922 citations · 1.9k across the 14 of their papers we have counts for
6 papers · 1 filter
Structural transitions in granular packs: statistical mechanics and statistical geometry investigations
T. Aste, T. Di Matteo
We investigate equal spheres packings generated from several experiments and from a large number of different numerical simulations. The structural organization of these disordered…
Complex Networks on Hyperbolic Surfaces
T. Aste, T. Di Matteo, S. T. Hyde
We explore a novel method to generate and characterize complex networks by means of their embedding on hyperbolic surfaces. Evolution through local elementary moves allows the expl…
Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development
T. Di Matteo, T. Aste, M. M. Dacorogna
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets…
An interest rates cluster analysis
T. Di Matteo, T. Aste, R. N. Mantegna
An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16…
Exchanges in complex networks: income and wealth distributions
T. Di Matteo, T. Aste, S. T. Hyde
We investigate the wealth evolution in a system of agents that exchange wealth through a disordered network in presence of an additive stochastic Gaussian noise. We show that the r…
Using the Scaling Analysis to Characterize Financial Markets
T. Di Matteo, T. Aste, M. M. Dacorogna
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behavi…