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Mantegna, Rosario Nunzio

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Author ID: mantegna.rosario-nunzio Recent zbMATH articles by "Mantegna, Rosario Nunzio"
Published as: Mantegna, R. N.; Mantegna, Rosario N.; Mantegna, Rosario Nunzio
External Links: ORCID
Documents Indexed: 34 Publications since 1993, including 2 Books

Publications by Year

Citations contained in zbMATH Open

28 Publications have been cited 654 times in 590 Documents Cited by Year
Introduction to econophysics. Correlations and complexity in finance. Zbl 1138.91300
Mantegna, Rosario N.; Stanley, H. Eugene
353
2000
Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight. Zbl 1020.82610
Mantegna, Rosario N.; Stanley, H. Eugene
103
1994
Introduction to econophysics. Correlations and complexity in finance. Reprint of the 2000 ed. Zbl 1134.91001
Mantegna, Rosario N.; Stanley, H. Eugene
19
2007
Zipf plots and the size distribution of firms. Zbl 1058.91568
Stanley, Michael H. R.; Buldyrev, Sergey V.; Havlin, Shlomo; Mantegna, Rosario N.; Salinger, Michael A.
19
1995
Cluster analysis for portfolio optimization. Zbl 1181.91303
Tola, Vincenzo; Lillo, Fabrizio; Gallegati, Mauro; Mantegna, Rosario N.
18
2008
Correlation based networks of equity returns sampled at different time horizons. Zbl 1189.91133
Tumminello, M.; Di Matteo, T.; Aste, T.; Mantegna, R. N.
18
2007
Volatility in financial markets: Stochastic models and empirical results. Zbl 1001.91032
Miccichè, Salvatore; Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
17
2002
Fractals in biology and medicine. Zbl 0898.92001
Havlin, S.; Buldyrev, S. V.; Goldberger, A. L.; Mantegna, R. N.; Ossadnik, S. M.; Peng, C.-K.; Simons, M.; Stanley, H. E.
15
1995
Hierarchically nested factor model from multivariate data. Zbl 1244.62087
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario Nunzio
11
2007
Statistical and linguistic features of DNA sequences. Zbl 0878.92007
Havlin, S.; Buldyrev, S. V.; Goldberger, A. L.; Mantegna, R. N.; Peng, C.-K.; Simons, M.; Stanley, H. E.
11
1995
Probability distribution of the residence times in periodically fluctuating metastable systems. Zbl 0936.82037
Mantegna, Rosario N.; Spagnolo, Bernardo
9
1998
High-frequency cross-correlation in a set of stocks. Zbl 1405.91538
Bonanno, G.; Lillo, F.; Mantegna, R. N.
8
2001
Networked relationships in the e-MID interbank market: a trading model with memory. Zbl 1402.91953
Iori, Giulia; Mantegna, Rosario N.; Marotta, Luca; Miccichè, Salvatore; Porter, James; Tumminello, Michele
7
2015
Quantifying preferential trading in the e-MID interbank market. Zbl 1398.91686
Hatzopoulos, Vasilis; Iori, Giulia; Mantegna, Rosario N.; Miccichè, Salvatore; Tumminello, Michele
6
2015
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance. Zbl 1373.62467
Tumminello, M.; Lillo, F.; Mantegna, R. N.
5
2007
Degree stability of a minimum spanning tree of price return and volatility. Zbl 1057.91065
Miccichè, Salvatore; Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
5
2003
Levels of complexity in financial markets. Zbl 0974.91044
Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
5
2001
Ultra-slow convergence to a Gaussian: The truncated Lévy flight. Zbl 0831.60105
Mantegna, Rosario N.; Stanley, H. Eugene
5
1995
Diffusive behavior and the modeling of characteristic times in limit order executions. Zbl 1176.91045
Eisler, Zoltán; Kertész, János; Lillo, Fabrizio; Mantegna, Rosario N.
4
2009
Numerical analysis of word frequencies in artificial and natural language texts. Zbl 1063.91542
Cohen, A.; Mantegna, R. N.; Havlin, S.
4
1997
How news affects the trading behaviour of different categories of investors in a financial market. Zbl 1398.62313
Lillo, Fabrizio; Miccichè, Salvatore; Tumminello, Michele; Piilo, Jyrki; Mantegna, Rosario N.
2
2015
Ensemble properties of securities traded in the NASDAQ market. Zbl 0974.91026
Lillo, Fabrizio; Mantegna, Rosario N.
2
2001
Econophysics: Scaling and its breakdown in finance. Zbl 0935.91023
Mantegna, Rosario N.; Stanley, H. Eugene
2
1997
Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion. Zbl 0935.82524
Mantegna, Rosario Nunzio
2
1993
Do firms share the same functional form of their growth rate distribution? A statistical test. Zbl 1402.91376
Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; Mantegna, Rosario N.; Gallegati, Mauro
1
2014
Spectral properties of correlation matrices for some hierarchically nested factor models. Zbl 1147.62345
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario N.
1
2007
Statistical properties of statistical ensembles of stock returns. Zbl 0973.91042
