55 citations · 520 across the 34 of their papers we have counts for
39 papers
Manipulation testing based on Benford's Law for discrete scores
Roy Cerqueti, Marco Ventura
This paper addresses the problem of running variable manipulation in Regression Discontinuity Designs. Leveraging the observation that manipulation often alters the density balance…
Higher order assortativity for directed weighted networks and Markov chains
Alberto Arcagni, Roy Cerqueti, Rosanna Grassi
This paper proposes a new class of assortativity measures for weighted and directed networks. We extend the classical Newman's degree-degree assortativity by considering nodes' att…
Markov Chain Monte Carlo for generating ranked textual data
Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi +1
This paper faces a central theme in applied statistics and information science, which is the assessment of the stochastic structure of rank-size laws in text analysis. We consider…
Severe testing of Benford's law
Roy Cerqueti, Claudio Lupi
Benford's law is often used as a support to critical decisions related to data quality or the presence of data manipulations or even fraud. However, many authors argue that convent…
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems
Jorgen Vitting Andersen, Roy Cerqueti, Jessica Riccioni
Here we introduce the idea of using rational expectations, a core concept in economics and finance, as a tool to predict the optimal failure time for a wide class of weighted k-out…
Tsallis entropy for cross-shareholding network configurations
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
In this work, we develop the Tsallis entropy approach for examining the cross-shareholding network of companies traded on the Italian stock market. In such a network, the nodes rep…
Model-based fuzzy time series clustering of conditional higher moments
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
This paper develops a new time series clustering procedure allowing for heteroskedasticity, non-normality and model's non-linearity. At this aim, we follow a fuzzy approach. Specif…
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy
Roy Cerqueti, Raffaella Coppier, Alessandro Girardi +1
This paper estimates the effects of non-pharmaceutical interventions - mainly, the lockdown - on the COVID-19 mortality rate for the case of Italy, the first Western country to imp…
Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs : Voronoi clustering and outlier effects perspective
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano +1
This paper analyzes the connection between innovation activities of companies -- implemented before a financial crisis -- and their performance -- measured after such a time of cri…
Anxiety for the pandemic and trust in financial markets
Roy Cerqueti, Valerio Ficcadenti
The COVID-19 pandemic has generated disruptive changes in many fields. Here we focus on the relationship between the anxiety felt by people during the pandemic and the trust in the…
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos +1
This paper deals with a quantitative analysis of the content of official political speeches. We study a set of about one thousand talks pronounced by the US Presidents, ranging fro…
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
Recently, cryptocurrencies have attracted a growing interest from investors, practitioners and researchers. Nevertheless, few studies have focused on the predictability of them. In…
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals
Roy Cerqueti, Luca De Benedictis, Valerio Leone Sciabolazza
This paper generalizes the original Schelling (1969, 1971a,b, 2006) model of racial and residential segregation to a context of variable externalities due to social linkages. In a…
Influence measures in subnetworks using vertex centrality
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
This work deals with the issue of assessing the influence of a node in the entire network and in the subnetwork to which it belongs as well, adapting the classical idea of vertex c…
Constrained Monte Carlo Markov Chains on Graphs
Roy Cerqueti, Emilio De Santis
This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical…
A joint text mining-rank size investigation of the rhetoric structures of the US Presidents' speeches
Valerio Ficcadenti, Roy Cerqueti, Marcel Ausloos
This work presents a text mining context and its use for a deep analysis of the messages delivered by the politicians. Specifically, we deal with an expert systems-based exploratio…
Stratified communities in complex business networks
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
This paper presents a new definition of the community structure of a network, which takes also into account how communities are stratified. In particular, we extend the standard co…
Systemic risk assessment through high order clustering coefficient
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the struct…
Measuring network resilience through connection patterns
Roy Cerqueti, Giovanna Ferraro, Antonio Iovanella
Networks are at the core of modeling many engineering contexts, mainly in the case of infrastructures and communication systems. The resilience of a network, which is the property…
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective
Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano +1
This paper analyzes the connection between innovation activities of companies -- implemented before crisis -- and their performance -- measured at time of crisis. The companies lis…
Intriguing yet simple skewness - kurtosis relation in economic and demographic data distributions; pointing to preferential attachment processes
Marcel Ausloos, Roy Cerqueti
In this paper, we propose that relations between high order moments of data distributions, for example between the skewness (S) and kurtosis (K), allow to point to theoretical mode…
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011
Marcel Ausloos, Roy Cerqueti, Tariq A. Mir
This dataset contains the annual aggregated income taxes of all the Italian municipalities over the years 2007-2011. Data are clustered over the Italian regions and provinces. The…
Investigating the configurations in cross-shareholding: a joint copula-entropy approach
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
--- the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the l…
SME investment best strategies. Outliers for assessing how to optimize performance
Marcel Ausloos, Roy Cerqueti, Francesca Bartolacci +1
Any research on strategies for reaching business excellence aims at revealing the appropriate course of actions any executive should consider. Thus, discussions take place on how e…