NewEvery arXiv paper, its researchers & institutions — mapped.
papers

Publications (13)

physics.data-an2007

Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance

M. Tumminello, F. Lillo, R. N. Mantegna

cond-mat.dis-nn2007

Hierarchically nested factor model from multivariate data

M. Tumminello, F. Lillo, R. N. Mantegna

physics.soc-ph2006

Spanning Trees and bootstrap reliability estimation in correlation based networks

M. Tumminello, C. Coronnello, F. Lillo +2

quant-ph2005

On the observability of Bell's inequality violation in the optical Stern-Gerlach model

M. Tumminello, A. Vaglica, G. Vetri

cond-mat.dis-nn2005

A tool for filtering information in complex systems

M. Tumminello, T. Aste, T. Di Matteo +1

physics.soc-ph2014

Hybrid recommendation methods in complex networks

A. Fiasconaro, M. Tumminello, V. Nicosia +2

physics.soc-ph2007

Correlation based networks of equity returns sampled at different time horizons

M. Tumminello, T. Di Matteo, T. Aste +1

quant-ph2005

Translational dynamics effects on the non-local correlations between two atoms

M. Tumminello, A. Vaglica, G. Vetri

q-fin.ST2008

Correlation, hierarchies, and networks in financial markets

M. Tumminello, F. Lillo, R. N. Mantegna

quant-ph2005

Quantum erasure within the Optical Stern-Gerlach Model

M. Chianello, M. Tumminello, A. Vaglica +1

physics.soc-ph2005

Correlation filtering in financial time series

T. Aste, T. Di Matteo, M. Tumminello +1

quant-ph2005

The non dissipative damping of the Rabi oscillations as a "which-path" information

M. Tumminello, A. Vaglica, G. Vetri

cond-mat.dis-nn2005

Sector identification in a set of stock return time series traded at the London Stock Exchange

C. Coronnello, M. Tumminello, F. Lillo +2