3 papers
cond-mat.stat-mech2020
Correspondence between temporal correlations in time series, inverse problems, and the Spherical Model
Riccardo Marcaccioli, Giacomo Livan
In this paper we employ methods from Statistical Mechanics to model temporal correlations in time series. We put forward a methodology based on the Maximum Entropy principle to gen…
q-fin.ST2019
Maximum Entropy approach to multivariate time series randomization
Riccardo Marcaccioli, Giacomo Livan
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through s…
physics.soc-ph2018
A parametric approach to information filtering in complex networks: The Pólya filter
Riccardo Marcaccioli, Giacomo Livan
The ever increasing availability of data demands for techniques to extract relevant information from complex interacting systems, which can often be represented as weighted network…