1 citations · 2 across the 5 of their papers we have counts for
5 papers
Asymmetry in the presence of migration stabilizes multistrain disease outbreaks
Simone Bianco, Leah B. Shaw
We study the effect of migration between coupled populations, or patches, on the stability properties of multistrain disease dynamics. The epidemic model used in this work displays…
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect
Simone Bianco, Fulvio Corsi, Roberto Reno'
We study the relation between serial correlation of financial returns and volatility at intraday level for the S&P500 stock index. At daily and weekly level, serial correlation and…
Renewal Aging as Emerging Property of Phase Synchronization
Simone Bianco, Elvis Geneston, Paolo Grigolini +1
In this letter we examine a model recently proposed to produce phase synchronization [K. Wood et al, Phys. Rev. Lett. 96, 145701 (2006)] and we show that the onset to synchronizati…
Unexpected volatility and intraday serial correlation
Simone Bianco, Roberto Renó
We study the impact of volatility on intraday serial correlation, at time scales of less than 20 minutes, exploiting a data set with all transaction on SPX500 futures from 1993 to…
Detecting long and short memory via spectral methods
Simone Bianco
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spec…