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Physical Review Letters
|
February 21, 2006
Volume fluctuations and geometrical constraints in granular packs
Tomaso Aste
Royal Society Open Science
|
April 1, 2022
Causal coupling between European and UK markets triggered by announcements of monetary policy decisions
Vittoria Volta, Tomaso Aste
Entropy (Basel, Switzerland)
|
November 11, 2022
Dependency Structures in Cryptocurrency Market from High to Low Frequency
Antonio Briola, Tomaso Aste
Entropy (Basel, Switzerland)
|
February 25, 2022
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Jeremy D Turiel, Tomaso Aste
Scientific Reports
|
February 28, 2014
When can social media lead financial markets?
Ilya Zheludev, Robert Smith, Tomaso Aste
Entropy (Basel, Switzerland)
|
June 2, 2021
Information Theoretic Causality Detection between Financial and Sentiment Data
Roberta Scaramozzino, Paola Cerchiello, Tomaso Aste
Entropy (Basel, Switzerland)
|
July 8, 2023
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk
Jeremy Turiel, Paolo Barucca, Tomaso Aste
Scientific Reports
|
June 16, 2017
Excess reciprocity distorts reputation in online social networks
Giacomo Livan, Fabio Caccioli, Tomaso Aste
Quantitative Finance
|
August 4, 2025
Deep limit order book forecasting: a microstructural guide
Antonio Briola, Silvia Bartolucci, Tomaso Aste
Entropy (Basel, Switzerland)
|
December 3, 2020
Information Network Modeling for U.S. Banking Systemic Risk
Giancarlo Nicola, Paola Cerchiello, Tomaso Aste
Page
of 3
Search research articles
Search
Showing results (1-10 of 24) with videos related to
Sort By:
Page
of 3
Physical Review Letters
|
February 21, 2006
Volume fluctuations and geometrical constraints in granular packs
Tomaso Aste
Royal Society Open Science
|
April 1, 2022
Causal coupling between European and UK markets triggered by announcements of monetary policy decisions
Vittoria Volta, Tomaso Aste
Entropy (Basel, Switzerland)
|
November 11, 2022
Dependency Structures in Cryptocurrency Market from High to Low Frequency
Antonio Briola, Tomaso Aste
Entropy (Basel, Switzerland)
|
February 25, 2022
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Jeremy D Turiel, Tomaso Aste
Scientific Reports
|
February 28, 2014
When can social media lead financial markets?
Ilya Zheludev, Robert Smith, Tomaso Aste
Entropy (Basel, Switzerland)
|
June 2, 2021
Information Theoretic Causality Detection between Financial and Sentiment Data
Roberta Scaramozzino, Paola Cerchiello, Tomaso Aste
Entropy (Basel, Switzerland)
|
July 8, 2023
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk
Jeremy Turiel, Paolo Barucca, Tomaso Aste
Scientific Reports
|
June 16, 2017
Excess reciprocity distorts reputation in online social networks
Giacomo Livan, Fabio Caccioli, Tomaso Aste
Quantitative Finance
|
August 4, 2025
Deep limit order book forecasting: a microstructural guide
Antonio Briola, Silvia Bartolucci, Tomaso Aste
Entropy (Basel, Switzerland)
|
December 3, 2020
Information Network Modeling for U.S. Banking Systemic Risk
Giancarlo Nicola, Paola Cerchiello, Tomaso Aste
Page
of 3