16 citations · 17 across the 2 of their papers we have counts for
2 papers
physics.soc-ph2024★ 1 cited
Imitation vs serendipity in ranking dynamics
Federica De Domenico, Fabio Caccioli, Giacomo Livan +2
Participants in socio-economic systems are often ranked based on their performance. Rankings conveniently reduce the complexity of such systems to ordered lists. Yet, it has been s…
q-fin.ST2023★ 16 cited
Modeling and Simulation of Financial Returns under Non-Gaussian Distributions
Federica De Domenico, Giacomo Livan, Guido Montagna +1
It is well known that the probability distribution of high-frequency financial returns is characterized by a leptokurtic, heavy-tailed shape. This behavior undermines the typical a…