical structure in financial markets (1998) (1708)
- Scaling behaviour in the dynamics of an economic index (1995) (1593)
- Introduction to Econophysics (2007) (1070)
- Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight. (1994) (756)
- A tool for filtering information in complex systems. (2005) (704)
- Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes. (1994) (605)
- An Introduction to Econophysics: Contents (1999) (552)
- Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis. (1995) (538)
- Topology of correlation-based minimal spanning trees in real and model markets. (2002) (402)
- Networks of equities in financial markets (2004) (373)
- Econophysics: Master curve for price-impact function (2003) (372)
- Correlation, Hierarchies, and Networks in Financial Markets (2008) (342)
- Turbulence and financial markets (1996) (322)
- Zipf plots and the size distribution of firms (1995) (313)
- Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market (2010) (311)
- Linguistic features of noncoding DNA sequences. (1994) (296)
- Fractals in biology and medicine. (1995) (254)
- High-frequency cross-correlation in a set of stocks (2000) (252)
- Noise enhanced stability in an unstable system. (1996) (245)
- Cluster analysis for portfolio optimization (2005) (234)
- Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs (2011) (222)
- Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics (1996) (222)
- Correlation based networks of equity returns sampled at different time horizons (2006) (216)
- Statistically Validated Networks in Bipartite Complex Systems (2010) (214)
- Quantitative analysis of senile plaques in Alzheimer disease: observation of log-normal size distribution and molecular epidemiology of differences associated with apolipoprotein E genotype and trisomy 21 (Down syndrome). (1995) (199)
- Correlation approach to identify coding regions in DNA sequences. (1994) (187)
- Lévy walks and enhanced diffusion in Milan stock exchange (1991) (185)
- Market impact and trading profile of hidden orders in stock markets. (2009) (168)
- Statistical mechanics in biology: how ubiquitous are long-range correlations? (1994) (155)
- Taxonomy of stock market indices (2000) (151)
- Degree stability of a minimum spanning tree of price return and volatility (2002) (145)
- Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks (2006) (142)
- Power-law relaxation in a complex system: Omori law after a financial market crash. (2001) (135)
- Statistical properties of DNA sequences. (1995) (127)
- Systematic analysis of coding and noncoding DNA sequences using methods of statistical linguistics. (1995) (118)
- Stochastic resonance in a tunnel diode. (1994) (117)
- Levels of complexity in financial markets (2001) (113)
- Applying complexity science to air traffic management (2015) (111)
- Stochastic resonance in magnetic systems described by Preisach hysteresis model (2005) (111)
- Stock market dynamics and turbulence: parallel analysis of fluctuation phenomena (1997) (109)
- Plasticity of brain wave network interactions and evolution across physiologic states (2015) (100)
- Identification of clusters of investors from their real trading activity in a financial market (2011) (100)
- Volatility in financial markets: stochastic models and empirical results (2002) (93)
- Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions (2000) (89)
- Networked Relationships in the e-MID Interbank Market: A Trading Model with Memory (2014) (86)
- Experimental investigation of resonant activation (2000) (86)
- Variety and volatility in financial markets (2000) (85)
- Emergence of statistically validated financial intraday lead-lag relationships (2014) (79)
- Sector identification in a set of stock return time series traded at the London Stock Exchange (2005) (75)
- Quantifying preferential trading in the e-MID interbank market (2013) (69)
- Probability Distribution of the Residence Times in Periodically Fluctuating Metastable Systems (1998) (69)
- Experimental study of a nonlinear system in the presence of noise: The stochastic resonance (1997) (69)
- Specialization and herding behavior of trading firms in a financial market (2007) (69)
- Linear and nonlinear experimental regimes of stochastic resonance. (2000) (68)
- When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators (2010) (66)
- Scaling laws of strategic behavior and size heterogeneity in agent dynamics. (2007) (65)
- Stochastic resonance in a tunnel diode in the presence of white or coloured noise (1995) (63)
- Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes (1998) (62)
- Correlations in binary sequences and a generalized Zipf analysis. (1995) (61)
- Virtual Round Table on ten leading questions for network research (2004) (60)
- Hierarchically nested factor model from multivariate data (2005) (58)
- Kullback-Leibler distance as a measure of the information filtered from multivariate data. (2007) (58)
- Experimental study of quantum and classical limits in microwave ionization of rubidium Rydberg atoms. (1991) (56)
