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Mauro Politi - Publications

Affiliations: 
2005-2008 Physics University of Milan, Milano, Lombardia, Italy 
Area:
Econophysics
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9 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2015 Iori G, Politi M, Germano G, Gabbi G. Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market Lse Research Online Documents On Economics. 179-202. DOI: 10.12831/82212  0.49
2012 Politi M, Millot N, Chakraborti A. The near-extreme density of intraday log-returns Physica a: Statistical Mechanics and Its Applications. 391: 147-155. DOI: 10.1016/J.Physa.2011.05.029  0.472
2011 Hernández-Montoya AR, Coronel-Brizio HF, Stevens-Ramírez GA, Rodríguez-Achach M, Politi M, Scalas E. Emerging properties of financial time series in the "Game of Life". Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 84: 066104. PMID 22304152 DOI: 10.1103/Physreve.84.066104  0.568
2011 Politi M, Kaizoji T, Scalas E. Full characterization of the fractional Poisson process Epl (Europhysics Letters). 96: 20004. DOI: 10.1209/0295-5075/96/20004  0.615
2010 Politi M, Scalas E, Fulger D, Germano G. Spectral densities of Wishart-Lévy free stable random matrices: Analytical results and Monte Carlo validation European Physical Journal B. 73: 13-22. DOI: 10.1140/Epjb/E2009-00360-7  0.467
2010 Germano G, Politi M, Scalas E, Schilling RL. Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case Communications in Nonlinear Science and Numerical Simulation. 15: 1583-1588. DOI: 10.1016/J.Cnsns.2009.06.010  0.643
2009 Germano G, Politi M, Scalas E, Schilling RL. Stochastic calculus for uncoupled continuous-time random walks. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 79: 066102. PMID 19658559 DOI: 10.1103/Physreve.79.066102  0.67
2008 Politi M, Scalas E. Fitting the empirical distribution of intertrade durations Physica a: Statistical Mechanics and Its Applications. 387: 2025-2034. DOI: 10.1016/J.Physa.2007.11.018  0.602
2007 Politi M, Scalas E. Activity spectrum from waiting-time distribution Physica a: Statistical Mechanics and Its Applications. 383: 43-48. DOI: 10.1016/J.Physa.2007.04.086  0.591
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