Items where Author is "Di Matteo, T."

Item Type No Grouping

Article

Dependency structure and scaling properties of financial time series are related. Morales, Raffaello and Di Matteo, T. and Aste, Tomaso

Dynamic correlations at different time-scales with empirical mode decomposition. Nava, Noemi and Di Matteo, T. and Aste, Tomaso

Parsimonious modeling with information filtering networks. Barfuss, Wolfram and Massara, Guido Previde and Di Matteo, T. and Aste, Tomaso

Relation between financial market structure and the real economy: comparison between clustering methods. Musmeci, Nicoló and Aste, Tomaso and Di Matteo, T.

Sparse causality network retrieval from short time series. Aste, Tomaso and Di Matteo, T.