Tomaso Aste

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 52

Top Topics

Financial Markets

Portfolio Selection

Dependency Structure

Top Venues

Frontiers Blockchain

Publications

Geoffrey Goodell, Hazem Danny Al-Nakib, Tomaso Aste
Retail Central Bank Digital Currency: Motivations, Opportunities, and Mistakes. CoRR (2024)
Yufei Gu, Xiaoqing Zheng, Tomaso Aste
Unraveling the Enigma of Double Descent: An In-depth Analysis through the Lens of Learned Feature Space. ICLR (2024)
Antonio Briola, Silvia Bartolucci, Tomaso Aste
Deep Limit Order Book Forecasting. CoRR (2024)
Antonio Briola, Silvia Bartolucci, Tomaso Aste
HLOB - Information Persistence and Structure in Limit Order Books. CoRR (2024)
Antonio Briola, Tomaso Aste
Topological Feature Selection. TAG-ML (2023)
Yuanrong Wang, Antonio Briola, Tomaso Aste
Homological Neural Networks: A Sparse Architecture for Multivariate Complexity. TAG-ML (2023)
Antonio Briola, Yuanrong Wang, Silvia Bartolucci, Tomaso Aste
Homological Convolutional Neural Networks. CoRR (2023)
Antonio Briola, Tomaso Aste
Topological Feature Selection: A Graph-Based Filter Feature Selection Approach. CoRR (2023)
Yuanrong Wang, Antonio Briola, Tomaso Aste
Topological Portfolio Selection and Optimization. ICAIF (2023)
Yuanrong Wang, Antonio Briola, Tomaso Aste
Homological Neural Networks: A Sparse Architecture for Multivariate Complexity. CoRR (2023)
Yufei Gu, Xiaoqing Zheng, Tomaso Aste
Unraveling the Enigma of Double Descent: An In-depth Analysis through the Lens of Learned Feature Space. CoRR (2023)
Yuanrong Wang, Tomaso Aste
Dynamic portfolio optimization with inverse covariance clustering. Expert Syst. Appl. 213 (Part) (2023)
Danial Saef, Yuanrong Wang, Tomaso Aste
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. WWW (Companion Volume) (2023)
Yuanrong Wang, Tomaso Aste
Network Filtering of Spatial-temporal GNN for Multivariate Time-series Prediction. ICAIF (2022)
Jeremy D. Turiel, Paolo Barucca, Tomaso Aste
Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk. Entropy 24 (10) (2022)
Danial Saef, Yuanrong Wang, Tomaso Aste
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. CoRR (2022)
Tomaso Aste
Topological regularization with information filtering networks. Inf. Sci. 608 (2022)
Antonio Briola, David Vidal-Tomás, Yuanrong Wang, Tomaso Aste
Anatomy of a Stablecoin's failure: the Terra-Luna case. CoRR (2022)
Antonio Briola, Tomaso Aste
Dependency Structures in Cryptocurrency Market from High to Low Frequency. Entropy 24 (11) (2022)
Jeremy D. Turiel, Tomaso Aste
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes. Entropy 24 (2) (2022)
Yuanrong Wang, Tomaso Aste
Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series. CoRR (2022)
Roberta Scaramozzino, Paola Cerchiello, Tomaso Aste
Information Theoretic Causality Detection between Financial and Sentiment Data. Entropy 23 (5) (2021)
Antonio Briola, Jeremy D. Turiel, Riccardo Marcaccioli, Tomaso Aste
Deep Reinforcement Learning for Active High Frequency Trading. CoRR (2021)
Yo-Der Song, Tomaso Aste
The cost of Bitcoin mining has never really increased. CoRR (2020)
Yo-Der Song, Tomaso Aste
The Cost of Bitcoin Mining Has Never Really Increased. Frontiers Blockchain 3 (2020)
Tomaso Aste
Topological regularization with information filtering networks. CoRR (2020)
Jeremy D. Turiel, Tomaso Aste
Wisdom of the crowds in forecasting COVID-19 spreading severity. CoRR (2020)
Andrew Burnie, Emine Yilmaz, Tomaso Aste
Analysing Social Media Forums to Discover Potential Causes of Phasic Shifts in Cryptocurrency Price Series. Frontiers Blockchain 3 (2020)
Giancarlo Nicola, Paola Cerchiello, Tomaso Aste
Information Network Modeling for U.S. Banking Systemic Risk. Entropy 22 (11) (2020)
Daniel Gozman, Jonathan Liebenau, Tomaso Aste
A Case Study of Using Blockchain Technology in Regulatory Technology. MIS Q. Executive 19 (1) (2020)
Antonio Briola, Jeremy D. Turiel, Tomaso Aste
Deep Learning modeling of Limit Order Book: a comparative perspective. CoRR (2020)
Weihua Li, Tomaso Aste, Fabio Caccioli, Giacomo Livan
Reciprocity and impact in academic careers. EPJ Data Sci. 8 (1) (2019)
Geoff Goodell, Tomaso Aste
A Decentralized Digital Identity Architecture. Frontiers Blockchain 2 (2019)