- Evolution of Correlation Structure of Industrial Indices of US Equity Markets (2013) (54)
- Symmetry alteration of ensemble return distribution in crash and rally days of financial markets (2000) (54)
- Applications of statistical mechanics to nance (1999) (53)
- Multi-Scale Analysis of the European Airspace Using Network Community Detection (2013) (52)
- How news affects the trading behaviour of different categories of investors in a financial market (2012) (51)
- Single Curve Collapse of the Price Impact Function for the New York Stock Exchange (2002) (50)
- Community characterization of heterogeneous complex systems (2010) (50)
- Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data (2014) (48)
- Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network (2014) (44)
- Numerical Analysis of Word Frequencies in Artificial and Natural Language Texts (1997) (43)
- A comparative analysis of the statistical properties of large mobile phone calling networks (2014) (42)
- Long-term ecology of investors in a financial market (2018) (41)
- Market reaction to a bid-ask spread change: a power-law relaxation dynamics. (2009) (40)
- Hierarchical structure in nancial markets (1999) (40)
- Dynamics of the number of trades of financial securities (1999) (39)
- Information and hierarchical structure in financial markets (1999) (38)
- Dynamics of a financial market index after a crash (2002) (38)
- An interest rates cluster analysis (2004) (36)
- Econophysics: Scaling and its breakdown in finance (1997) (32)
- Quantum Stochastic Resonance in a Micromaser (1998) (31)
- Comparative genomics study of inverted repeats in bacteria (2001) (31)
- The Phenomenology of Specialization of Criminal Suspects (2013) (30)
- Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance (2007) (28)
- Statistical and linguistic features of DNA sequences. (1995) (28)
- Spectral density of the correlation matrix of factor models: a random matrix theory approach. (2005) (28)
- Posidonia oceanica as a historical monitor device of lead concentration in marine environment. (2005) (27)
- Scaling and Data Collapse for the Mean Exit Time of Asset Prices (2005) (26)
- Happy Aged People Are All Alike, While Every Unhappy Aged Person Is Unhappy in Its Own Way (2011) (26)
- Empirical Analyses of Networks in Finance (2018) (25)
- Hybrid recommendation methods in complex networks (2014) (24)
- Detecting informative higher-order interactions in statistically validated hypergraphs (2021) (24)
- How News Affect the Trading Behavior of Different Categories of Investors in a Financial Market (2012) (24)
- A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates (2017) (24)
- Multiple time scales in the microwave ionization of Rydberg atoms. (1995) (23)
- Diffusive behavior and the modeling of characteristic times in limit order executions (2007) (23)
- Correlation filtering in financial time series (2005) (23)
- Value-at-Risk and Tsallis statistics: risk analysis of the aerospace sector (2004) (22)
- Empirical investigation of stock price dynamics in an emerging market (1999) (22)
- Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis (2006) (22)
- Drift-controlled anomalous diffusion: a solvable Gaussian model (2000) (21)
- Statistical characterization of deviations from planned flight trajectories in air traffic management (2016) (20)
- Presentation of the English translation of Ettore Majorana's paper: The value of statistical laws in physics and social sciences (2005) (20)
- Statistical Regularities in ATM: network properties, trajectory deviations and delays (2012) (19)
- Do Firms Share the Same Functional Form of Their Growth Rate Distribution? A Statistical Test (2011) (19)
- Ensemble properties of securities traded in the NASDAQ market (2001) (19)
- Core of communities in bipartite networks (2017) (18)
- Degree of correlation inside a financial market (2008) (17)
- Mantegna et al. reply. (1996) (16)
- ELSA Project: Toward a complex network approach to ATM delays analysis (2011) (16)
- STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS (1999) (16)
- Anomalous spreading of power-Law quantum wave packets (1999) (16)
- An Agent Based Model of Air Traffic Management (2013) (15)
- An Agent Based Model of Air Traffic Management (2013) (15)
- Backbone of credit relationships in the Japanese credit market (2015) (15)
- Patterns of Trading Profiles at the Nordic Stock Exchange. A Correlation-Based Approach. (2015) (14)
- Omori law after a financial market crash (2001) (13)
- On the interplay between multiscaling and stock dependence (2018) (13)
- When Financial Economics Influences Physics: The Role of Econophysics (2018) (12)
- The Value of Statistical Laws in Physics and Social Sciences (2020) (12)
- From coherent to noise-induced microwave ionization of Rydberg atoms. (1995) (11)
- Correlation filtering in financial time series (Invited Paper) (2005) (11)
- Statistical identification with hidden Markov models of large order splitting strategies in an equity market (2009) (11)
- Market reaction to temporary liquidity crises and the permanent market impact (2006) (11)
