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Salvatore Micciche'
Salvatore Micciche'
University of Palermo, Department of Physics and Chemistry
Email verificata su unipa.it - Home page
Titolo
Citata da
Citata da
Anno
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
5402004
Statistically validated networks in bipartite complex systems
M Tumminello, S Micciche, F Lillo, J Piilo, RN Mantegna
PloS one 6 (3), e17994, 2011
2932011
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
2122003
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
1992007
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
1362015
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
1132015
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
1122005
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
1112002
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
1042015
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
992007
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
792015
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
722011
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
662014
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
572014
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
572008
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
502015
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
472005
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
462014
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
422011
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
402017
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20