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