1 citations · 1 across the 3 of their papers we have counts for
4 papers
Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology
Jose De Leon Miranda, Marina Dolfin, George Kapetanios +1
We introduce a multiscale measure of network instability based on the joint use of Detrended Cross-Correlation Analysis (DCCA) and Minimum Spanning Tree (MST) filtering. The propos…
From classical to active particles: mathematical tools for social dynamics and behavioural economics
Marina Dolfin, Leone Leonida
This essay provides a critical overview of the mathematical kinetic theory of active particles, which is used to model and study collective systems consisting of interacting living…
Investor behavior and multiscale cross-correlations: Unveiling regime shifts in global financial markets
Marina Dolfin, George Kapetanios, Leone Leonida +1
We propose an algorithm to capture emergent patterns in the cross-correlations of financial markets, highlighting regime changes on a global scale. In our approach, financial marke…
Escaping the trap of 'blocking': a kinetic model linking economic development and political competition
Marina Dolfin, Damián Knopoff, Leone Leonida +1
In this paper we present a kinetic model with stochastic game-type interactions, analyzing the relationship between the level of political competition in a society and the degree o…