Items where Author is "Aste, Tomaso"
Number of items: 29.
Article
Homological neural networks:a sparse architecture for multivariate complexity. (2023)
Wang, Yuanrong; Briola, Antonio; Aste, Tomaso
Topological feature selection. (2023)
Briola, Antonio; Aste, Tomaso
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FTX's downfall and Binance's consolidation:the fragility of centralised digital finance. (2023)
Vidal-Tomás, David; Briola, Antonio; Aste, Tomaso
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Dynamic portfolio optimization with inverse covariance clustering. (2023)
Wang, Yuanrong; Aste, Tomaso
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Anatomy of a stablecoin's failure:the Terra-Luna case. (2023)
Briola, Antonio; Vidal-Tomás, David; Wang, Yuanrong; Aste, Tomaso
Dependency structures in cryptocurrency market from high to low frequency. (2022)
Briola, Antonio; Aste, Tomaso
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Quantifying impact and response in markets using information filtering networks. (2022)
Seabrook, Isobel; Caccioli, Fabio; Aste, Tomaso
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Information theoretic causality detection between financial and sentiment data. (2021)
Scaramozzino, Roberta; Cerchiello, Paola; Aste, Tomaso
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Causal coupling between European and UK markets triggered by announcements of monetary policy decisions.
Volta, Vittoria; Aste, Tomaso
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Dependency structure and scaling properties of financial time series are related.
Morales, Raffaello; Di Matteo, T.; Aste, Tomaso
Dynamic correlations at different time-scales with empirical mode decomposition.
Nava, Noemi; Di Matteo, T.; Aste, Tomaso
ESG reputation risk matters:an event study based on social media data.
Nicolas, Maxime L.D.; Desroziers, Adrien; Caccioli, Fabio; Aste, Tomaso
Excess reciprocity distorts reputation in online social networks.
Livan, Giacomo; Caccioli, Fabio; Aste, Tomaso
Financial time series forecasting using empirical mode decomposition and support vector regression.
Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso
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HLOB–Information persistence and structure in limit order books.
Briola, Antonio; Bartolucci, Silvia; Aste, Tomaso
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Heterogeneous criticality in high frequency finance:a phase transition in flash crashes.
Turiel, Jeremy D.; Aste, Tomaso
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Information network modeling for U.S. banking systemic risk.
Nicola, Giancarlo; Cerchiello, Paola; Aste, Tomaso
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Measures of causality in complex datasets with application to financial data.
Zaremba, Anna; Aste, Tomaso
Parsimonious modeling with information filtering networks.
Barfuss, Wolfram; Massara, Guido Previde; Di Matteo, T.; Aste, Tomaso
Portfolio optimization with sparse multivariate modeling.
Procacci, Pier Francesco; Aste, Tomaso
Relation between financial market structure and the real economy: comparison between clustering methods.
Musmeci, Nicoló; Aste, Tomaso; Di Matteo, T.
Sparse causality network retrieval from short time series.
Aste, Tomaso; Di Matteo, T.
Systemic losses due to counterparty risk in a stylized banking system.
Birch, Annika; Aste, Tomaso
Time-dependent scaling patterns in high frequency financial data.
Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso
Topological regularization with information filtering networks.
Aste, Tomaso
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When can social media lead financial markets?
Zheludev, Ilya; Smith, Robert; Aste, Tomaso
A case study of using blockchain technology in regulatory technology.
Gozman, Daniel; Liebenau, Jonathan; Aste, Tomaso
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The multiplex dependency structure of financial markets.
Musmeci, Nicoló; Nicosia, Vincenzo; Aste, Tomaso; Di Matteo, Tiziana; Latora, Vito
