20 citations · 26 across the 3 of their papers we have counts for
3 papers
physics.soc-ph2021
Atlas of Urban Scaling Laws
Anna Carbone, Pietro Murialdo, Alessandra Pieroni +1
Highly accurate estimates of the urban fractal dimension are obtained by implementing the Detrended Moving Average algorithm (DMA) on WorldView2 satellite high-resolution mul…
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…