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"Aste, Tomaso"

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Number of items: 7.

Article

Barfuss, Wolfram, Massara, Guido Previde, Di Matteo, T. and Aste, Tomaso (2016) Parsimonious modeling with information filtering networks. Physical Review E, 94 (6). ISSN 1539-3755

Nava, Noemi, Di Matteo, Tiziana and Aste, Tomaso (2016) Time-dependent scaling patterns in high frequency financial data. The 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 . 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 Mar 25 23:35:10 2017 GMT.