Takip et
Tiziana Di Matteo
Tiziana Di Matteo
Professor of Econophysics - King's College London
kcl.ac.uk üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
A tool for filtering information in complex systems
M Tumminello, T Aste, T Di Matteo, RN Mantegna
Proceedings of the National Academy of Sciences of the United States of …, 2005
10452005
Blockchain Technologies: The Foreseeable Impact on Society and Industry
T Aste, P Tasca, T Di Matteo
Computer 50 (9), 18-28, 2017
9062017
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
TD Matteo, T Aste, MM Dacorogna
Journal of Banking & Finance 29 (4), 827-851, 2005
5642005
Multi-scaling in finance
T Di Matteo
Quantitative finance 7 (1), 21-36, 2007
4892007
Scaling behaviors in differently developed markets
T Di Matteo, T Aste, MM Dacorogna
Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188, 2003
4102003
Correlation based networks of equity returns sampled at different time horizons
M Tumminello, T Di Matteo, T Aste, RN Mantegna
The European Physical Journal B-Condensed Matter and Complex Systems 55 (2 …, 2007
2942007
Spread of risk across financial markets: better to invest in the peripheries
F Pozzi, T Di Matteo, T Aste
Scientific Reports 3, 1665, 2013
2682013
Network Filtering for Big Data: Triangulated Maximally Filtered Graph
GP Massara, T Di Matteo, T Aste
arXiv preprint arXiv:1505.02445 and Journal of Complex networks, 2015
2612015
Emergence of Gamma distributions in granular materials and packing models
T Aste, T Di Matteo
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 77 (2 …, 2008
2012008
Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series
R Morales, T Di Matteo, R Gramatica, T Aste
Physica A: Statistical Mechanics and its Applications, 2012
1822012
Understanding the source of multifractality in financial markets
J Barunik, T Aste, T Di Matteo, R Liu
Physica A 391, 4234, 2012
1822012
Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
R Morales, T Di Matteo, R Gramatica, T Aste
Arxiv preprint arXiv:1109.0465, 2011
182*2011
Correlation structure and dynamics in volatile markets
T Aste, W Shaw, T Di Matteo
New Journal of Physics 12, 085009, 2010
1702010
Correlation structure and dynamics in volatile markets
W SHAW, T Aste, T Di Matteo
New Journal of Physics 12 (8), 2010
1702010
Interplay between topology and dynamics in the World Trade Web
D Garlaschelli, T Di Matteo, T Aste, G Caldarelli, MI Loffredo
The European Physical Journal B-Condensed Matter and Complex Systems 57 (2 …, 2007
1682007
Complex networks on hyperbolic surfaces
T Aste, T Di Matteo, ST Hyde
Physica A: Statistical Mechanics and its Applications 346 (1-2), 20-26, 2005
1532005
Hierarchical information clustering by means of topologically embedded graphs
WM Song, T Di Matteo, A T
PLoS One 7 (3), e31929, 2012
1522012
Hierarchical information clustering by means of topologically embedded graphs
WM Song, T Di Matteo, T Aste
Arxiv preprint arXiv:1110.4477, 2011
1522011
Erratum:Exponential Smoothing Weighted Correlations
F Pozzi, T DiMatteo, T Aste
European Physical Journal B 85 (8), 295, 2012
139*2012
Exponential Smoothing Weighted Correlations
F Pozzi, T Aste, T Di Matteo
European Physical Journal B 85, 175, 2012
1392012
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Makaleler 1–20