Lillo, Fabrizio; Mantegna, Rosario N.
1
2000
Long-range correlations and generalized Lévy walks in DNA sequences. Zbl 0828.92016
Stanley, H. E.; Buldyrev, S. V.; Goldberger, A. L.; Havlin, S.; Mantegna, R. N.; Peng, C.-K.; Simons, M.; Stanley, M. H. R.
1
1995
Networked relationships in the e-MID interbank market: a trading model with memory. Zbl 1402.91953
Iori, Giulia; Mantegna, Rosario N.; Marotta, Luca; Miccichè, Salvatore; Porter, James; Tumminello, Michele
7
2015
Quantifying preferential trading in the e-MID interbank market. Zbl 1398.91686
Hatzopoulos, Vasilis; Iori, Giulia; Mantegna, Rosario N.; Miccichè, Salvatore; Tumminello, Michele
6
2015
How news affects the trading behaviour of different categories of investors in a financial market. Zbl 1398.62313
Lillo, Fabrizio; Miccichè, Salvatore; Tumminello, Michele; Piilo, Jyrki; Mantegna, Rosario N.
2
2015
Do firms share the same functional form of their growth rate distribution? A statistical test. Zbl 1402.91376
Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; Mantegna, Rosario N.; Gallegati, Mauro
1
2014
Diffusive behavior and the modeling of characteristic times in limit order executions. Zbl 1176.91045
Eisler, Zoltán; Kertész, János; Lillo, Fabrizio; Mantegna, Rosario N.
4
2009
Cluster analysis for portfolio optimization. Zbl 1181.91303
Tola, Vincenzo; Lillo, Fabrizio; Gallegati, Mauro; Mantegna, Rosario N.
18
2008
Introduction to econophysics. Correlations and complexity in finance. Reprint of the 2000 ed. Zbl 1134.91001
Mantegna, Rosario N.; Stanley, H. Eugene
19
2007
Correlation based networks of equity returns sampled at different time horizons. Zbl 1189.91133
Tumminello, M.; Di Matteo, T.; Aste, T.; Mantegna, R. N.
18
2007
Hierarchically nested factor model from multivariate data. Zbl 1244.62087
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario Nunzio
11
2007
Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance. Zbl 1373.62467
Tumminello, M.; Lillo, F.; Mantegna, R. N.
5
2007
Spectral properties of correlation matrices for some hierarchically nested factor models. Zbl 1147.62345
Tumminello, Michele; Lillo, Fabrizio; Mantegna, Rosario N.
1
2007
Degree stability of a minimum spanning tree of price return and volatility. Zbl 1057.91065
Miccichè, Salvatore; Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
5
2003
Volatility in financial markets: Stochastic models and empirical results. Zbl 1001.91032
Miccichè, Salvatore; Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
17
2002
High-frequency cross-correlation in a set of stocks. Zbl 1405.91538
Bonanno, G.; Lillo, F.; Mantegna, R. N.
8
2001
Levels of complexity in financial markets. Zbl 0974.91044
Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
5
2001
Ensemble properties of securities traded in the NASDAQ market. Zbl 0974.91026
Lillo, Fabrizio; Mantegna, Rosario N.
2
2001
Introduction to econophysics. Correlations and complexity in finance. Zbl 1138.91300
Mantegna, Rosario N.; Stanley, H. Eugene
353
2000
Statistical properties of statistical ensembles of stock returns. Zbl 0973.91042
Lillo, Fabrizio; Mantegna, Rosario N.
1
2000
Probability distribution of the residence times in periodically fluctuating metastable systems. Zbl 0936.82037
Mantegna, Rosario N.; Spagnolo, Bernardo
9
1998
Numerical analysis of word frequencies in artificial and natural language texts. Zbl 1063.91542
Cohen, A.; Mantegna, R. N.; Havlin, S.
4
1997
Econophysics: Scaling and its breakdown in finance. Zbl 0935.91023
Mantegna, Rosario N.; Stanley, H. Eugene
2
1997
Zipf plots and the size distribution of firms. Zbl 1058.91568
Stanley, Michael H. R.; Buldyrev, Sergey V.; Havlin, Shlomo; Mantegna, Rosario N.; Salinger, Michael A.
19
1995
Fractals in biology and medicine. Zbl 0898.92001
Havlin, S.; Buldyrev, S. V.; Goldberger, A. L.; Mantegna, R. N.; Ossadnik, S. M.; Peng, C.-K.; Simons, M.; Stanley, H. E.
15
1995
Statistical and linguistic features of DNA sequences. Zbl 0878.92007
Havlin, S.; Buldyrev, S. V.; Goldberger, A. L.; Mantegna, R. N.; Peng, C.-K.; Simons, M.; Stanley, H. E.
11
1995
Ultra-slow convergence to a Gaussian: The truncated Lévy flight. Zbl 0831.60105
Mantegna, Rosario N.; Stanley, H. Eugene
5
1995
Long-range correlations and generalized Lévy walks in DNA sequences. Zbl 0828.92016
Stanley, H. E.; Buldyrev, S. V.; Goldberger, A. L.; Havlin, S.; Mantegna, R. N.; Peng, C.-K.; Simons, M.; Stanley, M. H. R.
1
1995
Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight. Zbl 1020.82610
Mantegna, Rosario N.; Stanley, H. Eugene
103
1994
Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion. Zbl 0935.82524
Mantegna, Rosario Nunzio
2
1993
all top 5

