About the Authors

Gabriele Ranco

gabriele.ranco@gmail.com

Affiliation IMT Institute for Advanced Studies, Piazza San Francesco 19, 55100 Lucca, Italy

Ilaria Bordino

Affiliation Yahoo Labs, Barcelona, Spain

Giacomo Bormetti

Affiliations Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy, QUANTLab, Via Pietrasantina 123, 56122 Pisa, Italy

Guido Caldarelli

Affiliations IMT Institute for Advanced Studies, Piazza San Francesco 19, 55100 Lucca, Italy, ISC-CNR, Via dei Taurini 19, 00185 Roma, Italy, London Institute for Mathematical Science, South St. 35 Mayfair, London W1K 2XF, United Kingdom

Fabrizio Lillo

Affiliations Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126 Pisa, Italy, QUANTLab, Via Pietrasantina 123, 56122 Pisa, Italy

Michele Treccani

Affiliations QUANTLab, Via Pietrasantina 123, 56122 Pisa, Italy, Mediobanca S.p.A, Piazzetta E. Cuccia 1, 20121 Milano, Italy

Competing Interests

The authors declare that Michele Treccani is working for Mediobanca S.p.A. and Ilaria Bordino is working for Yahoo! Labs. The authors also declare that QUANTLab is not a commercial affiliation. These affiliations do not alter the authors’ adherence to PLOS ONE policies on sharing data and materials.

Author Contributions

Conceived and designed the experiments: GR IB GB GC FL MT. Performed the experiments: GR IB GB GC FL MT. Analyzed the data: GR IB GB GC FL MT. Contributed reagents/materials/analysis tools: GR IB GB GC FL MT. Wrote the paper: GR IB GB GC FL MT.