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researcher

M. Raberto

13 papers hereh-index 304.4k citations107 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author3
  • last author3

Across the 12 of 13 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech8
  • cond-mat.dis-nn2
  • math.PR1
  • physics.soc-ph1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
19992012
most citedWaiting-times and returns in high-frequency financial data: an empirical study

511 citations · 1.2k across the 12 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2011★ 15 cited

Semi-Markov Graph Dynamics

Marco Raberto, Fabio Rapallo, Enrico Scalas

In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingred…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.