1.2k citations · 8.5k across the 143 of their papers we have counts for
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A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
Anshul Verma, Riccardo Junior Buonocore, Tiziana di Matteo
We introduce a new factor model for log volatilities that performs dimensionality reduction and considers contributions globally through the market, and locally through cluster str…
Dynamic correlations at different time-scales with Empirical Mode Decomposition
Noemi Nava, T. Di Matteo, Tomaso Aste
The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposi…
Blockchain Inefficiency in the Bitcoin Peers Network
Giuseppe Pappalardo, T. Di Matteo, Guido Caldarelli +1
We investigate Bitcoin network monitoring the dynamics of blocks and transactions. We unveil that 43\% of the transactions are still not included in the Blockchain after 1h from th…
The properties of the first galaxies in the BLUETIDES simulation
Stephen M. Wilkins, Yu Feng, Tiziana Di-Matteo +3
We employ the very large cosmological hydrodynamical simulation BLUETIDES to investigate the predicted properties of the galaxy population during the epoch of reionisation ().…
The Radial Acceleration Relation in Disk Galaxies in the MassiveBlack-II Simulation
Ananth Tenneti, Yao-Yuan Mao, Rupert A. C. Croft +4
A strong correlation has been measured between the observed centripetal accelerations in galaxies and the accelerations implied by the baryonic components of galaxies. This empiric…