arXiv subjects

Salvatore Miccichè

Publications and source records attributed to Salvatore Miccichè.

At least 19 recordsLinked to original sources

arXiv2026

Detecting Historical Turning Points in Italian Media: A Complex Systems Approach to a Diachronic News Corpus

The increasing availability of large-scale textual corpora has opened new possibilities for data-driven, quantitative approaches to historical analysis using Natural Language Processing (NLP). However, diachronic corpora with historical relevance from the pre-digital era remain scarce and often incomplete. We present a quantitative approach to historical analysis based on the reconstruction and exploration of a diachronic corpus of around 600,000 articles from the Italian newspaper "La Repubblica", covering all the articles published from the 1st of January 1985 to the 31st of December 2000 - a period of major political, social, and geopolitical change in Italy and globally. Using NLP techniques, we analyze the text at both lexical and semantic levels; we then apply tools from complex systems and statistical physics to trace shifts in media discourse over time. This allows us to detect key transition periods, such as the transition from the First Republic to the Second Republic in Italy, or major international conflicts like the Gulf War or the Kosovo War, without relying on prior labeling. The results show how combining computational linguistics with ideas from complex systems can offer new quantitative insight into historical changes, opening up new paths for studying the dynamics of media and society through large-scale textual data.

physics.soc-ph↗

arXiv2025

Large scale statistically validated comorbidity networks

We obtain comorbidity networks starting from medical information stored in electronic health records collected by the Wellbeing Services County of Southwest Finland (Varha). Based on the data, we associate each patient to one or more diseases and construct complex comorbidity networks associated with large patient cohorts characterized by an age interval and sex. The information about diseases in electronic health records is coded using the highest granularity present in the international classification of diseases (ICD codes) provided by the World Health Organization. We statistically validate links in each cohort comorbidity network and furthermore partition the networks into communities of diseases. These are characterized by the over-expression of a few disease categories, and communities from different age or sex cohorts show various similarities in terms of these disease classes. Moreover, all the detected communities for all the cohorts can be organized into a hierarchical tree. This allows us to observe a number of clusters of communities, originating from diverse age and sex cohorts, that group together communities characterized by the same disease classes. We also perform a dismantling procedure of statistically validated comorbidity networks to highlight those categories of diseases that are most responsible for the compactedness of the comorbidity networks for a given cohort of patients.

physics.soc-ph↗

arXiv2024

Role of correlations in the maximum distribution of multiscale stationary Markovian processes

We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the possibility of exploring the whole domain of a stochastic process (the real axis in most cases) when performing time-average numerical simulations and how this relates to the numerical evaluation of the autocorrelation function. We show that correlations decrease the heterogeneity of the maximum values. Specifically, through numerical simulations we observe that for strongly correlated variables whose probability distribution function decays like a power-law $1/x^α$, the maximum distribution has a tail compatible with a $1/x^{α+2}$ decay, while for i.i.d. variables we expect a $1/x^α$ decay. As a consequence, we also show that the numerically estimated autocorrelation function converges to the theoretical prediction according to a factor that depends on the length of the simulated time-series $n$ according to a power-law: $1/n^{α^δ}$ with $δ<1$, This accounts for a very slow convergence rate.

physics.comp-ph↗

arXiv2023

Two-step estimators of high dimensional correlation matrices

We investigate block diagonal and hierarchical nested stochastic multivariate Gaussian models by studying their sample cross-correlation matrix on high dimensions. By performing numerical simulations, we compare a filtered sample cross-correlation with the population cross-correlation matrices by using several rotationally invariant estimators (RIE) and hierarchical clustering estimators (HCE) under several loss functions. We show that at large but finite sample size, sample cross-correlation filtered by RIE estimators are often outperformed by HCE estimators for several of the loss functions. We also show that for block models and for hierarchically nested block models the best determination of the filtered sample cross-correlation is achieved by introducing two-step estimators combining state-of-the-art non-linear shrinkage models with hierarchical clustering estimators.

stat.ME↗

arXiv2022

A numerical recipe for the computation of stationary stochastic processes' autocorrelation function

Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at hand. This is usually accomplished by computing the autocorrelation function of the numerical series describing the considered phenomenon. Often, especially when considering real world data, the autocorrelation function must be computed starting from a single numerical series: i.e. with a time-average approach. Hereafter, we will propose a novel way of evaluating the time-average autocorrelation function, based on the preliminary evaluation of the quantity N(τ,gμ,gν), that, apart from normalization factors, represents a numerical estimate, based on a single realization of the process, of the 2-point joint probability density function P(x2,τ;x1,0). The main advantage of the proposed method is that it allows to quantitatively assess what is the error that one makes when numerically evaluating the autocorrelation function due to the fact that any simulated time series is necessarily bounded. In fact, we show that, for a wide class of stochastic processes admitting a nonlinear Langevin equation with white noise and that can be described by using a Fokker-Planck equation, the way the numerical estimate of the autocorrelation function converges to its theoretical prediction depends on the pdf tails. Moreover, the knowledge of N(τ,gμ,gν) allows to easily compute the process histogram and to characterize processes with multiple timescales. We will show the effectiveness of our new methodology by considering three stochastic processes whose autocorrelation function and two-point probability density function are both known in an analytical or numerical form, thus allowing direct comparisons.

physics.comp-ph↗

arXiv2019

Nested partitions from hierarchical clustering statistical validation

We develop a greedy algorithm that is fast and scalable in the detection of a nested partition extracted from a dendrogram obtained from hierarchical clustering of a multivariate series. Our algorithm provides a $p$-value for each clade observed in the hierarchical tree. The $p$-value is obtained by computing a number of bootstrap replicas of the dissimilarity matrix and by performing a statistical test on each difference between the dissimilarity associated with a given clade and the dissimilarity of the clade of its parent node. We prove the efficacy of our algorithm with a set of benchmarks generated by using a hierarchical factor model. We compare the results obtained by our algorithm with those of Pvclust. Pvclust is a widely used algorithm developed with a global approach originally motivated by phylogenetic studies. In our numerical experiments we focus on the role of multiple hypothesis test correction and on the robustness of the algorithms to inaccuracy and errors of datasets. We also apply our algorithm to a reference empirical dataset. We verify that our algorithm is much faster than Pvclust algorithm and has a better scalability both in the number of elements and in the number of records of the investigated multivariate set. Our algorithm provides a hierarchically nested partition in much shorter time than currently widely used algorithms allowing to perform a statistically validated cluster analysis detection in very large systems.

q-bio.GN↗

arXiv2019

A primer on statistically validated networks

In this contribution we discuss some approaches of network analysis providing information about single links or single nodes with respect to a null hypothesis taking into account the heterogeneity of the system empirically observed. With this approach, a selection of nodes and links is feasible when the null hypothesis is statistically rejected. We focus our discussion on approaches using (i) the so-called disparity filter and (ii) statistically validated network in bipartite networks. For both methods we discuss the importance of using multiple hypothesis test correction. Specific applications of statistically validated networks are discussed. We also discuss how statistically validated networks can be used to (i) pre-process large sets of data and (ii) detect cores of communities that are forming the most close-knit and stable subsets of clusters of nodes present in a complex system.

stat.ME↗

arXiv2018

Bootstrap validation of links of a minimum spanning tree

We describe two different bootstrap methods applied to the detection of a minimum spanning tree obtained from a set of multivariate variables. We show that two different bootstrap procedures provide partly distinct information that can be highly informative about the investigated complex system. Our case study, based on the investigation of daily returns of a portfolio of stocks traded in the US equity markets, shows the degree of robustness and completeness of the information extracted with popular information filtering methods such as the minimum spanning tree and the planar maximally filtered graph. The first method performs a "row bootstrap" whereas the second method performs a "pair bootstrap". We show that the parallel use of the two methods is suggested especially for complex systems presenting both a nested hierarchical organization together with the presence of global feedback channels.

stat.ME↗

arXiv2017

Core of communities in bipartite networks

We use the information present in a bipartite network to detect cores of communities of each set of the bipartite system. Cores of communities are found by investigating statistically validated projected networks obtained using information present in the bipartite network. Cores of communities are highly informative and robust with respect to the presence of errors or missing entries in the bipartite network. We assess the statistical robustness of cores by investigating an artificial benchmark network, the co-authorship network, and the actor-movie network. The accuracy and precision of the partition obtained with respect to the reference partition are measured in terms of the adjusted Rand index and of the adjusted Wallace index respectively. The detection of cores is highly precise although the accuracy of the methodology can be limited in some cases.

