148 citations · 233 across the 3 of their papers we have counts for
4 papers
Unveil stock correlation via a new tensor-based decomposition method
Giuseppe Brandi, Ruggero Gramatica, Tiziana Di Matteo
Portfolio allocation and risk management make use of correlation matrices and heavily rely on the choice of a proper correlation matrix to be used. In this regard, one important qu…
Graph theory enables drug repurposing. How a mathematical model can drive the discovery of hidden Mechanisms of Action
Ruggero Gramatica, T. Di Matteo, Stefano Giorgetti +3
We introduced a methodology to efficiently exploit natural-language expressed biomedical knowledge for repurposing existing drugs towards diseases for which they were not initially…
Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
Raffaello Morales, T. Di Matteo, Ruggero Gramatica +1
We investigate the use of the Hurst exponent, dynamically computed over a moving time-window, to evaluate the level of stability/instability of financial firms. Financial firms bai…
Exploring complex networks via topological embedding on surfaces
Tomaso Aste, Ruggero Gramatica, T. Di Matteo
We demonstrate that graphs embedded on surfaces are a powerful and practical tool to generate, characterize and simulate networks with a broad range of properties. Remarkably, the…