Cited by 1,116 Authors

22 Stanley, H. Eugene
12 Di matteo, Tiziana
10 Aste, Tomaso
10 Eliazar, Iddo I.
10 Mantegna, Rosario Nunzio
9 Lillo, Fabrizio
8 Gopikrishnan, Parameswaran
8 Plerou, Vasiliki
8 Viswanathan, Gandhimohan M.
7 Alvarez-Ramirez, Jose
7 Challet, Damien
7 Da Silva, Sergio
7 Matsushita, Raul
7 Pardalos, Panos M.
6 Figueiredo, Annibal
6 Gallegati, Mauro
6 Gléria, Iram M.
6 Havlin, Shlomo
6 Kutner, Ryszard
6 Marsili, Matteo
6 Meerschaert, Mark M.
6 Spagnolo, Bernardo
6 Wang, Jun
5 Bouchaud, Jean-Philippe
5 Deng, Weihua
5 Gabaix, Xavier
5 Gudowska-Nowak, Ewa
5 Ibarra-Valdez, Carlos
5 Kalyagin, Valery A.
5 Koldanov, Alexander P.
5 Rodgers, G. J.
5 Simonsen, Ingve
5 Takayasu, Hideki
5 Tumminello, Michele
4 Araújo, Tanya
4 Bormetti, Giacomo
4 Cazzola, Valentina
4 Choustova, Olga
4 Drożdż, Stanisław
4 Guhr, Thomas
4 Koldanov, Petr A.
4 Kwapień, Jarosław
4 Li, Jiangcheng
4 Louçã, Francisco
4 Matassini, Lorenzo
4 Mei, Dongcheng
4 Miccichè, Salvatore
4 Podobnik, Boris
4 Sornette, Didier
4 Speth, J.
4 Valenti, Davide
4 Zhang, Yicheng
4 Zheng, Dafang
3 Alfi, V.
3 Amaral, Luís A. N.
3 Bertotti, Maria Letizia
3 Boginski, Vladimir L.
3 Buonocore, Riccardo J.
3 Butenko, Sergiy I.
3 Chechkin, Aleksei V.
3 Cisneros, Myriam
3 Cressoni, J. C.
3 Da Luz, Marcos G. E.
3 da Silva, Marco Antonio Alves
3 Durante, Fabrizio
3 Dybiec, Bartłomiej
3 Farmer, James Doyne
3 Gaffeo, Edoardo
3 Hołyst, Janusz A.
3 Jensen, Mogens H.
3 Jurkiewicz, Jerzy
3 Karniadakis, George Em
3 Kenett, Dror Y.
3 Kleinert, Hagen Michael
3 Levendorskiĭ, Sergeĭ Zakharovich
3 Li, Ming
3 Lo, Chi-Fai
3 Maskawa, Jun-ichi
3 Masoliver, Jaume
3 McCauley, Joseph L.
3 Metzler, Ralf
3 Montagna, Guido
3 Nicrosini, Oreste
3 Nie, Chun-Xiao
3 Niu, Hongli
3 Nowak, Maciej A.
3 Papp, Gábor
3 Pappadà, Roberta
3 Perelló, Josep
3 Pietronero, Luciano
3 Preis, Tobias
3 Raposo, Ernesto P.
3 Rathie, Pushpa Narayan
3 Schäfer, Rudi
3 Sibatov, Renat T.
3 Slanina, František
3 Sneppen, Kim
3 Soriano, Angel
3 Stinchcombe, Robin B.
3 Takayasu, Misako
...and 1,016 more Authors
all top 5

