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Items where Author is "Aste, Tomaso"

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Number of items: 20.


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

This list was generated on Sat Oct 1 03:50:26 2022 BST.