activity
19962026
most citedHierarchical Structure in Financial Markets

2.1k citations · 7.3k across the 77 of their papers we have counts for

collaborators

79 papers

physics.soc-ph2026

How null-model constraints affect statistical validation in projected bipartite networks

Alessandro Catalano, Rosario N. Mantegna

Statistical validation of projected bipartite networks depends critically on the null model adopted to describe random co-occurrences. Although several null models have been propos…

stat.ME2022★ 7 cited

Two-step estimators of high dimensional correlation matrices

Andrés García-Medina, Salvatore Miccichè, Rosario N. Mantegna

We investigate block diagonal and hierarchical nested stochastic multivariate Gaussian models by studying their sample cross-correlation matrix on high dimensions. By performing nu…

physics.soc-ph2022

Identifying maximal sets of significantly interacting nodes in higher-order networks

Lorenzo Betti, Federico Musciotto, Federico Battiston +1

Filtering methods are fundamental tools for extracting the backbone of complex networks. Systems displaying group interactions, however, open the way to new types of filtering appr…

physics.soc-ph2021

Quantifying the relationship between specialisation and reputation in an online platform

Giacomo Livan, Giuseppe Pappalardo, Rosario N. Mantegna

Online platforms experience a tension between decentralisation and incentives to steer user behaviour, which are usually implemented through digital reputation systems. We provide…

physics.soc-ph2021

Detecting informative higher-order interactions in statistically validated hypergraphs

Federico Musciotto, Federico Battiston, Rosario N. Mantegna

Recent empirical evidence has shown that in many real-world systems, successfully represented as networks, interactions are not limited to dyads, but often involve three or more ag…

physics.soc-ph2020★ 3 cited

Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry

Fabio Ciulla, Rosario N. Mantegna

We perform a large scale analysis of a list of fintech terms in (i) news and blogs in English language and (ii) professional descriptions of companies operating in many countries.…