Roy Cerqueti
Sapienza Università di Roma
H-index: 24
Europe-Italy
Top articles of Roy Cerqueti
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Higher-order assortativity for directed weighted networks and Markov chains | European Journal of Operational Research | Alberto Arcagni Roy Cerqueti Rosanna Grassi | 2024/2/29 |
A Rényi-type quasimetric with random interference detection | Knowledge and Information Systems | Roy Cerqueti Mario Maggi | 2024/4/9 |
Multiway clustering with time-varying parameters | Computational statistics | Roy Cerqueti Raffaele Mattera Germana Scepi | 2024/2 |
Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment | Finance Research Letters | Roy Cerqueti Francesca Pampurini Anna Grazia Quaranta Saverio Storani | 2024/4/1 |
The inherent randomness of news virality on social media | arXiv preprint arXiv:2401.17890 | Emanuele Sangiorgio Matteo Cinelli Roy Cerqueti Walter Quattrociocchi | 2024/1/31 |
A Theory of Best Choice Selection through Objective Arguments Grounded in Linear Response Theory Concepts | Physics | Marcel Ausloos Giulia Rotundo Roy Cerqueti | 2024/3/27 |
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes | Annals of Operations Research | Roy Cerqueti Hayette Gatfaoui Giulia Rotundo | 2024/1/13 |
Economic keywords in political communications and financial markets | Annals of Operations Research | Valerio Ficcadenti Roy Cerqueti | 2024/3/12 |
Gas Price Caps and Volatility Transmission in Commodity and Equity Markets | Available at SSRN 4694451 | Corrado Botta Roy Cerqueti Roberto Savona | 2024 |
A stochastic model for evaluating the peaks of commodities' returns | Applied Stochastic Models in Business and Industry | Roy Cerqueti Raffaele Mattera Alessandro Ramponi | 2024/3 |
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries | Annals of Operations Research | Roy Cerqueti Francesco Cesarone Valerio Ficcadenti | 2024/4/25 |
Anxiety about the pandemic and trust in financial markets | The Annals of Regional Science | Roy Cerqueti Valerio Ficcadenti | 2023/9/15 |
A Benford’s Law view of inspections’ reasonability | Physica a: Statistical Mechanics and Its Applications | Maria Felice Arezzo Roy Cerqueti | 2023/12/15 |
The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets | Journal of Economic Interaction and Coordination | Roy Cerqueti Giulia Rotundo | 2023/4 |
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems | Annals of Operations Research | Jorgen-Vitting Andersen Roy Cerqueti Jessica Riccioni | 2023/7 |
Package ‘HOasso’ | Alberto Arcagni Roy Cerqueti Rosanna Grassi | 2023/9/7 | |
Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series | Annals of Operations Research | Xingyu Dai Roy Cerqueti Qunwei Wang Ling Xiao | 2023/12/14 |
Fuzzy clustering of time series with time-varying memory | International Journal of Approximate Reasoning | Roy Cerqueti Raffaele Mattera | 2023 |
Environmental policies in a Stackelberg differential game | Naval Research Logistics (NRL) | Roy Cerqueti Luca Correani Fabio Di Dio | 2023/6 |
Fuzzy clustering of financial time series based on volatility spillovers | Annals of Operations Research | Roy Cerqueti Pierpaolo D’Urso Livia De Giovanni Raffaele Mattera Vincenzina Vitale | 2023/8/23 |
Co-Authors
