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List of works by Tiziana Di Matteo

A New Multilayer Network Construction via Tensor Learning

scientific article published in 2020

A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering

A memory-based method to select the number of relevant components in principal component analysis

scientific article published on 27 September 2019

A new set of cluster driven composite development indicators

scientific article published on 10 April 2020

A study of the personal income distribution in Australia

scientific article published in October 2006

A tool for filtering information in complex systems

scientific article

An interest rates cluster analysis

An invariant distribution in static granular media

scientific article published in July 2007

Anomalous volatility scaling in high frequency financial data ⬇️

Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data

scientific article

Building complex networks with Platonic solids.

scientific article published on 20 April 2012

Combining tomographic imaging and DEM simulations to investigate the structure of experimental sphere packings

scientific article published in 2010

Complex networks on hyperbolic surfaces

Complexity of Products: The Effect of Data Regularisation

scientific article published on 23 October 2018

Correlation structure and dynamics in volatile markets

scientific article published on 19 August 2010

Correlation-based biological networks

scientific article published on 21 December 2007

Correlations and aggregate statistics in granular packs.

scientific article published in March 2007

Dependency structure and scaling properties of financial time series are related.

scientific article published on 04 April 2014

Disentangling shock diffusion on complex networks: identification through graph planarity

Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series

scientific article published in June 2012

Dynamical networks from correlations

Econophysics and sociophysics: Their milestones & challenges

Effects of diversification among assets in an agent-based market model

scientific article published on 21 December 2007

Emergence of Gamma distributions in granular materials and packing models.

scientific article published on 29 February 2008

Erratum to: Exponential smoothing weighted correlations

scientific article published in August 2012

Exploring complex networks via topological embedding on surfaces.

scientific article published on 14 September 2012

Exponential smoothing weighted correlations

scientific article published in June 2012

Graph theory enables drug repurposing--how a mathematical model can drive the discovery of hidden mechanisms of action

scientific article (publication date: 2014)

Hierarchical information clustering by means of topologically embedded graphs

scientific article

Innovation flow through social networks: productivity distribution in France and Italy

Interest rates hierarchical structure

Interplay between past market correlation structure changes and future volatility outbursts

scientific article published on 18 November 2016

Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

Magnetic flux distribution in a three-dimensional inductive network of Josephson junctions

scholarly article in Physical Review B, vol. 61 no. 14, April 2000

Manifesto for a post-pandemic modelling

scientific article published on 13 August 2020

Materials and complexity: emergence of structural complexity in sphere packings

Measuring multiscaling in financial time-series

scientific article published in July 2016

Meditation on an Engraving of Fricke and Klein (The Modular Group and Geometrical Chemistry)

scientific article published in 2003

Multi-scaling in finance

Multi-scaling modelling in financial markets

scientific article published on 21 December 2007

Nested hierarchies in planar graphs

scientific article published in October 2011

Non-stationary multifractality in stock returns

scientific article published in December 2013

On pricing of interest rate derivatives

On the interplay between multiscaling and stock dependence

Parsimonious modeling with information filtering networks ⬇️

scientific article published on 13 December 2016

Random and frozen states in complex triangulations

scientific article published in January 2012

Relation between financial market structure and the real economy: comparison between clustering methods ⬇️

scientific article published on 18 March 2015

Scaling behaviors in differently developed markets

Spread of risk across financial markets: better to invest in the peripheries

scientific article published on January 2013

Structural transitions in granular packs: statistical mechanics and statistical geometry investigations

scientific article published on 18 June 2008

The Multiplex Dependency Structure of Financial Markets

The power-law tail exponent of income distributions

The use of dynamical networks to detect the hierarchical organization of financial market sectors

scientific article published on 18 August 2009

The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool

Three-dimensional Josephson junction networks with coupling inhomogeneities in magnetic fields

Three-dimensional Josephson-junction arrays: Static magnetic response

scholarly article in Physical Review B, vol. 57 no. 2, January 1998

Three-dimensional network of inductively coupled Josephson junctions as a vectorial magnetic field sensor

scientific article

Time decay of the magnetic properties of type-II superconductors in the presence of large pinning centers

Time-dependent scaling patterns in high frequency financial data ⬇️

Two different flavours of complexity in financial data

Understanding the source of multifractality in financial markets

scientific article published in September 2012

Universalities in the dynamics of cryptocurrencies: stability, scaling and size

Unveil stock correlation via a new tensor-based decomposition method

scientific article published in October 2020

Virtual experiments on complex materials

scientific article published on 21 December 2007

XTE J1118+480: Clues on the Nature of the Accretion Flow from the Optical Variability

“No Worries": Trends in Econophysics

scientific article published in January 2007

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