1 citations · 2 across the 5 of their papers we have counts for
4 papers · 1 filter
A Less Conservative Circle Criterion
Donatello Materassi, Murti Salapaka, Michele Basso
A weak form of the Circle Criterion for Lur'e systems is stated. The result allows prove global boundedness of all system solutions. Moreover such a result can be employed to enlar…
Coherence-based multivariate analysis of high frequency stock market values
Donatello Materassi, Giacomo Innocenti
The paper tackles the problem of deriving a topological structure among stock prices from high frequency historical values. Similar studies using low frequency data have already pr…
Topological identification in networks of dynamical systems
Donatello W. Materassi, Giacomo W. Innocenti
The paper deals with the problem of reconstructing the topological structure of a network of dynamical systems. A distance function is defined in order to evaluate the "closeness"…
Econometrics as Sorcery
G. Innocenti, D. Materassi
The paper deals with the problem of identifying the internal dependencies and similarities among a large number of random processes. Linear models are considered to describe the re…