139 citations · 444 across the 30 of their papers we have counts for
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q-fin.ST2016
How fast does the clock of Finance run? - A time-definition enforcing scale invariance and quantifying overnights
Michele Caraglio, Fulvio Baldovin, Attilio L. Stella
A symmetry-guided definition of time may enhance and simplify the analysis of historical series with recurrent patterns and seasonalities. By enforcing simple-scaling and stationar…
econ.GN2016★ 6 cited
Export dynamics as an optimal growth problem in the network of global economy
Michele Caraglio, Fulvio Baldovin, Attilio L. Stella
We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify…