148 citations · 233 across the 3 of their papers we have counts for
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q-fin.ST2011★ 148 cited
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…
cond-mat.other2011★ 34 cited
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…