Proceedings of
International Conferences


Proceedings

2005 
 T. Aste, T. Di Matteo,
M.Tumminello, R. N. Mantegna, Correlation
filtering in financial time series Published
in Noise and Fluctuations in
Econophysics and Finance, Edited
by D. Abbott, J.  P. Bouchaud, X. Gabaix,
J. L. McCauley, Proc. of SPIE, Vol. 5848
(SPIE, Bellingham, WA, 2005) 100109. (Invited
Paper)

 Salvatore Miccichè, Fabrizio
Lillo, Rosario N. Mantegna, Correlation
based hierarchical clustering in financial
time series. in E. Maiorana Conferences special series
(Word Scientific, in press), Proceedings
of: 31st Workshop of the international School
of Solid State Physics "Complexity, metastability
and nonextensivity", 2026 July 2004, Erice,
Sicily, Italy edited by C. Beck, A. Rapisarda,
C. Tsallis

2004 
 Salvatore Miccichè, Fabrizio
Lillo, Giovanni Bonanno, Rosario N. Mantegna,
Univariate
and multivariate statistical aspects of
equity volatility. in Application of Econophysics
(Springer Verlag, Tokio), Proceedings
of: "The Second Nikkey Econophysics Research
Workshop and Symposium", 1214 November
2002, Tokio, Japan edited by H. Takayasu

 Fabrizio Lillo, J. Doyne Farmer,
Rosario N. Mantegna, Price
Impact function of a single transaction.
in The complex dynamics of economic interaction.
Essays in Economics and Econophysics Series:
Lecture Notes in Economics and Mathematical
Systems, vol 531. edited by M. Gallegati,
A.P. Kirman, M. Marsili

 Fabrizio Lillo,
Rosario N. Mantegna, Modeling
the dynamics of a financial index
after a crash. in The complex dynamics of
economic interaction. Essays in Economics
and Econophysics Series: Lecture Notes in
Economics and Mathematical Systems, vol
531. edited by M. Gallegati, A.P. Kirman,
M. Marsili


 Zoltán Palágyi,
Gábor Kórösi and Rosario
N. Mantegna, High Frequency Data Analisys
in an Emerging and Developed Market, in
Empirical Science of Financial Fluctuations,
The Advent of Econophysics, ed. by H.
Takayasu, (SpringerVerlag, Tokyo, 2002)
pp. 102109.

2002 

 Giovanni Bonanno, Fabrizio
Lillo, Salvatore Miccichè and Rosario
N. Mantegna, Hierarchical Structures in Complex Systems: from
DNA to Financial Markets, in Attractors,
signals and Synergetics, ed. by W.Klonowski
(Pabst, Science Publisher, 2002) pp. 6279.

2001 
 Giovanni Bonanno, Fabrizio
Lillo and Rosario N. Mantegna, 1/f
and 1/f^{2} Noise in Financial Time Series, Proc. of
the 16th International Conference on Noise
in Physical Systems and 1/f Fluctuations
ICNF 2001 (World Scientific, 2001) pp. 791796.

2000 
 Rosario N. Mantegna and
Bernardo Spagnolo, Experimental
Studies of Noise Induced Phenomena in a
tunnel Diode, in Stochastic Processes in
Physics, Chemistry, and Biology,
Edited by Jan Freund and Thorsten Poeschel,
(Lecture notes in physics 557, SpringerVerlag,
Berlin, 2000) pp. 327337.

 Fabrizio Lillo and Rosario
N. Mantegna, A
Study of a Class of PowerLaw Tail Quantum
Wave Packets, Proc. of the
VI CRRNSM Conference, Palermo, Italy,
2000, Edited by A. Messina et al., (American
Institute of Physics, Melville, New York,
2000) pp. 134137.

 Rosario N. Mantegna and
Bernardo Spagnolo, Resonant
Activation in a Tunnel Diode: An Experimental
Study, Proc. of the Conference Stochastic
and Chaotic Dynamics in The Lakes, Ambleside,
UK, 1999, Edited by D.S. Broomhead, E.A.
Luchinskaya, P.V.E. McClintock and T. Mullin
(American Institute of Physics, Melville,
New York 2000) pp. 301306.




