Roy Cerqueti

Pubblicazioni

Titolo Pubblicato in Anno
Inference of social media opinion trends in 2022 Italian elections EXPERT SYSTEMS WITH APPLICATIONS 2025
Evaluating the effect of viral posts on social media engagement SCIENTIFIC REPORTS 2025
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory PHYSICA. A 2025
Systemic resilience of networked commodities ENERGY ECONOMICS 2025
Mapping socio-environmental policy integration in the European Union: A multilayer network approach JOURNAL OF CLEANER PRODUCTION 2025
Measuring unit relevance and stability in hierarchical spatio-temporal clustering SPATIAL STATISTICS 2025
Fuzzy group fixed-effects estimation with spatial clustering ASTA ADVANCES IN STATISTICAL ANALYSIS 2025
Spatially-Clustered Spatial Autoregressive Models with Application to Agricultural Market Concentration in Europe JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS 2025
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory PHYSICA. A 2025
Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes ANNALS OF OPERATIONS RESEARCH 2024
Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment FINANCE RESEARCH LETTERS 2024
Higher-order assortativity for directed weighted networks and Markov chains EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2024
Economic keywords in political communications and financial markets ANNALS OF OPERATIONS RESEARCH 2024
Identifying minibonds issued level’s determinants to empower companies’ funding managerial strategies MANAGEMENT DECISION 2024
A Rényi-type quasimetric with random interference detection KNOWLEDGE AND INFORMATION SYSTEMS 2024
Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries ANNALS OF OPERATIONS RESEARCH 2024
A Theory of Best Choice Selection through Objective Arguments Grounded in Linear Response Theory Concepts PHYSICS 2024
Followers do not dictate the virality of news outlets on social media PNAS NEXUS 2024
Bivariate Tail Conditional Co–Expectation for Elliptical distributions INSURANCE MATHEMATICS & ECONOMICS 2024
Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach INFORMATION SCIENCES 2024

ERC

  • PE1_14
  • PE1_15
  • PE1_21
  • SH1_4
  • SH1_6

KET

  • Big data & computing

Interessi di ricerca

Metodi statistico-quantitativi: aspetti teorici e applicazioni all'economia, alla finanza e alle scienze sociali

Keywords

complex networks
quantitative analysis
Applied Mathematics
data science
Management Science and Operations Research

Progetti di Ricerca

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