922 citations · 1.9k across the 14 of their papers we have counts for
5 papers · 1 filter
Applications of physical methods in high-frequency futures markets
M. Bartolozzi, C. Mellen, F. Chan +3
In the present work we demonstrate the application of different physical methods to high-frequency or tick-by-tick financial time series data. In particular, we calculate the Hurst…
A deductive statistical mechanics approach for granular matter
T. Aste, T. Di Matteo
We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal beh…
Onset of mechanical stability in random packings of frictional spheres
Melissa Jerkins, Matthias Schröter, Harry L. Swinney +3
Using sedimentation to obtain precisely controlled packings of noncohesive spheres, we find that the volume fraction of the loosest mechanically stable packing is in…
Local and Global relations between the number of contacts and density in monodisperse sphere packs
T. Aste, M. Saadatfar, T. J. Senden
The topological structure resulting from the network of contacts between grains (\emph{contact network}) is studied for large samples of monosized spheres with densities (fraction…
Interplay between topology and dynamics in the World Trade Web
D. Garlaschelli, T. Di Matteo, T. Aste +2
We present an empirical analysis of the network formed by the trade relationships between all world countries, or World Trade Web (WTW). Each (directed) link is weighted by the amo…