90 citations · 183 across the 5 of their papers we have counts for
6 papers
The multiplex dependency structure of financial markets
Nicoló Musmeci, Vincenzo Nicosia, Tomaso Aste +2
We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets. In particular, we consider multiplex networks made of…
What does past correlation structure tell us about the future? An answer from network filtering
Nicoló Musmeci, Tomaso Aste, Tiziana Di Matteo
We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information f…
Risk diversification: a study of persistence with a filtered correlation-network approach
Nicoló Musmeci, Tomaso Aste, Tiziana Di Matteo
The evolution with time of the correlation structure of equity returns is studied by means of a filtered network approach investigating persistences and recurrences and their impli…
Reconstructing topological properties of complex networks using the fitness model
Giulio Cimini, Tiziano Squartini, Nicolò Musmeci +5
A major problem in the study of complex socioeconomic systems is represented by privacy issuesthat can put severe limitations on the amount of accessible information, forcing to…
Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods
Nicolo Musmeci, Tomaso Aste, Tiziana Di Matteo
We quantify the amount of information filtered by different hierarchical clustering methods on correlations between stock returns comparing it with the underlying industrial activi…
Bootstrapping topology and systemic risk of complex network using the fitness model
Nicoló Musmeci, Stefano Battiston, Guido Caldarelli +2
We present a novel method to reconstruct complex network from partial information. We assume to know the links only for a subset of the nodes and to know some non-topological quant…