Zobrazeno 1 - 10
of 94
pro vyhledávání: '"Micciche, Salvatore"'
Autor:
Miccichè, Salvatore
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the possibilit
Externí odkaz:
http://arxiv.org/abs/2405.11539
We investigate block diagonal and hierarchical nested stochastic multivariate Gaussian models by studying their sample cross-correlation matrix on high dimensions. By performing numerical simulations, we compare a filtered sample cross-correlation wi
Externí odkaz:
http://arxiv.org/abs/2212.14650
Autor:
Miccichè, Salvatore
Publikováno v:
Chaos, Solutions & Fractals, 171, 113458 (2023)
Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at hand. This
Externí odkaz:
http://arxiv.org/abs/2209.14388
Network dismantling is a relevant research area in network science, gathering attention both from a theoretical and an operational point of view. Here, we propose a general framework for dismantling that prioritizes the removal of nodes that bridge t
Externí odkaz:
http://arxiv.org/abs/2209.14077
We develop a greedy algorithm that is fast and scalable in the detection of a nested partition extracted from a dendrogram obtained from hierarchical clustering of a multivariate series. Our algorithm provides a $p$-value for each clade observed in t
Externí odkaz:
http://arxiv.org/abs/1906.06908
Publikováno v:
Proceedings of the International School of Physics "Enrico Fermi", Volume 203: Computational Social Science and Complex Systems, (2019)
In this contribution we discuss some approaches of network analysis providing information about single links or single nodes with respect to a null hypothesis taking into account the heterogeneity of the system empirically observed. With this approac
Externí odkaz:
http://arxiv.org/abs/1902.07074
Publikováno v:
Physica A, 512, 1032-1043, (2018)
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 different bootstrap procedures provide partly distinct information that can be highly info
Externí odkaz:
http://arxiv.org/abs/1802.03395
Publikováno v:
Phys. Rev. E 96, 022321 (2017)
We use the information present in a bipartite network to detect cores of communities of each set of the bipartite system. Cores of communities are found by investigating statistically validated projected networks obtained using information present in
Externí odkaz:
http://arxiv.org/abs/1704.01524
Publikováno v:
JATM, 59, 26-43, (2017)
In this paper we present a simulator allowing to perform policy experiments relative to the air traffic management. Different SESAR solutions can be implemented in the model to see the reaction of the different stakeholders as well as other relevant
Externí odkaz:
http://arxiv.org/abs/1606.04241
Autor:
Marotta, Luca, Miccichè, Salvatore, Fujiwara, Yoshi, Iyetomi, Hiroshi, Aoyama, Hideaki, Gallegati, Mauro, Mantegna, Rosario N.
Publikováno v:
EPJ Data Science, 5 (10), 1-14, (2016)
We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a backbone that i
Externí odkaz:
http://arxiv.org/abs/1511.06870