27 citations · 39 across the 4 of their papers we have counts for
5 papers
On the interplay between multiscaling and stocks dependence
R. J. Buonocore, G. Brandi, R. N. Mantegna +1
We find a nonlinear dependence between an indicator of the degree of multiscaling of log-price time series of a stock and the average correlation of the stock with respect to the o…
A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
Anshul Verma, Riccardo Junior Buonocore, Tiziana di Matteo
We introduce a new factor model for log volatilities that performs dimensionality reduction and considers contributions globally through the market, and locally through cluster str…
Causality and momentum conservation from relative locality
Giovanni Amelino-Camelia, Stefano Bianco, Francesco Brighenti +1
Theories with a curved momentum space, which became recently of interest in the quantum-gravity literature, can in general violate many apparently robust aspects of our current des…
Five dimensional formulation of a DSR
Riccardo Junior Buonocore
In this paper, we analyze a possible formalization of the deformed special relativity as a five-dimensional theory. This is not the first attempt to do so, but we feel that either…
The DSR-deformed relativistic symmetries and the relative locality of 3D quantum gravity
Giovanni Amelino-Camelia, Michele Arzano, Stefano Bianco +1
Over the last decade there were significant advances in the understanding of quantum gravity coupled to point particles in 3D (2+1-dimensional) spacetime. Most notably it is emergi…