Roy Cerqueti
Sapienza Università di Roma
H-index: 24
Europe-Italy
Top articles of Roy Cerqueti
Gas Price Caps and Volatility Transmission in Commodity and Equity Markets
Available at SSRN 4694451
2024
Roy Cerqueti
H-Index: 16
Roberto Savona
H-Index: 7
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries
Annals of Operations Research
2024/4/25
A Rényi-type quasimetric with random interference detection
Knowledge and Information Systems
2024/4/9
Roy Cerqueti
H-Index: 16
Mario Maggi
H-Index: 64
Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment
Finance Research Letters
2024/4/1
Roy Cerqueti
H-Index: 16
Anna Grazia Quaranta
H-Index: 7
A Theory of Best Choice Selection through Objective Arguments Grounded in Linear Response Theory Concepts
Physics
2024/3/27
Roy Cerqueti
H-Index: 16
Economic keywords in political communications and financial markets
Annals of Operations Research
2024/3/12
Valerio Ficcadenti
H-Index: 2
Roy Cerqueti
H-Index: 16
A stochastic model for evaluating the peaks of commodities' returns
Applied Stochastic Models in Business and Industry
2024/3
Higher-order assortativity for directed weighted networks and Markov chains
European Journal of Operational Research
2024/2/29
Multiway clustering with time-varying parameters
Computational statistics
2024/2
Roy Cerqueti
H-Index: 16
Raffaele Mattera
H-Index: 2
The inherent randomness of news virality on social media
arXiv preprint arXiv:2401.17890
2024/1/31
Roy Cerqueti
H-Index: 16
Walter Quattrociocchi
H-Index: 30
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes
Annals of Operations Research
2024/1/13
Roy Cerqueti
H-Index: 16
Hayette Gatfaoui
H-Index: 7
A Benford’s Law view of inspections’ reasonability
Physica a: Statistical Mechanics and Its Applications
2023/12/15
Maria Felice Arezzo
H-Index: 8
Roy Cerqueti
H-Index: 16
Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series
Annals of Operations Research
2023/12/14
Roy Cerqueti
H-Index: 16
Ling Xiao
H-Index: 0
Games on graphs with coalitions
Journal of the Operational Research Society
2023/12/1
Roy Cerqueti
H-Index: 16
Fuzzy clustering of time series based on weighted conditional higher moments
Computational Statistics
2023/11/5
Financial interbanking networks resilience under shocks propagation
Annals of Operations Research
2023/11
Roy Cerqueti
H-Index: 16
Giovanna Ferraro
H-Index: 10
Anxiety about the pandemic and trust in financial markets
The Annals of Regional Science
2023/9/15
Roy Cerqueti
H-Index: 16
Valerio Ficcadenti
H-Index: 2
Fuzzy clustering of financial time series based on volatility spillovers
Annals of Operations Research
2023/8/23
Benford's Law for economic data reliability: The case of tourism flows in Sicily
Chaos, Solitons & Fractals
2023/8/1
Roy Cerqueti
H-Index: 16
Davide Provenzano
H-Index: 5
Co-Authors
