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MICHELE TUMMINELLO

Pubblicazioni

Data Titolo Tipologia Scheda
2021 Anagraphical relationships and crime specialization within Cosa Nostra Articolo in rivista Vai
2020 miR-1207-5p Can Contribute to Dysregulation of Inflammatory Response in COVID-19 via Targeting SARS-CoV-2 RNA Articolo in rivista Vai
2020 An improvement of ComiR algorithm for microRNA target prediction by exploiting coding region sequences of mRNAs Articolo in rivista Vai
2019 Covariance and correlation estimators in bipartite complex systems with a double heterogeneity Articolo in rivista Vai
2019 Student mobility in higher education: Sicilian outflow network and chain migrations Articolo in rivista Vai
2019 Household Expenditure on Leisure: a Comparative Study of Italian Households with Children from Y- and Z-Generation Articolo in rivista Vai
2019 Gli strumenti di monitoraggio e controllo e l’analisi quali-quantitativa dei dati sulla percezione del cyber-bullismo da parte degli insegnanti Capitolo o Saggio Vai
2019 RIP-Chip analysis supports different roles for AGO2 and GW182 proteins in recruiting and processing microRNA targets Articolo in rivista Vai
2018 Pricing Sovereign contingent convertible debt Articolo in rivista Vai
2017 Alexithymia and personality traits of patients with inflammatory bowel disease Articolo in rivista Vai
2016 Gene-based and semantic structure of the Gene Ontology as a complex network Articolo in rivista Vai
2016 Autism spectrum disorder in Italy: demand for an integrated epidemiological surveillance system. Articolo in rivista Vai
2016 Structure and evolution of a European Parliament via a network and correlation analysis Articolo in rivista Vai
2015 Designing and pricing guarantee options in defined contribution pension plans Articolo in rivista Vai
2015 Bazaar economics Articolo in rivista Vai
2015 Emergence of statistically validated financial intraday lead-lag relationships Articolo in rivista Vai
2015 Hybrid recommendation methods in complex networks Articolo in rivista Vai
2014 Quantifying preferential trading in the e-MID interbank market Articolo in rivista Vai
2014 Analysis of pipeline accidents in the United States from 1968 to 2009 Articolo in rivista Vai
2014 Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data Articolo in rivista Vai
2014 How news affects the trading behaviour of different categories of investors in a financial market Articolo in rivista Vai
2014 A comparative analysis of the statistical properties of large mobile phone calling networks Articolo in rivista Vai
2014 Networked relationships in the e-MID interbank market: A trading model with memory Articolo in rivista Vai
2013 Quantitative analysis of gender stereotypes and information aggregation in a national election. Articolo in rivista Vai
2013 The Phenomenology of Specialization of Criminal Suspects Articolo in rivista Vai
2012 Identification of clusters of investors from their real trading activity in a financial market Articolo in rivista Vai
2011 Community characterization of heterogeneous complex systems Articolo in rivista Vai
2011 Statistically validated networks in bipartite complex systems Articolo in rivista Vai
2011 Happy Aged People Are All Alike, While Every Unhappy Aged Person Is Unhappy in Its Own Way Articolo in rivista Vai
2011 When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators Articolo in rivista Vai
2011 Evolution of worldwide stock markets, correlation structure, and correlation-based graphs Articolo in rivista Vai
2010 Correlation, hierarchies, and networks in financial markets Articolo in rivista Vai
2010 Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market Articolo in rivista Vai
2009 Networks in biological systems: An investigation of the Gene Ontology as an evolving network Articolo in rivista Vai
2008 Atomic teleportation via cavity QED and position measurements: efficiency analysis Articolo in rivista Vai
2008 Teleportation of atomic states via position measurements Articolo in rivista Vai
2008 Economic Sector Identification in a Set of Stocks Traded at the New York Stock Exchange: A Comparative Analysis Capitolo o Saggio Vai
2008 Generation of hierarchically correlated multivariate symbolic sequences: With an application to the assessment of bootstrap confidence in phylogenetic analysis. Articolo in rivista Vai
2007 Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance Articolo in rivista Vai
2007 Spectral properties of correlation matrices for some hierarchically nested factor models Proceedings (TIPOLOGIA NON ATTIVA) Vai
2007 Correlation based networks of equity returns sampled at different time horizons Articolo in rivista Vai
2007 Hierarchically nested factor model from multivariate data Articolo in rivista Vai
2007 Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis Proceedings (TIPOLOGIA NON ATTIVA) Vai
2007 Kullback-Leibler distance as a measure of information filtered from multivariate data Articolo in rivista Vai
2007 Spanning Trees and bootstrap reliability estimation in correlation based networks Articolo in rivista Vai
2005 Correlation filtering in financial time series Proceedings (TIPOLOGIA NON ATTIVA) Vai
2005 Sector identification in a set of stock return time series traded at the London Stock Exchange Articolo in rivista Vai
2005 On the observability of Bell's inequality violation in the two-atoms optical Stern-Gerlach model Articolo in rivista Vai
2005 A tool for filtering information in complex systems Articolo in rivista Vai
2005 Ultrametric matrices and factor models Proceedings (TIPOLOGIA NON ATTIVA) Vai
2004 Econophysics: a new tool to investigate financial markets Articolo in rivista Vai
2004 Translational dynamics effects on the non local correlations between two atoms Articolo in rivista Vai
2004 The non-dissipative damping of the Rabi oscillations as a which-path information Articolo in rivista Vai
2004 Graphs and financial markets: a new approach Articolo in rivista Vai
2004 Quantum erasure within the optical Stern-Gerlach model Articolo in rivista Vai