Items where Author is "Brandi, G."

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Number of items: 10.

Article

Brandi, G. and Di Matteo, T. (2022) Multiscaling and rough volatility: An empirical investigation. International Review of Financial Analysis, 84. ISSN 1873-8079

Macchiati, V., Brandi, G., Di Matteo, T., Paolotti, D., Caldarelli, G. and Cimini, G. (2021) Systemic liquidity contagion in the European interbank market. Journal of Economic Interaction and Coordination, 17 (2). pp. 443-474. ISSN 1860-711X

Brandi, G. and Di Matteo, T. (2021) Predicting multidimensional data via tensor learning. Journal of Computational Science, 53. ISSN 1877-7503

Brandi, G. and Di Matteo, T. (2021) Higher-Order Hierarchical Spectral Clustering for Multidimensional Data. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 12746. pp. 387-400. ISSN 0302-9743

Brandi, G. and Di Matteo, T. (2021) On the statistics of scaling exponents and the multiscaling value at risk. European Journal of Finance, 28 (13-15). pp. 1361-1382. ISSN 1351-847X

Antoniades, I.P., Brandi, G., Magafas, L. and Di Matteo, T. (2021) The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. Physica A: Statistical Mechanics and its Applications, 565. ISSN 0378-4371

Brandi, G., Gramatica, R. and Matteo, T.D. (2020) Unveil stock correlation via a new tensor-based decomposition method. Journal of Computational Science, 46. ISSN 1877-7503

Buonocore, R. J., Brandi, G., Mantegna, R. N. and Di Matteo, T. (2019) On the interplay between multiscaling and stock dependence. Quantitative Finance, 20 (1). pp. 133-145.

Brandi, G., Di Clemente, R. and Cimini, G. (2018) Epidemics of liquidity shortages in interbank markets. Physica A: Statistical Mechanics and its Applications, 507. pp. 255-267.

Book Section

Brandi, G. and Di Matteo, T. (2020) A new multilayer network construction via tensor learning. In: Computational Science – ICCS 2020. ICCS 2020. Lecture Notes in Computer Science. Springer Nature, pp. 148-154. ISBN 978-3-030-50433-5

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