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Entropy (Basel, Switzerland)|February 25, 2022
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash CrashesJeremy D Turiel, Tomaso AstePhysical Review Letters|February 21, 2006
Volume fluctuations and geometrical constraints in granular packsTomaso AsteRoyal Society Open Science|April 1, 2022
Causal coupling between European and UK markets triggered by announcements of monetary policy decisionsVittoria Volta, Tomaso AsteEntropy (Basel, Switzerland)|November 11, 2022
Dependency Structures in Cryptocurrency Market from High to Low FrequencyAntonio Briola, Tomaso AsteScientific Reports|February 28, 2014
When can social media lead financial markets?Ilya Zheludev, Robert Smith, Tomaso AsteEntropy (Basel, Switzerland)|June 2, 2021
Information Theoretic Causality Detection between Financial and Sentiment DataRoberta Scaramozzino, Paola Cerchiello, Tomaso AsteEntropy (Basel, Switzerland)|July 8, 2023
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural RiskJeremy Turiel, Paolo Barucca, Tomaso AsteScientific Reports|June 16, 2017
Excess reciprocity distorts reputation in online social networksGiacomo Livan, Fabio Caccioli, Tomaso AsteQuantitative Finance|August 4, 2025
Deep limit order book forecasting: a microstructural guideAntonio Briola, Silvia Bartolucci, Tomaso AsteEntropy (Basel, Switzerland)|December 3, 2020
Information Network Modeling for U.S. Banking Systemic RiskGiancarlo Nicola, Paola Cerchiello, Tomaso AstePageof 3