Cited in 126 Serials

166 Physica A
36 The European Physical Journal B. Condensed Matter and Complex Systems
35 Quantitative Finance
31 Chaos, Solitons and Fractals
20 Journal of Statistical Physics
16 Physics Letters. A
15 Journal of Economic Dynamics & Control
15 International Journal of Theoretical and Applied Finance
13 International Journal of Modern Physics C
11 Journal of Statistical Mechanics: Theory and Experiment
9 Complexity
8 Chaos
7 Annals of Physics
5 Physics Reports
5 Applied Numerical Mathematics
5 Annals of Operations Research
5 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
5 Communications in Nonlinear Science and Numerical Simulation
4 Journal of Mathematical Physics
4 Applied Mathematics and Computation
4 Physica D
4 Mathematical Problems in Engineering
4 Fractional Calculus & Applied Analysis
4 Advances in Complex Systems
4 Journal of Physics A: Mathematical and Theoretical
3 Journal of Computational and Applied Mathematics
3 Computational Statistics and Data Analysis
3 SIAM Journal on Scientific Computing
3 Applied Mathematical Finance
3 Nonlinear Dynamics
3 Computational Management Science
2 International Journal of Modern Physics B
2 Biological Cybernetics
2 Communications in Mathematical Physics
2 Computer Physics Communications
2 International Journal of Systems Science
2 International Journal of Theoretical Physics
2 Journal of Computational Physics
2 Journal of Mathematical Analysis and Applications
2 Mathematical Methods in the Applied Sciences
2 Reports on Mathematical Physics
2 Bulletin of Mathematical Biology
2 Journal of Applied Probability
2 Transactions of the American Mathematical Society
2 Computers & Operations Research
2 Journal of Scientific Computing
2 Economics Letters
2 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
2 Computational Statistics
2 Journal of Statistical Computation and Simulation
2 Stochastic Processes and their Applications
2 Fractals
2 Discrete Dynamics in Nature and Society
2 Applied Stochastic Models in Business and Industry
2 Journal of Systems Science and Complexity
2 Multiscale Modeling & Simulation
2 New Mathematics and Natural Computation
2 Mathematical Modelling of Natural Phenomena
2 Journal of Probability and Statistics
2 Journal of Theoretical Biology
1 Modern Physics Letters B
1 Computers & Mathematics with Applications
1 Discrete Applied Mathematics
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Mathematical Biosciences
1 Nuclear Physics. B
1 Theoretical and Mathematical Physics
1 The Annals of Probability
1 Demonstratio Mathematica
1 Fuzzy Sets and Systems
1 Information Sciences
1 Journal of Economic Theory
1 Journal of Econometrics
1 Journal of Mathematical Economics
1 The Journal of Mathematical Sociology
1 Journal of Multivariate Analysis
1 Proceedings of the American Mathematical Society
1 Theoretical Computer Science
1 Systems & Control Letters
1 Statistics & Probability Letters
1 Journal of Time Series Analysis
1 Acta Applicandae Mathematicae
1 The Annals of Applied Probability
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 Applied Mathematical Modelling
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 International Journal of Computer Mathematics
1 Pattern Recognition
1 Proceedings of the National Academy of Sciences of the United States of America
1 Continuum Mechanics and Thermodynamics
1 Applied and Computational Harmonic Analysis
1 Statistical Papers
1 Advances in Computational Mathematics
1 Annals of Mathematics and Artificial Intelligence
1 Journal of Difference Equations and Applications
1 Journal of Vibration and Control
1 Soft Computing
1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
...and 26 more Serials
all top 5

Cited in 36 Fields

390 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
123 Probability theory and stochastic processes (60-XX)
111 Statistics (62-XX)
89 Statistical mechanics, structure of matter (82-XX)
39 Partial differential equations (35-XX)
36 Biology and other natural sciences (92-XX)
32 Numerical analysis (65-XX)
27 Operations research, mathematical programming (90-XX)
23 Dynamical systems and ergodic theory (37-XX)
19 Computer science (68-XX)
18 Combinatorics (05-XX)
16 Quantum theory (81-XX)
12 Real functions (26-XX)
12 Ordinary differential equations (34-XX)
10 Measure and integration (28-XX)
10 Systems theory; control (93-XX)
10 Information and communication theory, circuits (94-XX)
8 Geophysics (86-XX)
7 Linear and multilinear algebra; matrix theory (15-XX)
5 Fluid mechanics (76-XX)
4 Operator theory (47-XX)
3 Special functions (33-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Mechanics of particles and systems (70-XX)
2 General and overarching topics; collections (00-XX)
2 Potential theory (31-XX)
2 Mechanics of deformable solids (74-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Nonassociative rings and algebras (17-XX)
1 Difference and functional equations (39-XX)
1 Approximations and expansions (41-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 Functional analysis (46-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Mathematics education (97-XX)

Citations by Year