Tomaso Aste

Silvia Bartolucci

CoRR, 2024

Retail Central Bank Digital Currency: Motivations, Opportunities, and Mistakes.

[BibT_eX]

[DOI]

Geoffrey Goodell

Hazem Danny Al-Nakib

CoRR, 2024

2023

Dynamic portfolio optimization with inverse covariance clustering.

[BibT_eX]

[DOI]

Expert Syst. Appl., 2023

Unraveling the Enigma of Double Descent: An In-depth Analysis through the Lens of Learned Feature Space.

[BibT_eX]

[DOI]

Yufei Gu

Xiaoqing Zheng

CoRR, 2023

Homological Convolutional Neural Networks.

[BibT_eX]

[DOI]

CoRR, 2023

Topological Feature Selection: A Graph-Based Filter Feature Selection Approach.

[BibT_eX]

[DOI]

CoRR, 2023

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

[BibT_eX]

[DOI]

Danial Saef

Proceedings of the Companion Proceedings of the ACM Web Conference 2023, 2023

Homological Neural Networks: A Sparse Architecture for Multivariate Complexity.

[BibT_eX]

[DOI]

Proceedings of the Topological, 2023

Topological Feature Selection.

[BibT_eX]

[DOI]

Proceedings of the Topological, 2023

Topological Portfolio Selection and Optimization.

[BibT_eX]

[DOI]

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

Topological regularization with information filtering networks.

[BibT_eX]

[DOI]

Inf. Sci., 2022

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

[BibT_eX]

[DOI]

Paolo Barucca

Entropy, 2022

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

[BibT_eX]

[DOI]

Entropy, 2022

Dependency Structures in Cryptocurrency Market from High to Low Frequency.

[BibT_eX]

[DOI]

Entropy, 2022

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

[BibT_eX]

[DOI]

CoRR, 2022

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

[BibT_eX]

[DOI]

CoRR, 2022

Network Filtering of Spatial-temporal GNN for Multivariate Time-series Prediction.

[BibT_eX]

[DOI]

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Information Theoretic Causality Detection between Financial and Sentiment Data.

[BibT_eX]

[DOI]

Roberta Scaramozzino

Paola Cerchiello

Entropy, 2021

Deep Reinforcement Learning for Active High Frequency Trading.

[BibT_eX]

[DOI]

CoRR, 2021

2020

A Case Study of Using Blockchain Technology in Regulatory Technology.

[BibT_eX]

[DOI]

Daniel Gozman

Jonathan Liebenau

MIS Q. Executive, 2020

The Cost of Bitcoin Mining Has Never Really Increased.

[BibT_eX]

[DOI]

Yo-Der Song

Frontiers Blockchain, 2020

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

[BibT_eX]

[DOI]

Andrew Burnie

Emine Yilmaz

Frontiers Blockchain, 2020

Information Network Modeling for U.S. Banking Systemic Risk.

[BibT_eX]

[DOI]

Giancarlo Nicola

Paola Cerchiello

Entropy, 2020

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

[BibT_eX]

[DOI]

CoRR, 2020

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

[BibT_eX]

[DOI]

CoRR, 2020

2019

A Decentralized Digital Identity Architecture.

[BibT_eX]

[DOI]

Geoff Goodell

Frontiers Blockchain, 2019

Can Cryptocurrencies Preserve Privacy and Comply With Regulations?

[BibT_eX]

[DOI]

Geoff Goodell

Frontiers Blockchain, 2019

Reciprocity and impact in academic careers.

[BibT_eX]

[DOI]

EPJ Data Sci., 2019

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

[BibT_eX]

[DOI]

CoRR, 2019

Learning Clique Forests.

[BibT_eX]

[DOI]

Guido Previde Massara

CoRR, 2019

A Decentralised Digital Identity Architecture.

[BibT_eX]

[DOI]

Geoff Goodell

CoRR, 2019

Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics.

[BibT_eX]

[DOI]

Proceedings of the Complex Networks and Their Applications VIII, 2019

2018

Blockchain inefficiency in the Bitcoin peers network.

[BibT_eX]

[DOI]

EPJ Data Sci., 2018

Reciprocity and success in academic careers.

[BibT_eX]

[DOI]

CoRR, 2018

Forecasting market states.

[BibT_eX]

[DOI]

Pier Francesco Procacci

CoRR, 2018

2017

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

[BibT_eX]

[DOI]

Noemi Nava

CoRR, 2017

Blockchain Technologies: The Foreseeable Impact on Society and Industry.

[BibT_eX]

[DOI]

Paolo Tasca

Computer, 2017

Network Filtering for Big Data: Triangulated Maximally Filtered Graph.

[BibT_eX]

[DOI]

Guido Previde Massara

J. Complex Networks, 2017

The Multiplex Dependency Structure of Financial Markets.

[BibT_eX]

[DOI]

Complex., 2017

Sparse Causality Network Retrieval from Short Time Series.

[BibT_eX]

[DOI]

Complex., 2017

2016

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

[BibT_eX]

[DOI]

Thársis T. P. Souza

CoRR, 2016

Reciprocity-induced bias in digital reputation.

[BibT_eX]

[DOI]

Giacomo Livan

Fabio Caccioli

CoRR, 2016

Parsimonious modeling with Information Filtering Networks.

[BibT_eX]

[DOI]

Wolfram Barfuss

Guido Previde Massara

Thársis Tuani Pinto Souza

CoRR, 2016

2015

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

[BibT_eX]

[DOI]

Olga Kolchyna

Philip C. Treleaven

CoRR, 2015

Twitter Sentiment Analysis.

[BibT_eX]

[DOI]

CoRR, 2015

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

[BibT_eX]

[DOI]

CoRR, 2015

2014

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

[BibT_eX]

[DOI]

Anna Zaremba

Entropy, 2014

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

[BibT_eX]

[DOI]

Nicolò Musmeci

CoRR, 2014

2013

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

[BibT_eX]

[DOI]

CoRR, 2013

2011

Nested hierarchies in planar graphs.

[BibT_eX]

[DOI]

Won-Min Song

Discret. Appl. Math., 2011

Hierarchical information clustering by means of topologically embedded graphs.

[BibT_eX]

[DOI]

Won-Min Song

CoRR, 2011

2008

Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations.

[BibT_eX]

[DOI]

Francesco Pozzi

Adv. Complex Syst., 2008

1998

Random networks in two dimensions. Simulations and correlations.

[BibT_eX]

[DOI]

Proceedings of the Discrete Mathematical Chemistry, 1998

1997

Topological Maps and Models of Shapes.

[BibT_eX]

[DOI]

Nicolas Rivier

Int. J. Shape Model., 1997

Topological modelling of disordered cellular structures.

[BibT_eX]

[DOI]