T. Di Matteo

From MaRDI portal
Person:1674859

Available identifiers

zbMath Open di-matteo.tizianaWikidataQ61942530 ScholiaQ61942530MaRDI QIDQ1674859

List of research outcomes





PublicationDate of PublicationType
A memory-based method to select the number of relevant components in principal component analysis2020-11-08Paper
A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering2019-09-26Paper
Anomalous volatility scaling in high frequency financial data2018-11-13Paper
Sparse causality network retrieval from short time series2018-01-03Paper
The multiplex dependency structure of financial markets2017-10-26Paper
Measuring multiscaling in financial time-series2017-02-10Paper
Delaunay simplex analysis of the structure of equal sized sphere packings2014-10-15Paper
Nested hierarchies in planar graphs2012-04-30Paper
Exploring complex networks via topological embedding on surfaces2011-07-18Paper
Introduction to complex and econophysics systems: a navigation map2011-03-25Paper
Structural transitions in granular packs: statistical mechanics and statistical geometry investigations2010-06-25Paper
Interplay between topology and dynamics in the world trade web2010-06-25Paper
Multi-scale correlations in different futures markets2010-06-25Paper
The use of dynamical networks to detect the hierarchical organization of financial market sectors2010-06-22Paper
CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS2009-04-03Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS2009-02-24Paper
Multi-scaling in finance2007-05-18Paper
HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE?2005-06-22Paper
Scaling behaviors in differently developed markets2003-05-21Paper

Research outcomes over time

This page was built for person: T. Di Matteo