Ludovico Minati

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All published works

Action	Title	Year	Authors
+ PDF Chat	A double explosive Kuramoto transition in hypergraphs	2024	Sangita Dutta Prosenjit Kundu Pitambar Khanra Ludovico Minati Stefano Boccaletti Pinaki Pal Chittaranjan Hens
+	Periodic systems have new classes of synchronization stability	2024	Sajad Jafari Atiyeh Bayani Fatemeh Parastesh Karthikeyan Rajagopal Charo I. del Genio Ludovico Minati Stefano Boccaletti
+ PDF Chat	Periodic systems have new classes of synchronization stability	2024	Sajad Jafari Atiyeh Bayani Fatemeh Parastesh Karthikeyan Rajagopal Charo I. del Genio Ludovico Minati Stefano Boccaletti
+	A taxonomy for generalized synchronization between flat-coupled systems	2024	Christophe Letellier Ludovico Minati I. Sendiña–Nadal I. Leyva
+	Accurate and Efficient Simulation of Very High-Dimensional Neural Mass Models with Distributed-Delay Connectome Tensors	2023	Anisleidy González Mitjans Deirel Paz-Linares Carlos López Naranjo Ariosky Areces-González Min Li Ying Wang Ronaldo García Reyes Maria L. Bringas‐Vega Ludovico Minati Alan C. Evans
+ PDF Chat	Node differentiation dynamics along the route to synchronization in complex networks	2021	Christophe Letellier I. Sendiña–Nadal Ludovico Minati I. Leyva
+ PDF Chat	An Information-Theoretic Framework to Measure the Dynamic Interaction Between Neural Spike Trains	2021	Gorana Mijatović Yuri Antonacci Tatjana Lončar-Turukalo Ludovico Minati Luca Faes
+	An information-theoretic framework to measure the dynamic interaction between neural spike trains	2020	Gorana Mijatović Yuri Antonacci Tatjana Lončar-Turukalo Ludovico Minati Luca Faes
+ PDF Chat	Multiscale characteristics of the emerging global cryptocurrency market	2020	Marcin Wątorek Stanisław Drożdż Jarosław Kwapień Ludovico Minati Paweł Oświȩcimka Marek Stanuszek
+ PDF Chat	Generic Rotating-Frame-Based Approach to Chaos Generation in Nonlinear Micro- and Nanoelectromechanical System Resonators	2020	Samer Houri Motoki Asano Hiroshi Yamaguchi Natsue Yoshimura Yasuharu Koike Ludovico Minati
+ PDF Chat	Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses	2020	Paweł Oświȩcimka Stanisław Drożdż Mattia Frasca Robert Gębarowski Natsue Yoshimura Luciano Zunino Ludovico Minati
+ PDF Chat	Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market	2020	Stanisław Drożdż Ludovico Minati Paweł Oświȩcimka Marek Stanuszek Marcin Wątorek
+	An information-theoretic framework to measure the dynamic interaction between neural spike trains	2020	Gorana Mijatović Yuri Antonacci Tatjana Lončar-Turukalo Ludovico Minati Luca Faes
+ PDF Chat	Signatures of the Crypto-Currency Market Decoupling from the Forex	2019	Stanisław Drożdż Ludovico Minati Paweł Oświȩcimka Marek Stanuszek Marcin Wątorek
+ PDF Chat	Warped phase coherence: An empirical synchronization measure combining phase and amplitude information	2019	Ludovico Minati Natsue Yoshimura Mattia Frasca Stanisław Drożdż Yasuharu Koike
+ PDF Chat	High-dimensional dynamics in a single-transistor oscillator containing Feynman-Sierpiński resonators: Effect of fractal depth and irregularity	2018	Ludovico Minati Mattia Frasca Gianluca Giustolisi Paweł Oświȩcimka Stanisław Drożdż Leonardo Ricci
+ PDF Chat	Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects	2018	Stanisław Drożdż Robert Gębarowski Ludovico Minati Paweł Oświȩcimka Marcin Wątorek
+ PDF Chat	Hysteresis, neural avalanches, and critical behavior near a first-order transition of a spiking neural network	2018	Silvia Scarpetta Ilenia Apicella Ludovico Minati A. de Candia
+ PDF Chat	Apparent remote synchronization of amplitudes: A demodulation and interference effect	2018	Ludovico Minati Luca Faes Mattia Frasca Paweł Oświȩcimka Stanisław Drożdż
+	Remote synchronization of amplitudes: a demodulation and interference effect.	2018	Ludovico Minati Luca Faes Mattia Frasca Paweł Oświȩcimka Stanisław Drożdż
