Rosario Nunzio Mantegna

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Fabrizio LilloUniversità di Bologna and Scuola Normale Superiore, PisaVerified email at sns.it
H. Eugene StanleyProfessor of Physics, Boston UniversityVerified email at bu.edu
Salvatore Micciche'University of Palermo, Department of Physics and ChemistryVerified email at unipa.it
Michele TumminelloDepartment of Economics, Management, and Statistics, University of Palermo, ItalyVerified email at unipa.it
Prof. Shlomo HavlinProfessor of Physics, Bar-Ilan UniversityVerified email at biu.ac.il
Chung-Kang PengPresident & Founding Director, Center for Dynamical BiomarkersVerified email at dbiom.org
Bernardo SpagnoloProfessore di Fisica Teorica, Palermo UniversityVerified email at unipa.it
Jyrki PiiloUniv. of Turku, FinlandVerified email at utu.fi
Tiziana Di MatteoProfessor of Econophysics - King's College LondonVerified email at kcl.ac.uk
Tomaso AsteProfessor of Complexity Science - University College LondonVerified email at ucl.ac.uk
Janos KerteszCentral European University, ViennaVerified email at ceu.edu
Federico MusciottoAssistant Professor, Università di PalermoVerified email at unipa.it
Luca MarottaUniversity of PalermoVerified email at unipa.it
claudia coronnelloFondazione Ri.MEDVerified email at fondazionerimed.com
Guido CaldarelliISC-CNR, Ca’ Foscari University of VeniceVerified email at unive.it
J. Doyne FarmerProfessor of Mathematics and Director of Complexity Economics, Oxford UniversityVerified email at maths.ox.ac.uk
Roberto BoscainoUniversity of Palermo, ItalyVerified email at unipa.it
Mauro GallegatiUniversità Politecnica delle MarcheVerified email at staff.univpm.it
Gérald GurtnerUniversity of WesminsterVerified email at westminster.ac.uk
Simone PozziDeep Blue srlVerified email at dblue.it

Rosario Nunzio Mantegna

Professor of Applied Physics. Department of Physics and Chemistry, Università degli Studi Palermo

Verified email at unipa.it - Homepage

Econophysics Statistical physics Complex systems Financial markets Information filtering


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Introduction to econophysics: correlations and complexity in finance RN Mantegna, HE Stanley Cambridge university press, 1999	6055	1999
Hierarchical structure in financial markets RN Mantegna The European Physical Journal B-Condensed Matter and Complex Systems 11, 193-197, 1999	2668	1999
Scaling behaviour in the dynamics of an economic index RN Mantegna, HE Stanley Nature 376 (6535), 46-49, 1995	2453	1995
Stochastic process with ultraslow convergence to a Gaussian: the truncated Lévy flight RN Mantegna, HE Stanley Physical Review Letters 73 (22), 2946, 1994	1151	1994
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	1022	2005
Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes RN Mantegna Physical Review E 49 (5), 4677, 1994	992	1994
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	776	1995
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	614	2003
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	540	2004
Turbulence and financial markets RN Mantegna, HE Stanley Nature 383 (6601), 587-588, 1996	514	1996
Master curve for price-impact function F Lillo, JD Farmer, RN Mantegna Nature 421 (6919), 129-130, 2003	507	2003
Linguistic features of noncoding DNA sequences RN Mantegna, SV Buldyrev, AL Goldberger, S Havlin, CK Peng, ... Physical review letters 73 (23), 3169, 1994	477	1994
Correlation, hierarchies, and networks in financial markets M Tumminello, F Lillo, RN Mantegna Journal of economic behavior & organization 75 (1), 40-58, 2010	465	2010
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	413	2010
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	413	1995
Cluster analysis for portfolio optimization V Tola, F Lillo, M Gallegati, RN Mantegna Journal of Economic Dynamics and Control 32 (1), 235-258, 2008	384	2008
Noise enhanced stability in an unstable system RN Mantegna, B Spagnolo Physical review letters 76 (4), 563, 1996	376	1996
High-frequency cross-correlation in a set of stocks G Bonanno, F Lillo, RN Mantegna Taylor & Francis Group 1 (1), 96-104, 2001	367	2001
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	340	1996
Lévy walks and enhanced diffusion in Milan stock exchange RN Mantegna Physica A: Statistical Mechanics and its Applications 179 (2), 232-242, 1991	313	1991

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