T. Di Matteo

Available identifiers

zbMath Open di-matteo.tizianaWikidataQ61942530 ScholiaQ61942530MaRDI QIDQ1674859

List of research outcomes

Publication	Date of Publication	Type
A memory-based method to select the number of relevant components in principal component analysis	2020-11-08	Paper
A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering	2019-09-26	Paper
Anomalous volatility scaling in high frequency financial data	2018-11-13	Paper
Sparse causality network retrieval from short time series	2018-01-03	Paper
The multiplex dependency structure of financial markets	2017-10-26	Paper
Measuring multiscaling in financial time-series	2017-02-10	Paper
Delaunay simplex analysis of the structure of equal sized sphere packings	2014-10-15	Paper
Nested hierarchies in planar graphs	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	2010-06-25	Paper
Interplay between topology and dynamics in the world trade web	2010-06-25	Paper
Multi-scale correlations in different futures markets	2010-06-25	Paper
The use of dynamical networks to detect the hierarchical organization of financial market sectors	2010-06-22	Paper
CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS	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	2009-02-24	Paper
Multi-scaling in finance	2007-05-18	Paper
HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE?	2005-06-22	Paper
Scaling behaviors in differently developed markets	2003-05-21	Paper

Research outcomes over time

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