+ PDF Chat	Effective Connectivity Reveals Strategy Differences in an Expert Calculator	2013	Ludovico Minati Natasha Sigala
+ PDF Chat	Physical foundations, models, and methods of diffusion magnetic resonance imaging of the brain: A review	2007	Ludovico Minati Władysław P. Węglarz

Common Coauthors

Coauthor	Papers Together
Stanisław Drożdż	9
Paweł Oświȩcimka	8
Luca Faes	5
Mattia Frasca	5
Marcin Wątorek	4
Yuri Antonacci	3
Gorana Mijatović	3
Marek Stanuszek	3
Tatjana Lončar-Turukalo	3
Natsue Yoshimura	3
Stefano Boccaletti	3
Karthikeyan Rajagopal	2
I. Sendiña–Nadal	2
Sajad Jafari	2
Christophe Letellier	2
Robert Gębarowski	2
Atiyeh Bayani	2
Yasuharu Koike	2
Charo I. del Genio	2
Fatemeh Parastesh	2
I. Leyva	2
Sangita Dutta	1
Natasha Sigala	1
Ariosky Areces-González	1
Pitambar Khanra	1
Jarosław Kwapień	1
Ilenia Apicella	1
Ying Wang	1
Pedro A. Valdés‐Sosa	1
Chittaranjan Hens	1
Alan C. Evans	1
Luciano Zunino	1
Samer Houri	1
Pinaki Pal	1
Maria L. Bringas‐Vega	1
Deirel Paz-Linares	1
Anisleidy González Mitjans	1
Carlos López Naranjo	1
Ronaldo García Reyes	1
G. Giustolisi	1
A. de Candia	1
Władysław P. Węglarz	1
Motoki Asano	1
Hiroshi Yamaguchi	1
Min Li	1
Leonardo Ricci	1
Silvia Scarpetta	1
Prosenjit Kundu	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Surrogate time series	2000	Thomas Schreiber Andreas Schmitz	4
+ PDF Chat	Detecting and interpreting distortions in hierarchical organization of complex time series	2015	Stanisław Drożdż Paweł Oświȩcimka	4
+ PDF Chat	Multifractal detrended fluctuation analysis of nonstationary time series	2002	Jan W. Kantelhardt Stephan Zschiegner Eva Koscielny–Bunde Shlomo Havlin Armin Bunde H. Eugene Stanley	4
+ PDF Chat	Wavelet versus detrended fluctuation analysis of multifractal structures	2006	Paweł Oświȩcimka Jarosław Kwapień Stanisław Drożdż	4
+	An equation for continuous chaos	1976	Otto E. Rössler	4
+ PDF Chat	Quantitative features of multifractal subtleties in time series	2009	Stanisław Drożdż Jarosław Kwapień Paweł Oświȩcimka Rafał Rak	4
+ PDF Chat	Multifractal analysis of financial markets: a review	2019	Zhi‐Qiang Jiang Wen-Jie Xie Wei‐Xing Zhou Didier Sornette	3
+ PDF Chat	An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers	2018	Aurelio F. Bariviera Luciano Zunino Osvaldo A. Rosso	3
+ PDF Chat	Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies	2015	Rafał Rak Stanisław Drożdż Jarosław Kwapień Paweł Oświȩcimka	3
+ PDF Chat	Multifractality in the stock market: price increments versus waiting times	2004	P. Oświe ̧cimka Jarosław Kwapień Stanisław Drożdż	3
+ PDF Chat	Inverse cubic law for the distribution of stock price variations	1998	Parameswaran Gopikrishnan Martin Meyer Luı́s A. Nunes Amaral H. Eugene Stanley	3
+ PDF Chat	Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis	2019	Robert Gębarowski Paweł Oświȩcimka Marcin Wątorek Stanisław Drożdż	3
+ PDF Chat	Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects	2018	Stanisław Drożdż Robert Gębarowski Ludovico Minati Paweł Oświȩcimka Marcin Wątorek	3
+ PDF Chat	Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series	2008	Boris Podobnik H. Eugene Stanley	3
+ PDF Chat	Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations	2015	Jarosław Kwapień Paweł Oświȩcimka Stanisław Drożdż	3
+	Effect of Detrending on Multifractal Characteristics	2013	Paweł Oświȩcimka Stanisław Drożdż Jarosław Kwapień A. Z. Górski	3
+ PDF Chat	Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations	2017	Jarosław Kwapień Paweł Oświȩcimka Marcin Forczek Stanisław Drożdż	3
+ PDF Chat	Scaling of the distribution of fluctuations of financial market indices	1999	Parameswaran Gopikrishnan Vasiliki Plerou Luı́s A. Nunes Amaral Martin Meyer H. Eugene Stanley	3
+ PDF Chat	Detrended cross-correlation analysis consistently extended to multifractality	2014	Paweł Oświȩcimka Stanisław Drożdż Marcin Forczek S. Jadach Jarosław Kwapień	3
+ PDF Chat	The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect	2010	Stanisław Drożdż Jarosław Kwapień Paweł Oświȩcimka Rafał Rak	3
