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Rosario N. Mantegna

Rosario N. Mantegna

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Social Sciences and Humanities
Italy
2026

D-Index & Metrics

Social Sciences and Humanities

D-Index
64
Citations
28619
World Ranking
1067
National Ranking
9

Research.com Recognitions

  • 2026 - Research.com Social Sciences and Humanities in Italy Leader Award
  • 2025 - Research.com Social Sciences and Humanities in Italy Leader Award
  • 2023 - Research.com Social Sciences and Humanities in Italy Leader Award
  • 2022 - Research.com Social Sciences and Humanities in Italy Leader Award

Overview

Rosario N. Mantegna is affiliated with the University of Palermo in Italy and conducts research primarily in the fields of Physics and Astronomy as well as Economics, Econometrics and Finance. Their work encompasses several focused subfields including Statistical and Nonlinear Physics, Economics and Econometrics, Finance, Artificial Intelligence, and Statistics and Probability.

Their research addresses a variety of complex topics such as Complex Network Analysis Techniques, Opinion Dynamics and Social Influence, Complex Systems and Time Series Analysis, Advanced Graph Neural Networks, Financial Risk and Volatility Modeling, Financial Markets and Investment Strategies, and Random Matrices and Applications.

Mantegna has been actively publishing in a number of venues. Frequent publication venues include:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Entropy
  • Scientific Reports
  • Nova Science Publishers (Nova Science Publishers, Inc.)

Their recent papers illustrate a blend of physics and financial market analysis, with notable works including:

  • "Detecting informative higher-order interactions in statistically validated hypergraphs," 2021, Nova Science Publishers (Nova Science Publishers, Inc.)
  • "Synergistic Information Transfer in the Global System of Financial Markets," 2020, Entropy
  • "High-frequency trading and networked markets," 2021, Proceedings of the National Academy of Sciences
  • "Statistically validated hierarchical clustering: Nested partitions in hierarchical trees," 2022, Physica A Statistical Mechanics and its Applications
  • "Analysis of the Structure and Dynamics of European Flight Networks," 2022, Entropy

Mantegna has collaborated frequently with several co-authors, including:

  • Federico Musciotto
  • Salvatore Miccichè
  • Federico Battiston
  • Jyrki Piilo
  • Christian Bongiorno

In addition to journal articles, Mantegna has contributed to the academic book collection with at least one publication under Springer Nature, titled Complex Networks and Their Applications XI published in 2023.

Best Publications

  • Introduction to Econophysics: Correlations and Complexity in Finance

    Rosario N. Mantegna;H. Eugene Stanley

  • Hierarchical structure in financial markets

    R. N. Mantegna

  • Scaling behaviour in the dynamics of an economic index

    Rosario N. Mantegna;H. Eugene Stanley

  • An Introduction to Econophysics: Contents

    Rosario N. Mantegna;H. Eugene Stanley

  • A tool for filtering information in complex systems

    M. Tumminello;T. Aste;T. Di Matteo;R. N. Mantegna

  • Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes

    Rosario Nunzio Mantegna

  • Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis.

    S. V. Buldyrev;A. L. Goldberger;S. Havlin;R. N. Mantegna

  • Topology of correlation-based minimal spanning trees in real and model markets.

    Giovanni Bonanno;Guido Caldarelli;Fabrizio Lillo;Rosario Nunzio Mantegna

  • Networks of equities in financial markets

    G. Bonanno;G. Caldarelli;F. Lillo;S. Micciche

  • Turbulence and financial markets

    Rosario N. Mantegna

  • Linguistic features of noncoding DNA sequences.

    R. N. Mantegna;S. V. Buldyrev;A. L. Goldberger;S. Havlin

  • Correlation, hierarchies, and networks in financial markets

    Michele Tumminello;Fabrizio Lillo;Fabrizio Lillo;Rosario N. Mantegna

  • Econophysics: Master curve for price-impact function.

    Fabrizio Lillo;J. Doyne Farmer;Rosario N. Mantegna

  • Zipf plots and the size distribution of firms

    Michael H.R. Stanley;Sergey V. Buldyrev;Shlomo Havlin;Shlomo Havlin;Rosario N. Mantegna

  • Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market.

    Dror Y. Kenett;Michele Tumminello;Michele Tumminello;Asaf Madi;Gitit Gur-Gershgoren

  • Cluster analysis for portfolio optimization

    Vincenzo Tola;Vincenzo Tola;Fabrizio Lillo;Fabrizio Lillo;Mauro Gallegati;Rosario N. Mantegna

  • Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics

    H.E. Stanley;V. Afanasyev;L.A.N. Amaral;S.V. Buldyrev

  • High-frequency cross-correlation in a set of stocks

    Giovanni Bonanno;Fabrizio Lillo;Rosario N Mantegna

  • Lévy walks and enhanced diffusion in Milan stock exchange

    Rosario Nunzio Mantegna

  • Introduction to Econophysics

    Rosario N. Mantegna;H. Eugene Stanley

  • Evolution of worldwide stock markets, correlation structure and correlation based graphs

    Dong-Ming Song;Michele Tumminello;Wei-Xing Zhou;Rosario N. Mantegna

  • Correlation approach to identify coding regions in DNA sequences.

    S.M. Ossadnik;S.V. Buldyrev;A.L. Goldberger;S. Havlin

  • Correlation based networks of equity returns sampled at different time horizons

    M. Tumminello;T. Di Matteo;T. Aste;R. N. Mantegna

  • Statistical mechanics in biology: how ubiquitous are long-range correlations?

    H.E. Stanley;S.V. Buldyrev;A.L. Goldberger;Z.D. Goldberger

  • Market Impact and Trading Profile of Hidden Orders in Stock Markets

    Esteban Moro;Esteban Moro;Javier Vicente;Luis G. Moyano;Aurig Gerig;Aurig Gerig

Frequent Co-Authors

H. Eugene Stanley
H. Eugene Stanley Boston University
Shlomo Havlin
Shlomo Havlin Bar-Ilan University
Sergey V. Buldyrev
Sergey V. Buldyrev Yeshiva University
H. E. Stanley
H. E. Stanley Boston University
Wei-Xing Zhou
Wei-Xing Zhou East China University of Science and Technology
Jack D. Farmer
Jack D. Farmer Arizona State University
Daniele Marinazzo
Daniele Marinazzo Ghent University
Andras Czirok
Andras Czirok University of Kansas

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