28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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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…