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Tumminello, Michele's
Scholarly Papers
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Total Downloads
834 |
Total
Citations
5 |
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Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Lillo, Fabrizio University of Palermo Mantegna, Rosario N. Central European University
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227
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Multivariate Analysis, Hierarchical Clustering, Correlation Based Networks, Bootstrap Validation, Factor Models, Kullback-Leibler Distance
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Pantaleo, Ester Università degli Studi di Bari “Aldo Moro” Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Lillo, Fabrizio University of Palermo Mantegna, Rosario N. Central European University
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129
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portfolio optimization, covariance matrix estimator
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Mattiussi, Vanessa City University London - Department of Economics Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Iori, Giulia City University London - Department of Economics Mantegna, Rosario N. Central European University
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125
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Correlation estimation, Pearson estimator, Fourier estimator, Hayashi-Yoshida estimator, Kullback-Leibler divergence
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4.
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Lillo, Fabrizio University of Palermo Miccichè, Salvatore University of Palermo - Department of Physics Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Piilo, Jyrki University of Turku Mantegna, Rosario N. Central European University
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95
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Firm-specific news, News sentiment, Trading, Single investors
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Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Lillo, Fabrizio University of Palermo Piilo, Jyrki University of Turku Mantegna, Rosario N. Central European University
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20 Jul 11
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Last Revised:
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25 Jul 11
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Financial markets, Institutional and individual investors, Households finance, Complex systems, Networks
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Song, Dong-Ming East China University of Science and Technology (ECUST) Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Zhou, Wei-Xing East China University of Science and Technology - School of Business Mantegna, Rosario N. Central European University
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62
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financial markets, globalization, correlation-based networks
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Lillo, Fabrizio University of Palermo Mantegna, Rosario N. Central European University Miccichè, Salvatore University of Palermo - Department of Physics Piilo, Jyrki University of Turku Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences
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Networks, Complex Systems
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8.
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Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Edling, Christofer affiliation not provided to SSRN Liljeros, Fredrik Stockholm University - Department of Sociology Mantegna, Rosario N. Central European University Sarnecki, Jerzy affiliation not provided to SSRN
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complex systems, social systems, crime, networks
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9.
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Tumminello, Michele Carnegie Mellon University - Department of Social and Decision Sciences Miccichè, Salvatore University of Palermo - Department of Physics Varho, Jan University of Turku Piilo, Jyrki University of Turku Mantegna, Rosario N. Central European University
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31
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candidate gender, information aggregation in voting, quantitative analysis of political profile
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Records 1 -
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