Tomaso Aste

University College London

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 22,976

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Top 22,976

in Total Papers Downloads

2,362

SSRN CITATIONS
Rank 44,853

SSRN RANKINGS

Top 44,853

in Total Papers Citations

8

CROSSREF CITATIONS

6

Scholarly Papers (16)

1.

The Fair Cost of Bitcoin Proof of Work

Number of pages: 3 Posted: 28 Jun 2016
Tomaso Aste
University College London
Downloads 800 (33,840)
Citation 7

Abstract:

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Bitcoin, proof of work, blockchain

2.

Risk-Neutral Pricing and Hedging of In-Play Football Bets

Number of pages: 29 Posted: 26 Apr 2015
University College London, London School of Economics & Political Science (LSE), Queen Mary, University of London and University College London
Downloads 271 (126,357)
Citation 2

Abstract:

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risk-neutral pricing, hedging in-play, football betting

3.

Machine Learning and AI: Editor’s Foreword

Quantitative Finance, 19 (9): 1445-1448 (2019)
Number of pages: 6 Posted: 23 Sep 2019
Stevens Institute of Technology, School of Business, Bloomberg L.P. and University College London
Downloads 243 (141,237)

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machine learning, finance, financial forecasting, microstructure, option pricing, investment

4.

A Decentralised Digital Identity Architecture

Frontiers in Blockchain, doi:10.3389/fbloc.2019.00017
Number of pages: 30 Posted: 18 Mar 2019 Last Revised: 14 Nov 2019
Geoffrey Goodell and Tomaso Aste
University College London and University College London
Downloads 216 (158,043)
Citation 2

Abstract:

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digital identity, certification, identification, trust, privacy, credentials, authentication, record linkage, entity resolution

5.

Forecasting Market States

Number of pages: 11 Posted: 07 Aug 2018
Pier Francesco Procacci and Tomaso Aste
University College London and University College London
Downloads 151 (217,129)
Citation 3

Abstract:

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Financial Market States, Temporal Clustering, Information Filtering Networks, Sparse Inverse Covariance, Correlation Structure

6.

How Did EU Immigrants Affect Income and Wealth Inequality in the UK?

Number of pages: 1 Posted: 02 Jul 2016
Yonatan Berman and Tomaso Aste
London Mathematical Laboratory and University College London
Downloads 149 (219,451)

Abstract:

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immigration, inequality, Brexit

7.

Can Cryptocurrencies Preserve Privacy and Comply with Regulations?

Frontiers in Blockchain, doi:10.3389/fbloc.2019.00004
Number of pages: 20 Posted: 19 Dec 2018 Last Revised: 06 Jun 2019
Geoffrey Goodell and Tomaso Aste
University College London and University College London
Downloads 124 (253,603)

Abstract:

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8.

A Counterparty Risk Study of UK Banking Systems

Number of pages: 45 Posted: 29 Apr 2015
Annika Birch, Zijun Liu and Tomaso Aste
University College London, Bank of England and University College London
Downloads 121 (258,243)
Citation 2

Abstract:

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Systemic risk, counterparty risk, complex system, data analysis, interbank networks

9.

Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods

Number of pages: 24 Posted: 17 Nov 2014 Last Revised: 18 Nov 2014
King's College London, University College London and Australian National University (ANU) - Department of Applied Mathematics
Downloads 106 (283,741)
Citation 2

Abstract:

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Information Filtering Networks, Financial Networks, Economic Sectors

10.

P2P Loan Acceptance and Default Prediction with Artificial Intelligence

Number of pages: 11 Posted: 11 Jul 2019
Jeremy Turiel and Tomaso Aste
University College London and University College London
Downloads 48 (438,494)
Citation 1

Abstract:

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P2P Lending, Artificial Intelligence, Big Data, Default Risk, Financial Automation

11.

Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics

Number of pages: 14 Posted: 08 Nov 2019
Jeremy Turiel and Tomaso Aste
University College London and University College London
Downloads 34 (498,514)

Abstract:

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Portfolio diversification, Market Structure, Networks, Sector diversification

12.

Stress testing and systemic risk measures using multivariate conditional probability

Number of pages: 19 Posted: 08 May 2020 Last Revised: 07 Aug 2020
Tomaso Aste
University College London
Downloads 33 (503,381)

Abstract:

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Elliptical Distributions; Stress Testing

13.

The Cost of Bitcoin Mining Has Never Really Increased

Number of pages: 16 Posted: 15 May 2020 Last Revised: 19 May 2020
Yo-Der Song and Tomaso Aste
University College London and University College London
Downloads 30 (518,699)

Abstract:

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Bitcoin, mining cost, proof of work, cryptocurrency, blockchain

14.

Deep Learning Modeling of the Limit Order Book: a comparative perspective

Number of pages: 16
Antonio Briola, Jeremy Turiel and Tomaso Aste
University College London, University College London and University College London
Downloads 17

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Artificial Intelligence, Deep Learning, Econophysics, Financial Markets, Market Microstructure

15.

Excess Reciprocity Distorts Reputation in Online Social Networks

Number of pages: 22 Posted: 06 Feb 2018
Giacomo Livan, Fabio Caccioli and Tomaso Aste
University College London - Financial Computing and Analytics Group, Department of Computer Science, University College London and University College London
Downloads 10 (647,559)

Abstract:

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P2P, Sharing Economy, Reputation, Reciprocity, Networks

16.

Reciprocity and Success in Academic Careers

Number of pages: 31 Posted: 22 Aug 2018
University College London - Financial Computing and Analytics Group, Department of Computer Science, University College London, University College London and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 9 (654,806)
Citation 1

Abstract:

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Network Science, Citations, Reciprocity, Rich Club, Reputation