285 citations · 868 across the 20 of their papers we have counts for
20 papers
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…
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…
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…
Current voltage characteristics and excess noise at the trap filling transition in polyacenes
J. Pousset, E. Alfinito, A. Carbone +2
Experiments in organic semiconductors (polyacenes) evidence a strong super quadratic increase of the current-voltage (I-V) characteristic at voltages in the transition region betwe…
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…
Detrending Moving Average Algorithm: Frequency Response and Scaling Performances
Anna Carbone, Ken Kiyono
The Detrending Moving Average (DMA) algorithm has been widely used in its several variants for characterizing long-range correlations of random signals and sets (one-dimensional se…