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Items where Author is "Aste, Tomaso"

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Number of items: 28.

Article

Nicolas, Maxime L.D., Desroziers, Adrien, Caccioli, Fabio and Aste, Tomaso (2024) ESG reputation risk matters: an event study based on social media data. Finance Research Letters, 59. ISSN 1544-6123

Briola, Antonio and Aste, Tomaso (2023) Topological feature selection. Proceedings of Machine Learning Research, 221. 534 - 556. ISSN 1938-7228

Vidal-Tomás, David, Briola, Antonio and Aste, Tomaso (2023) FTX's downfall and Binance's consolidation: the fragility of centralised digital finance. Physica A, 625. ISSN 0378-4371

Wang, Yuanrong and Aste, Tomaso (2023) Dynamic portfolio optimization with inverse covariance clustering. Expert Systems With Applications, 213. ISSN 0957-4174

Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong and Aste, Tomaso (2023) Anatomy of a stablecoin's failure: the Terra-Luna case. Finance Research Letters, 51. ISSN 1544-6123

Wang, Yuanrong, Briola, Antonio and Aste, Tomaso (2023) Homological neural networks: a sparse architecture for multivariate complexity. Proceedings of Machine Learning Research, 221. 228 - 241. ISSN 1938-7228

Briola, Antonio and Aste, Tomaso (2022) Dependency structures in cryptocurrency market from high to low frequency. Entropy, 24 (11). ISSN 1099-4300

Procacci, Pier Francesco and Aste, Tomaso (2022) Portfolio optimization with sparse multivariate modeling. Journal of Asset Management, 23 (6). 445 - 465. ISSN 1470-8272

Aste, Tomaso (2022) Topological regularization with information filtering networks. Information Sciences, 608. 655 - 669. ISSN 0020-0255

Seabrook, Isobel, Caccioli, Fabio and Aste, Tomaso (2022) Quantifying impact and response in markets using information filtering networks. Journal of Physics: Complexity, 3 (2). ISSN 2632-072X

Volta, Vittoria and Aste, Tomaso (2022) Causal coupling between European and UK markets triggered by announcements of monetary policy decisions. Royal Society Open Science, 9 (3). ISSN 2054-5703

Turiel, Jeremy D. and Aste, Tomaso (2022) Heterogeneous criticality in high frequency finance: a phase transition in flash crashes. Entropy, 24 (2). ISSN 1099-4300

Scaramozzino, Roberta, Cerchiello, Paola and Aste, Tomaso (2021) Information theoretic causality detection between financial and sentiment data. Entropy, 23 (5). ISSN 1099-4300

Nicola, Giancarlo, Cerchiello, Paola and Aste, Tomaso (2020) Information network modeling for U.S. banking systemic risk. Entropy, 22 (11). ISSN 1099-4300

Gozman, Daniel, Liebenau, Jonathan and Aste, Tomaso (2020) A case study of using blockchain technology in regulatory technology. MIS Quarterly Executive, 19 (1). 19 - 37. ISSN 1540-1960

Nava, Noemi, Di Matteo, T. and Aste, Tomaso (2018) Dynamic correlations at different time-scales with empirical mode decomposition. Physica A: Statistical Mechanics and Its Applications, 502. pp. 534-544. ISSN 0378-4371

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2018) Financial time series forecasting using empirical mode decomposition and support vector regression. Risks, 6 (1). ISSN 2227-9091

Aste, Tomaso and Di Matteo, T. (2017) Sparse causality network retrieval from short time series. Complexity, 2017 (4518429). ISSN 1076-2787

Musmeci, Nicoló, Nicosia, Vincenzo, Aste, Tomaso, Di Matteo, Tiziana and Latora, Vito (2017) The multiplex dependency structure of financial markets. Complexity, 2017. pp. 1-13. ISSN 1076-2787

Livan, Giacomo, Caccioli, Fabio and Aste, Tomaso (2017) Excess reciprocity distorts reputation in online social networks. Scientific Reports, 7 (1). ISSN 2045-2322

Barfuss, Wolfram, Massara, Guido Previde, Di Matteo, T. and Aste, Tomaso (2016) Parsimonious modeling with information filtering networks. Physical Review E, 94 (6). ISSN 2470-0045

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2016) Time-dependent scaling patterns in high frequency financial data. European Physical Journal Special Topics, 225 (10). pp. 1997-2016. ISSN 1951-6355

Musmeci, Nicoló, Aste, Tomaso and Di Matteo, T. (2015) Relation between financial market structure and the real economy: comparison between clustering methods. PLOS ONE, 10 (4). ISSN 1932-6203

Birch, Annika and Aste, Tomaso (2014) Systemic losses due to counterparty risk in a stylized banking system. Journal of Statistical Physics, 156 (5). pp. 998-1024. ISSN 0022-4715

Morales, Raffaello, Di Matteo, T. and Aste, Tomaso (2014) Dependency structure and scaling properties of financial time series are related. Scientific Reports, 4 (4589). ISSN 2045-2322

Zheludev, Ilya, Smith, Robert and Aste, Tomaso (2014) When can social media lead financial markets? Scientific Reports, 4 (4213). ISSN 2045-2322

Zaremba, Anna and Aste, Tomaso (2014) Measures of causality in complex datasets with application to financial data. Entropy, 16 (4). pp. 2309-2349. ISSN 1099-4300

Monograph

Turiel, Jeremy, Fernandez-Reyes, Delmiro and Aste, Tomaso (2020) Wisdom of crowds detects COVID-19 severity ahead of officially available data. Financial Markets Group Discussion Papers (808). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

This list was generated on Sun Mar 3 07:20:10 2024 GMT.