Search Results - "Micciche, S."

Understanding the determinants of volatility clustering in terms of stationary Markovian processes by Miccichè, S.

“…Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic…”
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First passage time distribution of stationary Markovian processes by Micciche, S

“…We investigate how the correlation properties of a stationary Markovian stochastic process affect its First Passage Time Distribution (FPTD). With explicit…”
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A numerical recipe for the computation of stationary stochastic processes’ autocorrelation function by Miccichè, S.

“…Many natural phenomena exhibit a stochastic nature that one attempts at modelling by using stochastic processes of different types. In this context, often one…”
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Distribution of Heavy Metals in Marine Sediments of Palermo Gulf (Sicily, Italy) by Tranchina, L, Basile, S, Brai, M, Caruso, A, Cosentino, C, Miccichè, S

“…Concentrations of Cr, Cu, Hg, Pb and Zn have been measured, by atomic absorption spectrophotometry, in the fine fraction (<63 μm) of surface sediments…”
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Exploring the landscape of dismantling strategies based on the community structure of networks by Musciotto, F., Miccichè, S.

“…Network dismantling is a relevant research area in network science, gathering attention both from a theoretical and an operational point of view. Here, we…”
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Anagraphical relationships and crime specialization within Cosa Nostra by Tumminello, M., Petruzzella, F., Ferrara, C., Miccichè, S.

“…•We characterize the relations established within Cosa Nostra.•A network representation helps in describing Cosa Nostra at three levels.○clans: not specialized…”
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Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes by Spanò, M., Lillo, F., Miccichè, S., Mantegna, R. N.

“…By performing a comprehensive study on 1832 segments of 1212 complete genomes of viruses, we show that in viral genomes the hairpin structures of…”
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Bootstrap validation of links of a minimum spanning tree by Musciotto, F., Marotta, L., Miccichè, S., Mantegna, R.N.

“…We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two…”
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Networks of equities in financial markets by BONANNO, G, CALDARELLI, G, LILLO, F, MICCICHE, S, VANDEWALLE, N, MANTEGNA, R. N

“…We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial…”
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An empirically grounded agent based simulator for the air traffic management in the SESAR scenario by Gurtner, G., Bongiorno, C., Ducci, M., Miccichè, S.

“…In this paper we present a simulator allowing to perform policy experiments relative to the air traffic management. Different SESAR solutions can be…”
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Alexithymia and personality traits of patients with inflammatory bowel disease by La Barbera, D., Bonanno, B., Rumeo, M. V., Alabastro, V., Frenda, M., Massihnia, E., Morgante, M. C., Sideli, L., Craxì, A., Cappello, M., Tumminello, M., Miccichè, S., Nastri, L.

“…Psychological factors, specific lifestyles and environmental stressors may influence etiopathogenesis and evolution of chronic diseases. We investigate the…”
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Housing of dogs and cats in shelters and kennels in Switzerland by Miccichè, S, Steiger, A

“…The study deals with the situation regarding housing of dogs and cats in Swiss shelters and kennels. In shelters, dogs were mainly held inside a cubicle with a…”
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Statistical characterization of deviations from planned flight trajectories in air traffic management by Bongiorno, C., Gurtner, G., Lillo, F., Mantegna, R.N., Miccichè, S.

“…Understanding the relation between planned and realized flight trajectories and the determinants of flight deviations is of great importance in air traffic…”
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Infrared asymptotic dynamics of gauge invariant charged fields: QED versus QCD by d’Emilio, E., Miccichè, S.

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The Extensions of Gravitational Soliton Solutions with Real Poles by Griffiths, J. B., Micciche, S.

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Posidonia oceanica as a Historical Monitor Device of Lead Concentration in Marine Environment by Tranchina, L, Miccichè, S, Bartolotta, A, Brai, M, Mantegna, R. N

“…We show that Posidonia oceanica is able to reliably monitor the variability of environmental lead (Pb). We analyze lead concentration measured in the scales…”
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Degree stability of a minimum spanning tree of price return and volatility by Miccichè, Salvatore, Bonanno, Giovanni, Lillo, Fabrizio, N. Mantegna, Rosario

“…We investigate the time series of the degree of minimum spanning trees (MSTs) obtained by using a correlation-based clustering procedure which starts from (i)…”
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The Weber-Wheeler-Bonnor pulse and phase shifts in gravitational soliton interactions by Griffiths, J.B., Micciché, S.

“…The WWB cylindrical pulse solution and the equivalent G 2 solution are analyzed particularly as the wave is reflected off the axis. Apparent phase shifts are…”
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Volatility in financial markets: stochastic models and empirical results by Miccichè, Salvatore, Bonanno, Giovanni, Lillo, Fabrizio, Mantegna, Rosario N

“…We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of…”
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Scaling and data collapse for the mean exit time of asset prices by Montero, Miquel, Perelló, Josep, Masoliver, Jaume, Lillo, Fabrizio, Miccichè, Salvatore, Mantegna, Rosario N

“…We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of…”
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