Michele Tumminello
Michele Tumminello
Department of Economics, Management, and Statistics, University of Palermo, Italy
Verified email at - Homepage
Cited by
Cited by
A tool for filtering information in complex systems
M Tumminello, T Aste, T Di Matteo, RN Mantegna
Proceedings of the National Academy of Sciences of the United States of …, 2005
Correlation, hierarchies, and networks in financial markets
M Tumminello, F Lillo, RN Mantegna
Journal of economic behavior & organization 75 (1), 40-58, 2010
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
DY Kenett, M Tumminello, A Madi, G Gur-Gershgoren, RN Mantegna, ...
PloS one 5 (12), e15032, 2010
Correlation based networks of equity returns sampled at different time horizons
M Tumminello, T Di Matteo, T Aste, RN Mantegna
The European Physical Journal B 55, 209-217, 2007
Statistically validated networks in bipartite complex systems
M Tumminello, S Micciche, F Lillo, J Piilo, RN Mantegna
PloS one 6 (3), e17994, 2011
Evolution of worldwide stock markets, correlation structure, and correlation-based graphs
DM Song, M Tumminello, WX Zhou, RN Mantegna
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (2 …, 2011
Spanning trees and bootstrap reliability estimation in correlation-based networks
M Tumminello, C Coronnello, F Lillo, S Micciche, RN Mantegna
International Journal of Bifurcation and Chaos 17 (07), 2319-2329, 2007
Identification of clusters of investors from their real trading activity in a financial market
M Tumminello, F Lillo, J Piilo, RN Mantegna
New Journal of Physics 14 (1), 013041, 2012
How news affects the trading behaviour of different categories of investors in a financial market
F Lillo, S Miccichè, M Tumminello, J Piilo, RN Mantegna
Quantitative Finance 15 (2), 213-229, 2015
Sector identification in a set of stock return time series traded at the London Stock Exchange
C Coronnello, M Tumminello, F Lillo, S Miccichè, RN Mantegna
arXiv preprint cond-mat/0508122, 2005
Networked relationships in the e-MID interbank market: A trading model with memory
G Iori, RN Mantegna, L Marotta, S Micciche, J Porter, M Tumminello
Journal of Economic Dynamics and Control 50, 98-116, 2015
Emergence of statistically validated financial intraday lead-lag relationships
C Curme, M Tumminello, RN Mantegna, HE Stanley, DY Kenett
Quantitative Finance 15 (8), 1375-1386, 2015
Kullback-Leibler distance as a measure of the information filtered from multivariate data
M Tumminello, F Lillo, RN Mantegna
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 76 (3 …, 2007
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
E Pantaleo, M Tumminello, F Lillo, RN Mantegna
Quantitative Finance 11 (7), 1067-1080, 2011
Quantifying preferential trading in the e-MID interbank market
V Hatzopoulos, G Iori, RN Mantegna, S Micciche, M Tumminello
Quantitative Finance 15 (4), 693-710, 2015
Analysis of pipeline accidents in the United States from 1968 to 2009
K Siler-Evans, A Hanson, C Sunday, N Leonard, M Tumminello
International journal of critical infrastructure protection 7 (4), 257-269, 2014
Hierarchically nested factor model from multivariate data
M Tumminello, F Lillo, RN Mantegna
Europhysics Letters 78 (3), 30006, 2007
Community characterization of heterogeneous complex systems
M Tumminello, S Micciche, F Lillo, J Varho, J Piilo, RN Mantegna
Journal of Statistical Mechanics: Theory and Experiment 2011 (01), P01019, 2011
Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data
MX Li, V Palchykov, ZQ Jiang, K Kaski, J Kertész, S Micciche, ...
New Journal of Physics 16 (8), 083038, 2014
A comparative analysis of the statistical properties of large mobile phone calling networks
MX Li, ZQ Jiang, WJ Xie, S Miccichè, M Tumminello, WX Zhou, ...
Scientific reports 4 (1), 5132, 2014
The system can't perform the operation now. Try again later.
Articles 1–20