Search Results for author: Giacomo Livan

Found 4 papers, 1 papers with code

Modeling and Simulation of Financial Returns under Non-Gaussian Distributions

no code implementations6 Feb 2023 Federica De Domenico, Giacomo Livan, Guido Montagna, Oreste Nicrosini

It is well known that the probability distribution of high-frequency financial returns is characterized by a leptokurtic, heavy-tailed shape.

Management

The Impact Of Noise And Topology On Opinion Dynamics In Social Networks

1 code implementation23 Oct 2020 Samuel Stern, Giacomo Livan

We investigate the impact of noise and topology on opinion diversity in social networks.

Social and Information Networks Physics and Society

A network perspective on intermedia agenda-setting

no code implementations14 Feb 2020 Samuel Stern, Giacomo Livan, Robert E. Smith

In Communication Theory, intermedia agenda-setting refers to the influence that different news sources may have on each other, and how this subsequently affects the breadth of information that is presented to the public.

Physics and Society Computers and Society Social and Information Networks

Maximum Entropy approach to multivariate time series randomization

no code implementations1 Jul 2019 Riccardo Marcaccioli, Giacomo Livan

Typically, this is done via hypothesis testing: the statistical properties of the empirical time series are tested against those expected under a suitable null hypothesis.

Time Series Time Series Analysis

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