output
20162026
most citedInformation measure for financial time series: quantifying short-term market heterogeneity

28 citations

6 papers

physics.soc-ph2026★ 1 cited

Toward a new AI winter? How diffusion of technological innovation on networks leads to chaotic boom-bust cycles

Sabin Roman, Francesco Bertolotti

Technological developments and the impact of artificial intelligence (AI) are omnipresent themes and concerns of the present day. Much has been written on these topics but applicat…

cond-mat.stat-mech2022★ 5 cited

Relative cluster entropy for power-law correlated sequences

A. Carbone, L. Ponta

We propose an information-theoretical measure, the \textit{relative cluster entropy} , to discriminate among cluster partitions characterised by probabili…

q-fin.PM2021★ 6 cited

Inferring Multi-Period Optimal Portfolios via Detrending Moving Average Cluster Entropy

P. Murialdo, L. Ponta, A. Carbone

Despite half a century of research, there is still no general agreement about the optimal approach to build a robust multi-period portfolio. We address this question by proposing t…

q-fin.ST2020★ 20 cited

Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach

Pietro Murialdo, Linda Ponta, Anna Carbone

A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information…

q-fin.ST2017★ 28 cited

Information measure for financial time series: quantifying short-term market heterogeneity

Linda Ponta, Anna Carbone

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields…

physics.ed-ph2016★ 1 cited

Improving the understandability of the next edition of the International System of Units (SI) by focusing on its conceptual structure

Luca Mari, Peter Blattner, Franco Pavese

The International System of Units (SI) is fundamental for the social, and not only the scientific, role of metrology, and as such its understandability is a crucial issue. Accordin…