- Numerical simulation of resonant activation in a fluctuating metastable model system (1998) (11)
- Empirical properties of the variety of a financial portfolio and the single-index model (2000) (10)
- How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics (2015) (10)
- CORRELATION BASED HIERARCHICAL CLUSTERING IN FINANCIAL TIME SERIES (2005) (10)
- Bootstrap validation of links of a minimum spanning tree (2018) (10)
- A primer on statistically validated networks (2019) (9)
- Statistical and linguistic features of noncoding DNA: A heterogeneous «Complex system» (1994) (8)
- Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion (1993) (8)
- High-frequency trading and networked markets (2021) (8)
- Market impact and trading protocols of hidden orders in stock markets (2009) (7)
- Long-range correlations and generalized Lévy walks in DNA sequences (1995) (7)
- Synergistic Information Transfer in the Global System of Financial Markets (2020) (7)
- Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis (2001) (7)
- Experimental study of two-photon processes induced by a phase-diffusion field. (1989) (6)
- Market impact and trading profile of large trading orders in stock markets (2021) (6)
- Introducing Variety in Risk Management (2001) (6)
- Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election (2012) (6)
- The Tenth Article of Ettore Majorana (2006) (6)
- Comparing Correlation Matrix Estimators Via Kullback-Leibler Divergence (2011) (6)
- Exploratory analysis of safety data and their interrelationwith flight trajectories and network metrics (2013) (5)
- The experimental detection of spectral diffusion by the saturation transient method (1986) (5)
- Nested partitions from hierarchical clustering statistical validation (2019) (5)
- Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange (2011) (5)
- Two-photon transitions induced by a stochastic microwave field. (1987) (4)
- A method for the analytical calculation of noise parameters of linear two-ports with crosscorrelated noise sources (1999) (4)
- Effect of spectral diffusion on saturation kinetics of dilute ruby samples (1984) (4)
- An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management (2016) (4)
- Univariate and multivariate statistical aspects of equity volatility (2004) (4)
- Erratum: Anomalous Spreading of Power-Law Quantum Wave Packets [Phys. Rev. Lett. 84, 1061 (2000)] (2000) (4)
- Identifying maximal sets of significantly interacting nodes in higher-order networks (2022) (3)
- Long-range correlated stationary Markovian processes (2002) (3)
- Majorana's article on "The value of statistical laws in physics and social sciences" (2006) (3)
- Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’ (2015) (3)
- Anomalous decay of the nutational regime in a two-level spin system (1987) (3)
- Scale-free relaxation of a wave packet in a quantum well with power-law tails (2012) (3)
- Spectral diffusion and saturation kinetics in inhomogeneous systems (1986) (3)
- Can Zipf Analyses and Entropy Distinguish Between Artificial and Natural Language Texts (1996) (3)
- THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES (2013) (3)
- Econofisica: il contributo dei fisici allo studio dei sistemi economici (2005) (3)
- Some past and present challenges of econophysics (2016) (2)
- Comparative genomics study of inverted repeats in prokaryotes (2001) (2)
- The comprehensive aerospace index (CASI): Tracking the economic performance of the aerospace industry (2008) (2)
- INVERTED REPEATS IN VIRAL GENOMES (2004) (2)
- Stochastic double-quantum resonance in the presence of phase-diffusing or phase-jump field (1989) (2)
- Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry. (2020) (2)
- Experimental Studies of Noise—Induced Phenomena in a Tunnel Diode (2000) (2)
- Adaptative air traffic network: Statistical regularities in air traffic management (2015) (2)
- Limit theorems and price changes in financial markets (1998) (2)
- Analysis of the Structure and Dynamics of European Flight Networks (2022) (2)
- Two-photon processes in the presence of phase- or frequency-telegraph noise: Experimental study. (1989) (2)
- Adaptative air traffic network: Statistical regularities in air traffic management (2015) (2)
- Spectral properties of correlation matrices for some hierarchically nested factor models (2007) (2)
- Noise dressing of the correlation matrix of factor models (2003) (2)
- Complex Networks in Air Transport (2016) (2)
- Complex Networks in Air Transport (2016) (2)
- Hierarchically nested time series models from dendrograms (2005) (2)
- 1/F AND 1/F2 NOISE IN FINANCIAL TIME SERIES (2001) (2)
- Network structure and optimal technological innovation (2020) (2)
- Networks in biological systems: An investigation of the Gene Ontology as an evolving network (2009) (1)
- ADAPT - Advanced Prediction Models for Trajectory-Based Operations (TBO) (2018) (1)
- Preface of the International Scientific Organizing Committee (2003) (1)
- Clusters of Traders in Financial Markets (2020) (1)
- An Introduction to Econophysics: Random walk (1999) (1)
