R. N. Mantegna

Identifiers

• name variant R. N. Mantegna 0.60 · backfill

Papers (10)

1. On the interplay between multiscaling and stocks dependence q-fin.ST · 2018 · author #3
2. Hybrid recommendation methods in complex networks physics.soc-ph · 2014 · author #5
3. Generation of hierarchically correlated multivariate symbolic sequences physics.comp-ph · 2008 · author #3
4. Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance physics.data-an · 2007 · author #3
5. Correlation based networks of equity returns sampled at different time horizons physics.soc-ph · 2006 · author #4
6. Spanning Trees and bootstrap reliability estimation in correlation based networks physics.soc-ph · 2006 · author #5
7. Correlation filtering in financial time series physics.soc-ph · 2005 · author #4
8. An interest rates cluster analysis cond-mat.stat-mech · 2004 · author #3
9. Networks of equities in financial markets cond-mat.stat-mech · 2004 · author #6
10. Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions cond-mat.stat-mech · 2000 · author #3

Mentions

• 1412.3697 #5 · backfill · confidence 0.70 R. N. Mantegna
• 0802.1600 #3 · backfill · confidence 0.70 R. N. Mantegna
• 0710.0576 #3 · backfill · confidence 0.70 R. N. Mantegna

Frequent Coauthors

• M. Tumminello 5 shared papers
• F. Lillo 4 shared papers
• T. Di Matteo 4 shared papers
• T. Aste 3 shared papers
• A. Fiasconaro 1 shared papers
• C. Coronnello 1 shared papers
• G. Bonanno 1 shared papers
• G. Brandi 1 shared papers
• G. Caldarelli 1 shared papers
• J. Kertesz 1 shared papers
• L. Kullmann 1 shared papers
• Mi. Tumminello 1 shared papers
• N. Vandewalle 1 shared papers
• R. J. Buonocore 1 shared papers
• S. Micciche' 1 shared papers
• S. Micciche` 1 shared papers
• V. Latora 1 shared papers
• V. Nicosia 1 shared papers