922 citations · 931 across the 4 of their papers we have counts for
6 papers
Correlation filtering in financial time series
T. Aste, T. Di Matteo, M. Tumminello +1
We apply a method to filter relevant information from the correlation coefficient matrix by extracting a network of relevant interactions. This method succeeds to generate networks…
A tool for filtering information in complex systems
M. Tumminello, T. Aste, T. Di Matteo +1
We introduce a technique to filter out complex data-sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the…
Ripples and Ripples: from Sandy Deserts to Ion-Sputtered Surfaces
T. Aste, U. Valbusa
We study the morphological evolution of surfaces during ion sputtering and we compare their dynamical roughening with aeolian ripple formation in sandy deserts. We show that the tw…
Stratifications of cellular patterns
C. Oguey, N. Rivier, T. Aste
Geometrically, foams or covalent graphs can be decomposed into successive layers or strata. Disorder of the underlying structure imposes a characteristic roughening of the layers.…
How does the Eurodollar Interest Rate behave?
Tiziana Di Matteo, Tomaso Aste
An empirical analysis on Eurodollar interest rates daily data in the time period 1990-1996, is performed and compared with Libor data in the time period 1984-1998. The complementar…
THE SHELL MAP: The structure of froths through a dynamical map
Tomaso Aste
The shell map is a very simple representation of the structure of foams, combining the geometrical (random tiling) and dynamical (loss of information from an arbitrary cell out) as…