29 citations · 83 across the 7 of their papers we have counts for
4 papers · 1 filter
The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool
Ioannis P. Antoniades, Giuseppe Brandi, L. G. Magafas +1
The dynamical evolution of multiscaling in financial time series is investigated using time-dependent Generalized Hurst Exponents (GHE), , for various values of the parameter…
A new multilayer network construction via Tensor learning
Giuseppe Brandi, T. Di Matteo
Multilayer networks proved to be suitable in extracting and providing dependency information of different complex systems. The construction of these networks is difficult and is mo…
Predicting Multidimensional Data via Tensor Learning
Giuseppe Brandi, T. Di Matteo
The analysis of multidimensional data is becoming a more and more relevant topic in statistical and machine learning research. Given their complexity, such data objects are usually…
On the statistics of scaling exponents and the Multiscaling Value at Risk
Giuseppe Brandi, T. Di Matteo
Scaling and multiscaling financial time series have been widely studied in the literature. The research on this topic is vast and still flourishing. One way to analyze the scaling…