34 citations · 63 across the 8 of their papers we have counts for
20 papers
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…
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…