physics.soc-ph↗

arXiv2016

An Empirically grounded Agent Based simulator for the Air Traffic Management in the SESAR scenario

In this paper we present a simulator allowing to perform policy experiments relative to the air traffic management. Different SESAR solutions can be implemented in the model to see the reaction of the different stakeholders as well as other relevant metrics (delays, safety, etc). The model describes both the strategic phase associated to the planning of the flight trajectories and the tactical modifications occurring in the en-route phase. An implementation of the model is available as open-source and freely accessible by any user. More specifically, different procedures related to business trajectories and free-routing are tested and we illustrate the capabilities of the model on airspace implementing these concepts. After performing numerical simulations with the model, we show that in a free-routing scenario the controllers perform less operations although they are dispersed over a larger portion of the airspace. This can potentially increase the complexity of conflict detection and resolution for controllers. In order to investigate this specific aspect, we consider some metrics used to measure traffic complexity. We first show that in non-free-routing situations our simulator deals with complexity in a way similar to what humans would do. This allows us to be confident that the results of our numerical simulations relative to the free-routing can reasonably forecast how human controllers would behave in this new situation. Specifically, our numerical simulations show that most of the complexity metrics decrease with free-routing, while the few metrics which increase are all linked to the flight level changes. This is a non-trivial result since intuitively the complexity should increase with free-routing because of problematic geometries and more dispersed conflicts over the airspace.

physics.soc-ph↗

arXiv2015

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

We investigate the trading behavior of Finnish individual investors trading the stocks selected to compute the OMXH25 index in 2003 by tracking the individual daily investment decisions. We verify that the set of investors is a highly heterogeneous system under many aspects. We introduce a correlation based method that is able to detect a hierarchical structure of the trading profiles of heterogeneous individual investors. We verify that the detected hierarchical structure is highly overlapping with the cluster structure obtained with the approach of statistically validated networks when an appropriate threshold of the hierarchical trees is used. We also show that the combination of the correlation based method and of the statistically validated method provides a way to expand the information about the clusters of investors with similar trading profiles in a robust and reliable way.

q-fin.TR↗

arXiv2015

Backbone of credit relationships in the Japanese credit market

We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a backbone that is statistically validated against a null hypothesis of uniform diversification of loans for banks and firms. Our investigation is done year by year and it covers more than thirty years during the period from 1980 to 2011. We relate some of our findings with economic events that have characterized the Japanese credit market during the last years. The study of the time evolution of the backbone allows us to detect changes occurred in network size, fraction of credit explained, and attributes characterizing the banks and the firms present in the backbone.

q-fin.GN↗

arXiv2014

Bank-firm credit network in Japan. An analysis of a bipartite network

We present an analysis of the credit market of Japan. The analysis is performed by investigating the bipartite network of banks and firms which is obtained by setting a link between a bank and a firm when a credit relationship is present in a given time window. In our investigation we focus on a community detection algorithm which is identifying communities composed by both banks and firms. We show that the clusters obtained by directly working on the bipartite network carry information about the networked nature of the Japanese credit market. Our analysis is performed for each calendar year during the time period from 1980 to 2011. Specifically, we obtain communities of banks and networks for each of the 32 investigated years, and we introduce a method to track the time evolution of these communities on a statistical basis. We then characterize communities by detecting the simultaneous over-expression of attributes of firms and banks. Specifically, we consider as attributes the economic sector and the geographical location of firms and the type of banks. In our 32 year long analysis we detect a persistence of the over-expression of attributes of clusters of banks and firms together with a slow dynamics of changes from some specific attributes to new ones. Our empirical observations show that the credit market in Japan is a networked market where the type of banks, geographical location of firms and banks and economic sector of the firm play a role in shaping the credit relationships between banks and firms.

q-fin.GN↗

arXiv2014

A comparative analysis of the statistical properties of large mobile phone calling networks

