Giacomo Livan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Modeling and simulation of financial returns under non-Gaussian distributions Physica A	2023-06-13	Paper
Intermedia agenda-setting networks	2020-11-04	Dataset
A generalized Fourier transform approach to risk measures Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Statistical mechanics of complex economies Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Erratum: A generalized Fourier transform approach to risk measures Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Invariant sums of random matrices and the onset of level repulsion Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
On the non-stationarity of financial time series: impact on optimal portfolio selection Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
On the concentration of large deviations for fat tailed distributions, with application to financial data Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Introduction to random matrices. Theory and practice SpringerBriefs in Mathematical Physics	2017-11-29	Paper
Moments of Wishart-Laguerre and Jacobi ensembles of random matrices: application to the quantum transport problem in chaotic cavities Acta Physica Polonica B	2017-09-27	Paper
Eigenvalues and singular values of products of rectangular Gaussian random matrices -- the extended version Acta Physica Polonica B	2017-09-27	Paper
What do leaders know? Entropy	2016-05-10	Paper
The social climbing game Journal of Statistical Physics	2013-06-07	Paper
Commutative law for products of infinitely large isotropic random matrices	2013-03-21	Paper
Accounting for risk of non linear portfolios. A novel Fourier approach The European Physical Journal B. Condensed Matter and Complex Systems	2011-01-04	Paper
Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices	2010-07-21	Paper

Research outcomes over time

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