922 citations · 2.7k across the 30 of their papers we have counts for
32 papers
Pricing sovereign contingent convertible debt
Andrea Consiglio, Michele Tumminello, Stavros A. Zenios
We develop a pricing model for Sovereign Contingent Convertible bonds (S-CoCo) with payment standstills triggered by a sovereign's Credit Default Swap (CDS) spread. We model CDS sp…
Covariance and correlation estimators in bipartite complex systems with a double heterogeneity
Elena Puccio, Jyrki Piilo, Michele Tumminello
We present a weighted estimator of the covariance and correlation in bipartite complex systems with a double layer of heterogeneity. The advantage provided by the weighted estimato…
Party Comrades and Constituency Buddies: Determinants of Private Initiative Cosponsor Networks in a Parliamentary Multiparty System
Antti Pajala, Elena Puccio, Jyrki Piilo +1
We study Members of Parliament (MP) private initiative (bill) cosponsor patterns from a European parliamentary multiparty perspective. By applying network detection algorithms, we…
Structure and evolution of a European Parliament via a network and correlation analysis
Elena Puccio, Antti Pajala, Jyrki Piilo +1
We present a study of the network of relationships among elected members of the Finnish parliament, based on a quantitative analysis of initiative co-signatures, and its evolution…
Hybrid recommendation methods in complex networks
A. Fiasconaro, M. Tumminello, V. Nicosia +2
We propose here two new recommendation methods, based on the appropriate normalization of already existing similarity measures, and on the convex combination of the recommendation…
Statistically validated mobile communication networks: Evolution of motifs in European and Chinese data
Ming-Xia Li, Vasyl Palchykov, Zhi-Qiang Jiang +6
Big data open up unprecedented opportunities to investigate complex systems including the society. In particular, communication data serve as major sources for computational social…