978 citations
- HUN-REN Alfréd Rényi Institute of MathematicsHU42 papers
- Aalto UniversityFI34 papers
- Central European University - Budapest Campus34 papers
- Complexity Science HubAT31 papers
- Budapest University of Technology and EconomicsHU24 papers
- Hungarian Academy of SciencesHU22 papers
- Institute for Scientific InterchangeIT20 papers
- University of PalermoIT17 papers
- Northeastern UniversityUS16 papers
- Universidad Nacional Autónoma de MéxicoMX15 papers
- Centre National de la Recherche ScientifiqueFR14 papers
- Eötvös Loránd UniversityHU12 papers
4 papers · 1 filter
Coupled criticality analysis of inflation and unemployment
Z. Koohi Lai, A. Namaki, A. Hosseiny +2
In this paper, we are interested to focus on the critical periods in the economy which are characterized by large fluctuations in macroeconomic indicators. To capture unusual and l…
Networked relationships in the e-MID Interbank market: A trading model with memory
Giulia Iori, Rosario N. Mantegna, Luca Marotta +3
Interbank markets are fundamental for bank liquidity management. In this paper, we introduce a model of interbank trading with memory. Our model reproduces features of preferential…
Evolution of correlation structure of industrial indices of US equity markets
Giuseppe Buccheri, Stefano Marmi, Rosario N. Mantegna
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properti…
How news affect the trading behavior of different categories of investors in a financial market
Fabrizio Lillo, Salvatore Miccichè, Michele Tumminello +2
We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role…