Rosario Mantegna's profile

By analyzing a database of a questionnaire answered by a large majority of candidates and elected in a parliamentary election, we quantitatively verify that female candidates on average present political profiles which are more compassionate and more concerned with social welfare issues than male candidates and the voting procedure acts as a process of information aggregation. Our results show that information aggregation proceeds with at least two distinct paths. In the first case candidates ch

(192 days ago)

Rosario Mantegna wrote a new blog post titled New: The Phenomenology of Specialization of Criminal Suspects

A criminal career can be either general, with the criminal commiting different types of crime, or specialized, with the criminal commiting a specific type of crime. A central problem in the study of crime specialization is to determine, from the perspective of the criminal, which crimes should be considered similar and which crimes should be considered distinct. We study a large set of Swedish suspects to empirically investigate generalist and specialist behavior in crime. We show that there is

(275 days ago)

Rosario Mantegna wrote a new blog post titled REVISION: Trading Activity and Price Impact in Parallel Markets: SETS vs. Off-Book Market at the London Stock

We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market members and of other market participants which are non-members. We ﬁnd that (i) the volume distribution of off-book transactions has a signiﬁcantly fatter tail than the one of on-book transactions, (ii) groups of members and non-members can be classiﬁed in categories according to their trading proﬁle

(275 days ago)

About me:

Rosario N. Mantegna is, today, recognized as one of the leading pioneer in the field of econophysics. He started to work in the area of the analysis and modeling of social and economic systems with tools and concepts of statistical physics as early as in 1990. He published the first econophysics paper in a physics journal in 1991. He also co-authored the first econophysics paper in Nature, in 1995. In 1999 he published the first book on econophysics. Just after Mantegna earned his tenured position in 1999, he founded the Observatory of Complex Systems (http://ocs.unipa.it ), a research group of the Dipartimento di Fisica of Palermo University. Within econophysics he has investigated a wide range of topics. Examples are the following: (i) the statistical regularities of univariate time dynamics of high frequency price returns, (ii) the hierarchical structure and correlation based networks of a portfolio of stocks, (iii) the cross sectional analysis of price returns, (iv) the presence of an Omori law during the periods of time just after a financial crash, (v) the microstructure aspect of the price impact and of the order book dynamics and (vi) the empirical detection of resulting strategies in the trading activity of market members and individual investors acting in a financial market.

Mantegna has participated in several international research projects contributing to the management and coordination of them (examples are the COST P10 action "Physics of Risk" and the GIACS (General Integration of the Applications of Complexity in Science) coordination action of the European Union). Within the GIACS coordination action he has promoted the "Jerusalem Declaration on Data Access, Use and Dissemination for Scientific Research". http://portale.unipa.it/ocs/jerusalemSubscription.html

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