9 citations · 9 across the 1 of their papers we have counts for
4 papers
Roughness and Finite Size Effect in the NYSE Stock-Price Fluctuations
V. Alfi, F. Coccetti, A. Petri +1
We consider the roughness properties of NYSE (New York Stock Exchange) stock-price fluctuations. The statistical properties of the data are relatively homogeneous within the same d…
Hidden Forces and Fluctuations from Moving Averages: A Test Study
V. Alfi, F. Coccetti, M. Marotta +2
The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency…
Exact Results for the Roughness of a Finite Size Random Walk
V. Alfi, F. Coccetti, M. Marotta +2
We consider the role of finite size effects on the value of the effective Hurst exponent H. This problem is motivated by the properties of the high frequency daily stock-prices. Fo…
Preferential Exchange: Strengthening Connections in Complex Networks
Guido Caldarelli, Fabrizio Coccetti, Paolo De Los Rios
Many social, technological and biological interactions involve network relationships whose outcome intimately depends on the structure of the network and on the strengths of the co…