+ PDF Chat	Dynamical Variety of Shapes in Financial Multifractality	2018	Stanisław Drożdż Rafał Kowalski Paweł Oświȩcimka Rafał Rak Robert Gębarowski	2
+ PDF Chat	Quantifying origin and character of long-range correlations in narrative texts	2015	Stanisław Drożdż Paweł Oświȩcimka Andrzej Kulig Jarosław Kwapień Katarzyna Bazarnik Iwona Grabska-Gradzińska Jan Rybicki Marek Stanuszek	2
+	Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018	2019	Jan-Christian Gerlach Guilherme Demos Didier Sornette	2
+ PDF Chat	World currency exchange rate cross-correlations	2007	Stanisław Drożdż A. Z. Górski Jarosław Kwapień	2
+ PDF Chat	Multifractal cross-correlations between the world oil and other financial markets in 2012–2017	2019	Marcin Wątorek Stanisław Drożdż Paweł Oświȩcimka Marek Stanuszek	2
+ PDF Chat	The<i>q</i>-dependent detrended cross-correlation analysis of stock market	2018	Longfeng Zhao Wei Li Andrea Fenu Boris Podobnik Yougui Wang H. Eugene Stanley	2
+ PDF Chat	What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis	2015	Ladislav Krištoufek	2
+ PDF Chat	Stock Returns Versus Trading Volume: Is the Correspondence More General?	2013	Rafał Rak Stanisław Drożdż Jarosław Kwapień Paweł Oświȩcimka	2
+ PDF Chat	Analysis of a network structure of the foreign currency exchange market	2009	Jarosław Kwapień Sylwia Gworek Stanisław Drożdż A. Z. Górski	2
+ PDF Chat	Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series	1999	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral H. Eugene Stanley	2
+ PDF Chat	Noise Dressing of Financial Correlation Matrices	1999	Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters	2
+ PDF Chat	Time scales involved in emergent market coherence	2004	Jarosław Kwapień Stanisław Drożdż J. Speth	2
+ PDF Chat	Identifying complexity by means of matrices	2002	Stanisław Drożdż Jarosław Kwapień J. Speth Marcin Wójcik	2
+ PDF Chat	Components of multifractality in high-frequency stock returns	2004	Jarosław Kwapień P. Oświe ̧cimka Stanisław Drożdż	2
+ PDF Chat	Can one make any crash prediction in finance using the local Hurst exponent idea?	2004	Dariusz Grech Zygmunt Mazur	2
+ PDF Chat	Cluster synchronization and isolated desynchronization in complex networks with symmetries	2014	Louis M. Pecora Francesco Sorrentino Aaron M. Hagerstrom Thomas E. Murphy Rajarshi Roy	2
+ PDF Chat	Scale free effects in world currency exchange network	2008	A. Z. Górski Stanisław Drożdż Jarosław Kwapień	2
+ PDF Chat	Measuring Information Transfer	2000	Thomas Schreiber	2
+ PDF Chat	Chimera States for Coupled Oscillators	2004	Daniel M. Abrams Steven H. Strogatz	2
+ PDF Chat	Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series	2012	M. Ausloos	2
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	2
+ PDF Chat	Multifractal detrended cross-correlation analysis for two nonstationary signals	2008	Wei‐Xing Zhou	2
+ PDF Chat	Estimating mutual information	2004	Alexander Kraskov Harald Stögbauer Peter Grassberger	2
+ PDF Chat	Synchronization in Small-World Systems	2002	Mauricio Barahona Louis M. Pecora	2
+ PDF Chat	A multifractal analysis of Asian foreign exchange markets	2012	Gabjin Oh Cheoljun Eom Shlomo Havlin Woo‐Sung Jung F. Wang H. Eugene Stanley Seunghwan Kim	2
+	A family of embedded Runge-Kutta formulae	1980	John R. Dormand P.J. Prince	2
+ PDF Chat	Dynamics of competition between collectivity and noise in the stock market	2000	Stanisław Drożdż F. Grümmer A. Z. Górski F. Ruf J. Speth	2
+ PDF Chat	Random matrix approach to cross correlations in financial data	2002	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral Thomas Guhr H. Eugene Stanley	2
+ PDF Chat	Stock market return distributions: From past to present	2007	Stanisław Drożdż Marcin Forczek Jarosław Kwapień P. Oświe ̧cimka Rafał Rak	2
+	The bulk of the stock market correlation matrix is not pure noise	2005	Jarosław Kwapień Stanisław Drożdż P. Oświe ̧cimka	2