72 citations · 205 across the 7 of their papers we have counts for
7 papers
Dynamic instability in a phenomenological model of correlated assets
Giacomo Raffaelli, Matteo Marsili
We show that financial correlations exhibit a non-trivial dynamic behavior. We introduce a simple phenomenological model of a multi-asset financial market, which takes into account…
A statistical mechanics model for the emergence of consensus
Giacomo Raffaelli, Matteo Marsili
The statistical properties of pairwise majority voting over S alternatives is analyzed in an infinite random population. We first compute the probability that the majority is trans…
Real event detection and the treatment of congestive heart failure: an e fficient technique to help cardiologists to make crucial decisions
P. Allegrini, R. Balocchi, S. Chillemi +5
Using a method of entropic analysis of time series we establish the correlation between heartbeat long-range memory and mortality risk in patients with congestive heart failure.
Short- and Long-Term Statistical Properties of Heartbeat Time-Series in Healthy and Pathological Subjects
Paolo Allegrini, Rita Balocchi, Santi Chillemi +3
We analize heartbeat time-series corresponding to several groups of individuals (healthy, heart transplanted, with congestive heart failure (CHF), after myocardial infarction (MI),…
Compression and diffusion: a joint approach to detect complexity
P. Allegrini, V. Benci, P. Grigolini +8
The adoption of the Kolmogorov-Sinai (KS) entropy is becoming a popular research tool among physicists, especially when applied to a dynamical system fitting the conditions of vali…
Memory beyond memory in heart beating: an efficient way to detect pathological conditions
P. Allegrini, P. Grigolini, P. Hamilton +2
We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter that appare…