Di Matteo, T.
- Network Filtering for Big Data: Triangulated Maximally Filtered Graph
2015/05/10 by Massara, Guido Previde, Di Matteo, T., Aste, Tomaso · 5 citations
#Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #FOS: Physical sciences #Information Retrieval (cs.IR) #Statistical Mechanics (cond-mat.stat-mech)
- Multiscaling and rough volatility: an empirical investigation
2022/01/25 by Giuseppe Brandi, Tiziana Di Matteo, Brandi, Giuseppe +1 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)
- Blockchain Inefficiency in the Bitcoin Peers Network
2017/04/05 by Pappalardo, Giuseppe, Di Matteo, T., Caldarelli, Guido +1 · 1 citation
#Computers and Society (cs.CY) #Cryptography and Security (cs.CR) #FOS: Computer and information sciences
- On the interplay between multiscaling and stocks dependence
2018/02/04 by Riccardo Junior Buonocore, Buonocore, R. J., Giuseppe Brandi +5 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Nonlinear Dynamics and Pattern Formation #Statistical Finance (q-fin.ST)
- On the statistics of scaling exponents and the Multiscaling Value at\n Risk
2020/02/10 by Giuseppe Brandi, Brandi, Giuseppe, Tiziana Di Matteo +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)