2 citations · 2 across the 2 of their papers we have counts for
3 papers · 1 filter
Simplicial persistence of financial markets: filtering, generative processes and portfolio risk
Jeremy D. Turiel, Paolo Barucca, Tomaso Aste
We introduce simplicial persistence, a measure of time evolution of network motifs in subsequent temporal layers. We observe long memory in the evolution of structures from correla…
Deep Learning modeling of Limit Order Book: a comparative perspective
Antonio Briola, Jeremy Turiel, Tomaso Aste
The present work addresses theoretical and practical questions in the domain of Deep Learning for High Frequency Trading. State-of-the-art models such as Random models, Logistic Re…
Wisdom of Crowds Detects COVID-19 Severity Ahead of Officially Available Data
Jeremy Turiel, Delmiro Fernandez-Reyes, Tomaso Aste
During the unfolding of a crisis, it is crucial to determine its severity, yet access to reliable data is challenging. We investigate the relation between geolocated Tweet Intensit…