922 citations · 931 across the 2 of their papers we have counts for
Showing 2005Show all
2 papers · 1 filter
physics.soc-ph2005★ 9 cited
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…
cond-mat.dis-nn2005★ 922 cited
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…