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papers

Publications (49)

q-fin.ST2015

Multi-scaling of wholesale electricity prices

Francesco Caravelli, James Requeima, Cozmin Ududec +3

physics.soc-ph2019

The Multilayer Structure of Corporate Networks

Jeroen van Lidth de Jeude, Tomaso Aste, Guido Caldarelli

cs.CY2015

Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry

Thársis Tuani Pinto Souza, Olga Kolchyna, Philip C. Treleaven +1

cond-mat.soft2017

Universal behaviour of the glass and the jamming transitions in finite dimensions

Antonio Coniglio, Massimo Pica Ciamarra, Tomaso Aste

cond-mat.soft2010

Combining tomographic imaging and DEM simulations to investigate the structure of experimental sphere packings

Gary W Delaney, T. Di Matteo, Tomaso Aste

q-fin.ST2013

Non stationary multifractality in stock returns

Raffaello Morales, T. Di Matteo, Tomaso Aste

cs.CL2015

Twitter Sentiment Analysis: Lexicon Method, Machine Learning Method and Their Combination

Olga Kolchyna, Tharsis T. P. Souza, Philip Treleaven +1

physics.soc-ph2018

Reciprocity and success in academic careers

Weihua Li, Tomaso Aste, Fabio Caccioli +1

cond-mat.dis-nn1998

THE SHELL MAP: The structure of froths through a dynamical map

Tomaso Aste

q-fin.ST2015

Measuring multiscaling in financial time-series

Riccardo Junior Buonocore, Tomaso Aste, Tiziana Di Matteo

cond-mat.dis-nn1996

Random walk on disordered networks

Tomaso Aste

q-fin.TR2018

Risk-Neutral Pricing and Hedging of In-Play Football Bets

Sebastian del Bano Rollin, Zsolt Bihari, Tomaso Aste

cs.CY2019

Can Cryptocurrencies Preserve Privacy and Comply with Regulations?

Geoff Goodell, Tomaso Aste

physics.soc-ph2017

Excess reciprocity distorts reputation in online social networks

Giacomo Livan, Fabio Caccioli, Tomaso Aste

cs.CY2017

Blockchain Inefficiency in the Bitcoin Peers Network

Giuseppe Pappalardo, T. Di Matteo, Guido Caldarelli +1

stat.ME2017

Sparse causality network retrieval from short time series

Tomaso Aste, T. Di Matteo

cond-mat.other2012

Exploring complex networks via topological embedding on surfaces

Tomaso Aste, Ruggero Gramatica, T. Di Matteo

cond-mat.soft2009

Microstructures and Mechanical Properties of Dense Particle Gels: Microstructural Characterization

Iwan Schenker, Frank T. Filser, Tomaso Aste +1

cond-mat.soft2005

Volume fluctuations and geometrical constraints in granular packs

Tomaso Aste

q-fin.CP2014

Measures of Causality in Complex Datasets with application to financial data

Anna Zaremba, Tomaso Aste

cond-mat.soft2008

Onset of mechanical stability in random packings of frictional spheres

Melissa Jerkins, Matthias Schröter, Harry L. Swinney +3

cond-mat.soft2001

Stress transmission in granular matter

Tomaso Aste, Tiziana Di Matteo, Enrico Galleani d'Agliano

q-fin.RM2019

P2P Loan acceptance and default prediction with Artificial Intelligence

Jeremy D. Turiel, Tomaso Aste

q-fin.ST2012

Understanding the source of multifractality in financial markets

Jozef Barunik, Tomaso Aste, Tiziana Di Matteo +1

cond-mat.mtrl-sci1997

Circles, Spheres and Drops Packings

Tomaso Aste

cs.SI2015

In Quest of Significance: Identifying Types of Twitter Sentiment Events that Predict Spikes in Sales

Olga Kolchyna, Th'arsis T. P. Souza, Tomaso Aste +1

q-fin.ST2015

Time-dependent scaling patterns in high frequency financial data

Noemi Nava, Tiziana Di Matteo, Tomaso Aste

cond-mat2001

How does the Eurodollar Interest Rate behave?

Tiziana Di Matteo, Tomaso Aste

q-fin.ST2011

Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series

Raffaello Morales, T. Di Matteo, Ruggero Gramatica +1

cond-mat.stat-mech2015

Cell theory for glass-forming materials and jamming matter, combining free volume and cooperative rearranging regions

Antonio Coniglio, Tomaso Aste

q-fin.ST2013

Dependency Structure and Scaling Properties of Financial Time Series Are Related

Raffaello Morales, T. Di Matteo, Tomaso Aste

q-fin.ST2017

Relation between regional uncertainty spillovers in the global banking system

Sachapon Tungsong, Fabio Caccioli, Tomaso Aste

physics.data-an2011

Hierarchical information clustering by means of topologically embedded graphs

Won-Min Song, T. Di Matteo, Tomaso Aste

cond-mat.dis-nn1998

Dynamical partitions of space in any dimension

Tomaso Aste

physics.soc-ph2016

The multiplex dependency structure of financial markets

Nicoló Musmeci, Vincenzo Nicosia, Tomaso Aste +2

cs.IT2016

Parsimonious modeling with Information Filtering Networks

Wolfram Barfuss, Guido Previde Massara, T. Di Matteo +1

q-fin.PM2016

What does past correlation structure tell us about the future? An answer from network filtering

Nicoló Musmeci, Tomaso Aste, Tiziana Di Matteo

q-fin.ST2019

Cryptocurrency market structure: connecting emotions and economics

Tomaso Aste

q-fin.CP2015

Anomalous volatility scaling in high frequency financial data

Noemi Nava, T. Di Matteo, Tomaso Aste

q-fin.PM2014

Risk diversification: a study of persistence with a filtered correlation-network approach

Nicoló Musmeci, Tomaso Aste, Tiziana Di Matteo

cs.CE2017

Dynamic correlations at different time-scales with Empirical Mode Decomposition

Noemi Nava, T. Di Matteo, Tomaso Aste

q-bio.QM2013

Graph theory enables drug repurposing. How a mathematical model can drive the discovery of hidden Mechanisms of Action

Ruggero Gramatica, T. Di Matteo, Stefano Giorgetti +3

cond-mat.dis-nn1996

From one cell to the whole froth: a dynamical map

Tomaso Aste, Dominique Boose, Nicolas Rivier

cond-mat.dis-nn1999

Glass transition in self organizing cellular patterns

Tomaso Aste, David Sherrington

cs.DS2015

Network Filtering for Big Data: Triangulated Maximally Filtered Graph

Guido Previde Massara, T. Di Matteo, Tomaso Aste

math.GT2009

Nested hierarchies in planar graphs

Won-Min Song, T. Di Matteo, Tomaso Aste

q-fin.ST2016

A nonlinear impact: evidences of causal effects of social media on market prices

Thársis T. P. Souza, Tomaso Aste

q-fin.GN2014

Systemic Losses Due to Counter Party Risk in a Stylized Banking System

Annika Birch, Tomaso Aste

cond-mat.soft2009

Quantification of the Heterogeneity of Particle Packings

Iwan Schenker, Frank T. Filser, Tomaso Aste +2