scispace - formally typeset
S

Salvatore Miccichè

Researcher at University of Palermo

Publications -  103
Citations -  2503

Salvatore Miccichè is an academic researcher from University of Palermo. The author has contributed to research in topics: Volatility (finance) & Financial market. The author has an hindex of 23, co-authored 97 publications receiving 2237 citations. Previous affiliations of Salvatore Miccichè include Loughborough University & Istituto Nazionale di Fisica Nucleare.

Papers
More filters
Journal ArticleDOI

Networks of equities in financial markets

Giovanni Bonanno, +6 more
- 01 Mar 2004 - 
TL;DR: In this paper, the authors review the recent approach of correlation based networks of financial equities and investigate portfolio of stocks at different time horizons, financial indices and volatility time series and show that meaningful economic information can be extracted from noise dressed correlation matrices.
Journal ArticleDOI

Statistically Validated Networks in Bipartite Complex Systems

Michele Tumminello, +7 more
- 31 Mar 2011 - 
TL;DR: An unsupervised method is introduced to statistically validate each link of a projected network against a null hypothesis that takes into account system heterogeneity, and identifies those relationships between elements of the projected network that cannot be explained simply by system heterogeneity.
Journal ArticleDOI

Spanning Trees and bootstrap reliability estimation in correlation based networks

Michele Tumminello, +8 more
- 01 Jul 2007 - 
TL;DR: It is shown that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimumspanning Tree and the average reliability of links is slightly greater than the average unreliable links in the average linkage minimum Spanning tree.
Journal ArticleDOI

Degree stability of a minimum spanning tree of price return and volatility

Salvatore Miccichè, +3 more
- 01 Jun 2003 - 
TL;DR: In this paper, the authors investigated the time series of the degree of minimum spanning trees obtained by using a correlation-based clustering procedure which starts from (i) asset return and (ii) volatility time series.
Journal ArticleDOI

Applying complexity science to air traffic management

Andrew J. Cook, +8 more
- 01 Jan 2015 - 
TL;DR: Complexity science is the multidisciplinary study of complex systems as discussed by the authors, with a specific focus on the application to air traffic management, and it is starting to make important contributions to performance assessment and system design.