922 citations · 931 across the 2 of their papers we have counts for
5 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…
An empirical analysis of medium-term interest rates
Tiziana Di Matteo, Enrico Scalas, Marco Airoldi
In the present paper, an empirical study of LIBOR (London Interbank Offered Rate) data is presented. In particular, a data set of interest rates from 1997 to 1999, for two differen…
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…
Coronal heating and emission mechanisms in AGN
Tiziana Di Matteo
Popular models for the formation of X-ray spectra in AGN assume that a large fraction of the disk's angular momentum dissipation takes place in a hot corona that carries a small am…