Mobile phone calling is one of the most widely used communication methods in modern society. The records of calls among mobile phone users provide us a valuable proxy for the understanding of human communication patterns embedded in social networks. Mobile phone users call each other forming a directed calling network. If only reciprocal calls are considered, we obtain an undirected mutual calling network. The preferential communication behavior between two connected users can be statistically tested and it results in two Bonferroni networks with statistically validated edges. We perform a comparative analysis of the statistical properties of these four networks, which are constructed from the calling records of more than nine million individuals in Shanghai over a period of 110 days. We find that these networks share many common structural properties and also exhibit idiosyncratic features when compared with previously studied large mobile calling networks. The empirical findings provide us an intriguing picture of a representative large social network that might shed new lights on the modelling of large social networks.

cs.SI↗

arXiv2014

Statistically validated mobile communication networks: Evolution of motifs in European and Chinese data

Big data open up unprecedented opportunities to investigate complex systems including the society. In particular, communication data serve as major sources for computational social sciences but they have to be cleaned and filtered as they may contain spurious information due to recording errors as well as interactions, like commercial and marketing activities, not directly related to the social network. The network constructed from communication data can only be considered as a proxy for the network of social relationships. Here we apply a systematic method, based on multiple hypothesis testing, to statistically validate the links and then construct the corresponding Bonferroni network, generalized to the directed case. We study two large datasets of mobile phone records, one from Europe and the other from China. For both datasets we compare the raw data networks with the corresponding Bonferroni networks and point out significant differences in the structures and in the basic network measures. We show evidence that the Bonferroni network provides a better proxy for the network of social interactions than the original one. By using the filtered networks we investigated the statistics and temporal evolution of small directed 3-motifs and conclude that closed communication triads have a formation time-scale, which is quite fast and typically intraday. We also find that open communication triads preferentially evolve to other open triads with a higher fraction of reciprocated calls. These stylized facts were observed for both datasets.

physics.soc-ph↗

arXiv2013

Multi-scale analysis of the European airspace using network community detection

We show that the European airspace can be represented as a multi-scale traffic network whose nodes are airports, sectors, or navigation points and links are defined and weighted according to the traffic of flights between the nodes. By using a unique database of the air traffic in the European airspace, we investigate the architecture of these networks with a special emphasis on their community structure. We propose that unsupervised network community detection algorithms can be used to monitor the current use of the airspaces and improve it by guiding the design of new ones. Specifically, we compare the performance of three community detection algorithms, also by using a null model which takes into account the spatial distance between nodes, and we discuss their ability to find communities that could be used to define new control units of the airspace.

physics.soc-ph↗

arXiv2013

Scale-free relaxation of a wave packet in a quantum well with power-law tails

We propose a setup for which a power-law decay is predicted to be observable for generic and realistic conditions. The system we study is very simple: A quantum wave packet initially prepared in a potential well with (i) tails asymptotically decaying like ~ x^{-2} and (ii) an eigenvalues spectrum that shows a continuous part attached to the ground or equilibrium state. We analytically derive the asymptotic decay law from the spectral properties for generic, confined initial states. Our findings are supported by realistic numerical simulations for state-of-the-art expansion experiments with cold atoms.

cond-mat.stat-mech↗

arXiv2012

Gene-based and semantic structure of the Gene Ontology as a complex network

The last decade has seen the advent and consolidation of ontology based tools for the identification and biological interpretation of classes of genes, such as the Gene Ontology. The information accumulated time-by-time and included in the GO is encoded in the definition of terms and in the setting up of semantic relations amongst terms. This approach might be usefully complemented by a bottom-up approach based on the knowledge of relationships amongst genes. To this end, we investigate the Gene Ontology from a complex network perspective. We consider the semantic network of terms naturally associated with the semantic relationships provided by the Gene Ontology consortium and a gene-based weighted network in which the nodes are the terms and a link between any two terms is set up whenever genes are annotated in both terms. One aim of the present paper is to understand whether the semantic and the gene-based network share the same structural properties or not. We then consider network communities. The identification of communities in the SVNs network can therefore be the basis of a simple protocol aiming at fully exploiting the possible relationships amongst terms, thus improving the knowledge of the semantic structure of GO. This is also important from a biomedical point of view, as it might reveal how genes over-expressed in a certain term also affect other biological functions not directly linked by the GO semantics. As a by-product, we present a simple methodology that allows to have a first glance insight about the biological characterization of groups of GO terms.

q-bio.MN↗