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Statistically Validated Networks in Bipartite Complex Systems

Citations

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Cited by:

  1. Mazzarisi, Piero & Zaoli, Silvia & Lillo, Fabrizio & Delgado, Luis & Gurtner, Gérald, 2020. "New centrality and causality metrics assessing air traffic network interactions," Journal of Air Transport Management, Elsevier, vol. 85(C).
  2. Carlo Campajola & Fabrizio Lillo & Daniele Tantari, 2019. "Unveiling the relation between herding and liquidity with trader lead-lag networks," Papers 1909.10807, arXiv.org, revised Mar 2020.
  3. Han, Rui-Qi & Li, Ming-Xia & Chen, Wei & Zhou, Wei-Xing & Stanley, H. Eugene, 2019. "Structural properties of statistically validated empirical information networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 747-756.
  4. Mercedes Campi & Marco Dueñas & Giorgio Fagiolo, 2019. "How do countries specialize in food production? A complex-network analysis of the global agricultural product space," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2020-48, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
  5. Challet, Damien & Bongiorno, Christian & Pelletier, Guillaume, 2021. "Financial factors selection with knockoffs: Fund replication, explanatory and prediction networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 580(C).
  6. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
  7. Nikolas Michael & Mihai Cucuringu & Sam Howison, 2022. "Option Volume Imbalance as a predictor for equity market returns," Papers 2201.09319, arXiv.org.
  8. Behrouzi, Saman & Shafaeipour Sarmoor, Zahra & Hajsadeghi, Khosrow & Kavousi, Kaveh, 2020. "Predicting scientific research trends based on link prediction in keyword networks," Journal of Informetrics, Elsevier, vol. 14(4).
  9. Chester Curme & Michele Tumminello & Rosario N. Mantegna & H. Eugene Stanley & Dror Y. Kenett, 2015. "Emergence of statistically validated financial intraday lead-lag relationships," Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1375-1386, August.
  10. Michele Tumminello & Christofer Edling & Fredrik Liljeros & Rosario N Mantegna & Jerzy Sarnecki, 2013. "The Phenomenology of Specialization of Criminal Suspects," PLOS ONE, Public Library of Science, vol. 8(5), pages 1-8, May.
  11. repec:wsi:acsxxx:v:21:y:2018:i:08:n:s0219525918500194 is not listed on IDEAS
  12. Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021. "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Annals of Operations Research, Springer, vol. 299(1), pages 177-213, April.
  13. Nicolo Musmeci & Tomaso Aste & Tiziana Di Matteo, 2014. "Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods," Papers 1406.0496, arXiv.org, revised Jan 2015.
  14. Sgrignoli, Paolo & Metulini, Rodolfo & Schiavo, Stefano & Riccaboni, Massimo, 2015. "The relation between global migration and trade networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 245-260.
  15. Marcus Cordi & Serge Kassibrakis & Damien Challet, 2018. "The market nanostructure origin of asset price time reversal asymmetry," Working Papers hal-01966419, HAL.
  16. Leonardo Bargigli, 2013. "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics wp2013_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  17. Leonardo Bargigli & Renato Giannetti, 2015. "The Italian Corporate System: SOEs, Private Firms and Institutions in a Network Perspective (1952-1983)," Working Papers - Economics wp2015_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  18. Basnarkov, Lasko & Stojkoski, Viktor & Utkovski, Zoran & Kocarev, Ljupco, 2020. "Lead–lag relationships in foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
  19. Christian Bongiorno & Damien Challet, 2020. "Nonparametric sign prediction of high-dimensional correlation matrix coefficients," Papers 2001.11214, arXiv.org.
  20. da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017. "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
  21. Delgado, Luis & Gurtner, Gérald & Mazzarisi, Piero & Zaoli, Silvia & Valput, Damir & Cook, Andrew & Lillo, Fabrizio, 2021. "Network-wide assessment of ATM mechanisms using an agent-based model," Journal of Air Transport Management, Elsevier, vol. 95(C).
  22. Anshul Verma & Orazio Angelini & Tiziana Di Matteo, 2019. "A new set of cluster driven composite development indicators," Papers 1911.11226, arXiv.org, revised Mar 2020.
  23. Basnarkov, Lasko & Stojkoski, Viktor & Utkovski, Zoran & Kocarev, Ljupco, 2019. "Correlation patterns in foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1026-1037.
  24. Vincenzo G. Genova & Michele Tumminello & Fabio Aiello & Massimo Attanasio, 2021. "A network analysis of student mobility patterns from high school to master’s," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(5), pages 1445-1464, December.
  25. Jeroen van Lidth de Jeude & Riccardo Di Clemente & Guido Caldarelli & Fabio Saracco & Tiziano Squartini, 2019. "Reconstructing Mesoscale Network Structures," Complexity, Hindawi, vol. 2019, pages 1-13, January.
  26. Huang, Wei-Qiang & Yao, Shuang & Zhuang, Xin-Tian & Yuan, Ying, 2017. "Dynamic asset trees in the US stock market: Structure variation and market phenomena," Chaos, Solitons & Fractals, Elsevier, vol. 94(C), pages 44-53.
  27. Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
  28. Souza, Thársis T.P. & Aste, Tomaso, 2019. "Predicting future stock market structure by combining social and financial network information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
  29. Leto Peel & Tiago P. Peixoto & Manlio De Domenico, 2022. "Statistical inference links data and theory in network science," Nature Communications, Nature, vol. 13(1), pages 1-15, December.
  30. Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet, 2016. "Statistically validated network of portfolio overlaps and systemic risk," Post-Print hal-01705092, HAL.
  31. Adele Ravagnani & Fabrizio Lillo & Paola Deriu & Piero Mazzarisi & Francesca Medda & Antonio Russo, 2024. "Dimensionality reduction techniques to support insider trading detection," Papers 2403.00707, arXiv.org.