Jeremy D. Turiel, Tomaso Aste
Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics. COMPLEX NETWORKS (2) (2019)
Weihua Li, Tomaso Aste, Fabio Caccioli, Giacomo Livan
Achieving competitive advantage in academia through early career coauthorship with top scientists. CoRR (2019)
Guido Previde Massara, Tomaso Aste
Learning Clique Forests. CoRR (2019)
Geoff Goodell, Tomaso Aste
A Decentralised Digital Identity Architecture. CoRR (2019)
Geoff Goodell, Tomaso Aste
Can Cryptocurrencies Preserve Privacy and Comply With Regulations? Frontiers Blockchain 2 (2019)
Weihua Li, Tomaso Aste, Fabio Caccioli, Giacomo Livan
Reciprocity and success in academic careers. CoRR (2018)
Pier Francesco Procacci, Tomaso Aste
Forecasting market states. CoRR (2018)
Geoff Goodell, Tomaso Aste
Can Cryptocurrencies Preserve Privacy and Comply with Regulations? CoRR (2018)
Giuseppe Pappalardo, Tiziana di Matteo, Guido Caldarelli, Tomaso Aste
Blockchain inefficiency in the Bitcoin peers network. EPJ Data Sci. 7 (1) (2018)
Nicolò Musmeci, Vincenzo Nicosia, Tomaso Aste, Tiziana di Matteo, Vito Latora
The Multiplex Dependency Structure of Financial Markets. Complex. 2017 (2017)
Tomaso Aste, Tiziana di Matteo
Sparse Causality Network Retrieval from Short Time Series. Complex. 2017 (2017)
Tomaso Aste, Paolo Tasca, Tiziana di Matteo
Blockchain Technologies: The Foreseeable Impact on Society and Industry. Computer 50 (9) (2017)
Guido Previde Massara, Tiziana di Matteo, Tomaso Aste
Network Filtering for Big Data: Triangulated Maximally Filtered Graph. J. Complex Networks 5 (2) (2017)
Giuseppe Pappalardo, Tiziana di Matteo, Guido Caldarelli, Tomaso Aste
Blockchain Inefficiency in the Bitcoin Peers Network. CoRR (2017)
Noemi Nava, Tiziana di Matteo, Tomaso Aste
Dynamic correlations at different time-scales with Empirical Mode Decomposition. CoRR (2017)
Thársis T. P. Souza, Tomaso Aste
A nonlinear impact: evidences of causal effects of social media on market prices. CoRR (2016)
Wolfram Barfuss, Guido Previde Massara, Tiziana di Matteo, Tomaso Aste
Parsimonious modeling with Information Filtering Networks. CoRR (2016)
Giacomo Livan, Fabio Caccioli, Tomaso Aste
Reciprocity-induced bias in digital reputation. CoRR (2016)
Nicolò Musmeci, Vincenzo Nicosia, Tomaso Aste, Tiziana di Matteo, Vito Latora
The multiplex dependency structure of financial markets. CoRR (2016)
Thársis Tuani Pinto Souza, Olga Kolchyna, Philip C. Treleaven, Tomaso Aste
Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry. CoRR (2015)
Guido Previde Massara, Tiziana di Matteo, Tomaso Aste
Network Filtering for Big Data: Triangulated Maximally Filtered Graph. CoRR (2015)
Olga Kolchyna, Thársis T. P. Souza, Philip C. Treleaven, Tomaso Aste
Twitter Sentiment Analysis. CoRR (2015)
Olga Kolchyna, Thársis T. P. Souza, Tomaso Aste, Philip C. Treleaven
In Quest of Significance: Identifying Types of Twitter Sentiment Events that Predict Spikes in Sales. CoRR (2015)
Anna Zaremba, Tomaso Aste
Measures of Causality in Complex Datasets with Application to Financial Data. Entropy 16 (4) (2014)
Nicolò Musmeci, Tomaso Aste, Tiziana di Matteo
Clustering and hierarchy of financial markets data: advantages of the DBHT. CoRR (2014)
Ruggero Gramatica, Tiziana di Matteo, Stefano Giorgetti, Massimo Barbiani, Dorian Bevec, Tomaso Aste
Graph theory enables drug repurposing. How a mathematical model can drive the discovery of hidden Mechanisms of Action. CoRR (2013)
Won-Min Song, Tiziana di Matteo, Tomaso Aste
Nested hierarchies in planar graphs. Discret. Appl. Math. 159 (17) (2011)
Won-Min Song, Tiziana di Matteo, Tomaso Aste
Hierarchical information clustering by means of topologically embedded graphs. CoRR (2011)
Francesco Pozzi, Tiziana di Matteo, Tomaso Aste
Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations. Adv. Complex Syst. 11 (6) (2008)
Helgo M. Ohlenbusch, Nicolas Rivier, Tomaso Aste, Benoit Dubertret
Random networks in two dimensions. Simulations and correlations. Discrete Mathematical Chemistry (1998)
Tomaso Aste, Nicolas Rivier
Topological Maps and Models of Shapes. Int. J. Shape Model. 3 (1-2) (1997)
Tomaso Aste, Nicolas Rivier
Topological modelling of disordered cellular structures. Shape Modeling International (1997)