- Kubo oscillator and quadratic devices (1988) (1)
- Turbulence and finance (1996) (1)
- On the interplay between multiscaling and average cross-correlation (2018) (1)
- Scaling and its breakdown (1999) (1)
- Generation of hierarchically correlated multivariate symbolic sequences (2008) (1)
- Statistically validated hierarchical clustering: Nested partitions in hierarchical trees (2022) (1)
- Investigations of Financial Markets Using Statistical Physics Methods (2002) (1)
- Taxonomy of a stock portfolio (1999) (1)
- Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes (2008) (1)
- Experimental study of Rabi oscillations induced by a phase-jump field. (1989) (1)
- An Introduction to Econophysics: Correlation and anticorrelation between stocks (1999) (1)
- Computational Social Science and Complex Systems - Preface (2019) (0)
- THE APPROACH OF STATISTICALLY VALIDATED NETWORKS ALSO DETECTS UNDER-EXPRESSIONS (2017) (0)
- The Effect of Spectral Diffusion on the Saturation Transient Regime (1985) (0)
- An Introduction to Econophysics: Lévy stochastic processes and limit theorems (1999) (0)
- Complexity in Air Traffic Management, Complex Systems (2011) (0)
- An Introduction to Econophysics: Appendix A: Notation guide (1999) (0)
- Modeling the Dynamics of a Financial Index after a Crash (2004) (0)
- A ug 2 00 5 Correlation filtering in financial time series (2005) (0)
- Backbone of credit relationships in the Japanese credit market (2016) (0)
- Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo (2014) (0)
- Stochastic models of price dynamics (1999) (0)
- An Introduction to Econophysics: Financial markets and turbulence (1999) (0)
- Complexity in Air Traffic Management (2012) (0)
- Ultrametric matrices and factor models (2005) (0)
- COMMENT ON: LINQUISTIC FEATURES OF NONCODING DNA SEQUENCES. AUTHORS REPLY (1996) (0)
- Bank-Firm Credit Network in Japan. An Analysis of a Bipartite Network (2014) (0)
- 0 50 70 06 v 1 1 J ul 2 00 5 Cluster analysis for portfolio optimization (2005) (0)
- 0 50 81 18 v 1 1 7 A ug 2 00 5 Correlation filtering in financial time series (0)
- On the dependence of magnetic stochastic resonance features on the features of magnetic hysteresis (2005) (0)
- 2 3 Ja n 20 04 An interest rates cluster analysis (2004) (0)
- Resonant activation in a tunnel diode: An experimental study (2000) (0)
- CROSS-CORRELATION BETWEEN STOCK PRICES IN FINANCIAL MARKETS (2003) (0)
- Options in real markets (1999) (0)
- A study of a class of power-law tail quantum wave packets (2000) (0)
- Detecting informative higher-order interactions in statistically validated hypergraphs (2021) (0)
- An Introduction to Econophysics: Appendix B: Martingales (1999) (0)
- An Introduction to Econophysics: Scales in financial data (1999) (0)
- Quantifying the relationship between specialisation and reputation in an online platform (2021) (0)
- An Introduction to Econophysics: Time correlation in financial time series (1999) (0)
- Proximity-based networks and statistically validated networks in complex systems (2016) (0)
- An Introduction to Econophysics: References (1999) (0)
- Empirical investigation and modeling of a financial market after a crash (2002) (0)
- Noise in strong radiation–matter interactions: an experimental study with phase-telegraph noise (1990) (0)
- SECOND-HARMONIC INVESTIGATION OF LOW-FREQUENCY AUTO-OSCILLATIONS IN YIG : Ga SPHERE (1988) (0)
- Two-step estimators of high dimensional correlation matrices (2022) (0)
- High Frequency Data Analysis in an Emerging and a Developed Market (2002) (0)
- Long-term ecology of investors in a financial market (2018) (0)
- An efficient algorithm for Levy stable stochastic processes (2008) (0)
- Levy processes in New York stock exchange (2008) (0)
- Price Impact Function of a Single Transaction (2004) (0)
- Options in idealized markets (1999) (0)
- An Introduction to Econophysics: Stationarity and time correlation (1999) (0)
- An Introduction to Econophysics: Dedication (1999) (0)
- The Rise and Fall of Business Firms: A Stochastic Framework on Innovation, Creative (2021) (0)
- A Novel Statistical Approach to Identify Coding Regions in DNA Sequences (2006) (0)
- E. Majorana's article on "The value of statistical laws in physics and statistical sciences" (2007) (0)
- STATISTICAL AND LINGUISTIC FEATURES OF DNA SEQUENCES S HAVLIN S V BULDYREV A L GOLDBERGER (2006) (0)
- Some past and present challenges of econophysics (2016) (0)
- Noise in physic|[dollar]| (2007) (0)
- THE EFFECT OF SPECTRAL DIFFUSION ON THE SATURATION Tlv\:JS TENT 1'EGnlE (1985) (0)
- Neurobeachin (NBEA) is downregulated in blood cells from a patient with autism spectrum disorders (ASD) (2007) (0)
- Thursday SOE 18 : Financial Markets and Risk Management I Time : Thursday 10 : 15 – 13 : 15 Location : GÖR 226 SOE 18 . 1 Thu (0)
- An Introduction to Econophysics: Efficient market hypothesis (1999) (0)
- ARCH and GARCH processes (1999) (0)
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What Schools Are Affiliated With Rosario Nunzio Mantegna?
Rosario Nunzio Mantegna is affiliated with the following schools:
