Tiziana Di Matteo
TitleCited byYear
A tool for filtering information in complex systems
M Tumminello, T Aste, T Di Matteo, RN Mantegna
Proceedings of the National Academy of Sciences of the United States ofá…, 2005
4952005
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
TD Matteo, T Aste, MM Dacorogna
Journal of Banking & Finance 29 (4), 827-851, 2005
3612005
Multi-scaling in finance
T Di Matteo
Quantitative finance 7 (1), 21-36, 2007
2912007
Scaling behaviors in differently developed markets
T Di Matteo, T Aste, MM Dacorogna
Physica A: Statistical Mechanics and its Applications 324 (1-2), 183-188, 2003
2622003
Correlation based networks of equity returns sampled at different time horizons
M Tumminello, T Di Matteo, T Aste, RN Mantegna
The European Physical Journal B-Condensed Matter and Complex Systems 55 (2á…, 2007
1692007
Emergence of Gamma distributions in granular materials and packing models
T Aste, T Di Matteo
Physical Review E 77 (2), 021309, 2008
1502008
Interplay between topology and dynamics in the World Trade Web
D Garlaschelli, T Di Matteo, T Aste, G Caldarelli, MI Loffredo
The European Physical Journal B-Condensed Matter and Complex Systems 57 (2á…, 2007
1062007
Understanding the source of multifractality in financial markets
J Barunik, T Aste, T Di Matteo, R Liu
Physica A 391, 4234, 2012
1012012
An invariant distribution in static granular media
T Aste, T Di Matteo, M Saadatfar, TJ Senden, M Schr÷ter, HL Swinney
EPL (Europhysics Letters) 79, 24003, 2007
1012007
Correlation structure and dynamics in volatile markets
T Aste, W Shaw, T Di Matteo
New Journal of Physics 12, 085009, 2010
992010
Correlation structure and dynamics in volatile markets
W SHAW, T Aste, T Di Matteo
New Journal of Physics 12 (8), 2010
992010
Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series
R Morales, T Di Matteo, R Gramatica, T Aste
Physica A: Statistical Mechanics and its Applications, 2012
932012
Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
R Morales, T Di Matteo, R Gramatica, T Aste
Arxiv preprint arXiv:1109.0465, 2011
93*2011
Complex networks on hyperbolic surfaces
T Aste, T Di Matteo, ST Hyde
Physica A: Statistical Mechanics and its Applications 346 (1-2), 20-26, 2005
922005
Spread of risk across financial markets: better to invest in the peripheries
F Pozzi, T Di Matteo, T Aste
Scientific Reports 3, 1665, 2013
792013
Hierarchical information clustering by means of topologically embedded graphs
WM Song, T Di Matteo, A T
PLoS One 7 (3), e31929, 2012
782012
Hierarchical information clustering by means of topologically embedded graphs
WM Song, T Di Matteo, T Aste
Arxiv preprint arXiv:1110.4477, 2011
782011
A study of the personal income distribution in Australia
A Banerjee, VM Yakovenko, T Di Matteo
Physica A: statistical mechanics and its applications 370 (1), 54-59, 2006
732006
The Physics of Complex Systems (New Advances and Perspectives)
T Di Matteo, T Aste, ST Hyde
IOS Press, Amsterdam, 2004
67*2004
An interest rates cluster analysis
T Di Matteo, T Aste, RN Mantegna
Physica A: Statistical Mechanics and its Applications 339 (1), 181-188, 2004
662004
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Articles 1–20