  32. M. Raddant & T. Di Matteo, 2023. "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
  33. Baltakienė, Margarita & Kanniainen, Juho & Baltakys, Kęstutis, 2021. "Identification of information networks in stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
  34. Piero Mazzarisi & Silvia Zaoli & Carlo Campajola & Fabrizio Lillo, 2020. "Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages," Papers 2005.01160, arXiv.org, revised May 2021.
  35. Lin, Li & Guo, Xin-Yu, 2019. "Identifying fragility for the stock market: Perspective from the portfolio overlaps network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 132-151.
  36. Marcus Cordi & Damien Challet & Serge Kassibrakis, 2021. "The market nanostructure origin of asset price time reversal asymmetry," Quantitative Finance, Taylor & Francis Journals, vol. 21(2), pages 295-304, February.
  37. Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015. "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 98-116.
  38. Raddant, Matthias & Kenett, Dror Y., 2021. "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, vol. 110(C).
  39. Matteo Cinelli & Valerio Ficcadenti & Jessica Riccioni, 2021. "The interconnectedness of the economic content in the speeches of the US Presidents," Annals of Operations Research, Springer, vol. 299(1), pages 593-615, April.
  40. Damien Challet & R'emy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis, 2016. "Statistically validated lead-lag networks and inventory prediction in the foreign exchange market," Papers 1609.04640, arXiv.org, revised Jul 2018.
  41. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
  42. Michele Tumminello & Fabrizio Lillo & Jyrki Piilo & Rosario N. Mantegna, 2011. "Identification of clusters of investors from their real trading activity in a financial market," Papers 1107.3942, arXiv.org.
  43. Matteo Cinelli & Valerio Ficcadenti & Jessica Riccioni, 2020. "The interconnectedness of the economic content in the speeches of the US Presidents," Papers 2002.07880, arXiv.org.
  44. Maulana, Ardian & Situngkir, Hokky, 2020. "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper 101957, University Library of Munich, Germany.
  45. Musmeci, Nicoló & Aste, Tomaso & Di Matteo, T., 2015. "Relation between financial market structure and the real economy: comparison between clustering methods," LSE Research Online Documents on Economics 61644, London School of Economics and Political Science, LSE Library.
  46. Chester Curme & H. Eugene Stanley & Irena Vodenska, 2015. "Coupled Network Approach To Predictability Of Financial Market Returns And News Sentiments," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(07), pages 1-26, November.
  47. Musciotto, Federico & Marotta, Luca & Miccichè, Salvatore & Piilo, Jyrki & Mantegna, Rosario N., 2016. "Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 267-278.
  48. Yanquen, Eduardo & Livan, Giacomo & Montañez-Enriquez, Ricardo & Martinez-Jaramillo, Serafin, 2022. "Measuring systemic risk for bank credit networks: A multilayer approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
  49. Bargigli, L. & Giannetti, R., 2018. "The Italian corporate system in a network perspective (1952–1983)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 367-379.
  50. Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna, 2015. "Backbone of credit relationships in the Japanese credit market," Papers 1511.06870, arXiv.org.
  51. Mazzarisi, Piero & Zaoli, Silvia & Campajola, Carlo & Lillo, Fabrizio, 2020. "Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
  52. Coronnello, Claudia & Tumminello, Michele & Miccichè, Salvatore, 2016. "Gene-based and semantic structure of the Gene Ontology as a complex network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 313-328.
  53. Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe, 2019. "When financial economics influences physics: The role of Econophysics," International Review of Financial Analysis, Elsevier, vol. 65(C).
  54. Corrêa, Edilson A. & Marinho, Vanessa Q. & Amancio, Diego R., 2020. "Semantic flow in language networks discriminates texts by genre and publication date," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
  55. Piero Mazzarisi & Adele Ravagnani & Paola Deriu & Fabrizio Lillo & Francesca Medda & Antonio Russo, 2022. "A machine learning approach to support decision in insider trading detection," Papers 2212.05912, arXiv.org.
  56. Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2014. "Risk diversification: a study of persistence with a filtered correlation-network approach," Papers 1410.5621, arXiv.org.
  57. Xiao-Qian Sun & Hua-Wei Shen & Xue-Qi Cheng & Zhao-Yang Wang, 2012. "Degree-Strength Correlation Reveals Anomalous Trading Behavior," PLOS ONE, Public Library of Science, vol. 7(10), pages 1-9, October.
  58. Campi, Mercedes & Dueñas, Marco, 2022. "Clusters and Resilience during the COVID–19 Crisis: Evidence from Colombian Exporting Firms," IDB Publications (Working Papers) 12527, Inter-American Development Bank.
  59. Th'arsis T. P. Souza & Tomaso Aste, 2018. "Predicting future stock market structure by combining social and financial network information," Papers 1812.01103, arXiv.org.
  60. Christian Bongiorno & Damien Challet, 2022. "Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy," Papers 2206.10173, arXiv.org.
  61. Puccio, Elena & Pajala, Antti & Piilo, Jyrki & Tumminello, Michele, 2016. "Structure and evolution of a European Parliament via a network and correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 167-185.
  62. Nicoló Musmeci & Tomaso Aste & T Di Matteo, 2015. "Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-24, March.
  63. Anshul Verma & Riccardo Junior Buonocore & Tiziana di Matteo, 2017. "A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering," Papers 1712.02138, arXiv.org, revised May 2018.
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