Luca Marotta

Networked relationships in the e-MID interbank market: A trading model with memory

Giulia Iori, Rosario N. Mantegna, Luca Marotta et al. · Journal of Economic Dynamics and Control · 2014 · 80 citations · Full text

Market Microstructure, High-frequency Trading, Financial Network +6

Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network

Luca Marotta, Salvatore Miccichè, Yoshi Fujiwara et al. · PLoS ONE · 2015 · 58 citations · Full text

Engineering, Community Mining, Network Analysis +18

Long-term ecology of investors in a financial market

Federico Musciotto, Luca Marotta, Jyrki Piilo et al. · Palgrave Communications · 2018 · 43 citations · Full text

Modern Finance, Financial Markets, Market Microstructure +19

Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.

Federico Musciotto, Luca Marotta, Salvatore Miccichè et al. · Chaos Solitons & Fractals · 2016 · 15 citations · Full text

Market Microstructure, Financial Economics, High-frequency Trading +7

Bootstrap validation of links of a minimum spanning tree

Federico Musciotto, Luca Marotta, Salvatore Miccichè et al. · Physica A Statistical Mechanics and its Applications · 2018 · 13 citations · Full text

Network Science, Graph Theory, Engineering +8