Tomaso Aste

  • University College London, Department of Computer Science
  • Australian National University, Canberra, Department of Applied Mathematics

According to our database1, Tomaso Aste authored at least 46 papers between 1997 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


Online presence:



Dynamic portfolio optimization with inverse covariance clustering.
Expert Syst. Appl., 2023

Topological regularization with information filtering networks.
Inf. Sci., 2022

Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk.
Entropy, 2022

Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes.
Entropy, 2022

Dependency Structures in Cryptocurrency Market from High to Low Frequency.
Entropy, 2022

Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing.
CoRR, 2022

Anatomy of a Stablecoin's failure: the Terra-Luna case.
CoRR, 2022

Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series.
CoRR, 2022

Network Filtering of Spatial-temporal GNN for Multivariate Time-series Prediction.
Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Information Theoretic Causality Detection between Financial and Sentiment Data.
Entropy, 2021

Deep Reinforcement Learning for Active High Frequency Trading.
CoRR, 2021

The Cost of Bitcoin Mining Has Never Really Increased.
Frontiers Blockchain, 2020

Analysing Social Media Forums to Discover Potential Causes of Phasic Shifts in Cryptocurrency Price Series.
Frontiers Blockchain, 2020

Information Network Modeling for U.S. Banking Systemic Risk.
Entropy, 2020

Deep Learning modeling of Limit Order Book: a comparative perspective.
CoRR, 2020

Wisdom of the crowds in forecasting COVID-19 spreading severity.
CoRR, 2020

A Decentralized Digital Identity Architecture.
Frontiers Blockchain, 2019

Can Cryptocurrencies Preserve Privacy and Comply With Regulations?
Frontiers Blockchain, 2019

Reciprocity and impact in academic careers.
EPJ Data Sci., 2019

Achieving competitive advantage in academia through early career coauthorship with top scientists.
CoRR, 2019

Learning Clique Forests.
CoRR, 2019

A Decentralised Digital Identity Architecture.
CoRR, 2019

Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics.
Proceedings of the Complex Networks and Their Applications VIII, 2019

Blockchain inefficiency in the Bitcoin peers network.
EPJ Data Sci., 2018

Reciprocity and success in academic careers.
CoRR, 2018

Forecasting market states.
CoRR, 2018

Dynamic correlations at different time-scales with Empirical Mode Decomposition.
CoRR, 2017

Blockchain Technologies: The Foreseeable Impact on Society and Industry.
Computer, 2017

Network Filtering for Big Data: Triangulated Maximally Filtered Graph.
J. Complex Networks, 2017

The Multiplex Dependency Structure of Financial Markets.
Complex., 2017

Sparse Causality Network Retrieval from Short Time Series.
Complex., 2017

A nonlinear impact: evidences of causal effects of social media on market prices.
CoRR, 2016

Reciprocity-induced bias in digital reputation.
CoRR, 2016

Parsimonious modeling with Information Filtering Networks.
CoRR, 2016

Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry.
CoRR, 2015

Twitter Sentiment Analysis.
CoRR, 2015

In Quest of Significance: Identifying Types of Twitter Sentiment Events that Predict Spikes in Sales.
CoRR, 2015

Measures of Causality in Complex Datasets with Application to Financial Data.
Entropy, 2014

Clustering and hierarchy of financial markets data: advantages of the DBHT.
CoRR, 2014

Graph theory enables drug repurposing. How a mathematical model can drive the discovery of hidden Mechanisms of Action.
CoRR, 2013

Nested hierarchies in planar graphs.
Discret. Appl. Math., 2011

Hierarchical information clustering by means of topologically embedded graphs.
CoRR, 2011

Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations.
Adv. Complex Syst., 2008

Random networks in two dimensions. Simulations and correlations.
Proceedings of the Discrete Mathematical Chemistry, 1998

Topological Maps and Models of Shapes.
Int. J. Shape Model., 1997

Topological modelling of disordered cellular structures.
Proceedings of 1997 International Conference on Shape Modeling and Applications, 1997