T. Di Matteo

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A memory-based method to select the number of relevant components in principal component analysis Journal of Statistical Mechanics: Theory and Experiment	2020-11-08	Paper
A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering Quantitative Finance	2019-09-26	Paper
Anomalous volatility scaling in high frequency financial data Physica A	2018-11-13	Paper
Sparse causality network retrieval from short time series Complexity	2018-01-03	Paper
The multiplex dependency structure of financial markets Complexity	2017-10-26	Paper
Measuring multiscaling in financial time-series Chaos, Solitons and Fractals	2017-02-10	Paper
Delaunay simplex analysis of the structure of equal sized sphere packings	2014-10-15	Paper
Nested hierarchies in planar graphs Discrete Applied Mathematics	2012-04-30	Paper
Exploring complex networks via topological embedding on surfaces	2011-07-18	Paper
Introduction to complex and econophysics systems: a navigation map	2011-03-25	Paper
Structural transitions in granular packs: statistical mechanics and statistical geometry investigations The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Structural transitions in granular packs: statistical mechanics and statistical geometry investigations The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Interplay between topology and dynamics in the world trade web The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Multi-scale correlations in different futures markets The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
The use of dynamical networks to detect the hierarchical organization of financial market sectors The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-22	Paper
CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS Advances in Complex Systems	2009-04-03	Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS Advances in Complex Systems	2009-02-24	Paper
Multi-scaling in finance Quantitative Finance	2007-05-18	Paper
HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE? International Journal of Theoretical and Applied Finance	2005-06-22	Paper
Scaling behaviors in differently developed markets Physica A	2003-05-21	Paper

Research outcomes over time

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