283 citations · 802 across the 44 of their papers we have counts for
3 papers · 1 filter
Evaluating structural edge importance in temporal networks
Isobel Seabrook, Paolo Barucca, Fabio Caccioli
To monitor risk in temporal financial networks, we need to understand how individual behaviours affect the global evolution of networks. Here we define a structural importance metr…
Simplicial persistence of financial markets: filtering, generative processes and portfolio risk
Jeremy D. Turiel, Paolo Barucca, Tomaso Aste
We introduce simplicial persistence, a measure of time evolution of network motifs in subsequent temporal layers. We observe long memory in the evolution of structures from correla…
Image Processing Tools for Financial Time Series Classification
Bairui Du, Delmiro Fernandez-Reyes, Paolo Barucca
The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learnin…