16 citations · 16 across the 1 of their papers we have counts for
3 papers
Bootstrap validation of links of a minimum spanning tree
Federico Musciotto, Luca Marotta, Salvatore Miccichè +1
We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap…
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach
Federico Musciotto, Luca Marotta, Salvatore Miccichè +2
We investigate the trading behavior of Finnish individual investors trading the stocks selected to compute the OMXH25 index in 2003 by tracking the individual daily investment deci…
Backbone of credit relationships in the Japanese credit market
Luca Marotta, Salvatore Miccichè, Yoshi Fujiwara +4
We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigatio…