8 citations · 16 across the 6 of their papers we have counts for
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q-fin.ST2019
Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics
Jeremy Turiel, Tomaso Aste
We study soft persistence (existence in subsequent temporal layers of motifs from the initial layer) of motif structures in Triangulated Maximally Filtered Graphs (TMFG) generated…
q-fin.RM2019
P2P Loan acceptance and default prediction with Artificial Intelligence
Jeremy D. Turiel, Tomaso Aste
Logistic Regression and Support Vector Machine algorithms, together with Linear and Non-Linear Deep Neural Networks, are applied to lending data in order to replicate lender accept…