Tomaso Aste

Department of Science and Technology — India

Economics, Econometrics and Finance · Social Sciences

48h-index9.3kcitations319works1.42yr avg
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Research Topics

Complex Systems and Time Series Analysis(115), Complex Network Analysis Techniques(51), Financial Risk and Volatility Modeling(39), Market Dynamics and Volatility(36), Stock Market Forecasting Methods(30)

Publications319 total

Information filtering networks: theoretical foundations, generative algorithms, and real-world applications
Journal of Physics Complexity·2025Open Access
Integration or separation? Examining the dynamic relationship between crypto and traditional finance
Finance research letters·2025· 2 citedOpen Access
Spectral coarse graining and rescaling for preserving structural and dynamical properties in graphs
Physical review. E·2025Open Access
Deep limit order book forecasting: a microstructural guide
Quantitative Finance·2025· 3 citedOpen Access
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
arXiv (Cornell University)·2025Open Access
Information Filtering Networks: Theoretical Foundations, Generative Methodologies, and Real-World Applications
arXiv (Cornell University)·2025Open Access
Probabilistic Data-Driven Modeling
Cambridge University Press eBooks·2025· 1 cited
Granger Causality Detection with Kolmogorov-Arnold Networks
SSRN Electronic Journal·2025· 1 citedOpen Access
Granger Causality Detection with Kolmogorov-Arnold Networks
arXiv (Cornell University)·2024Open Access
HLOB–Information persistence and structure in limit order books
Expert Systems with Applications·2024· 7 citedOpen Access
Spectral Coarse-Graining and Rescaling for Preserving Structural and Dynamical Properties in Graphs
arXiv (Cornell University)·2024Open Access
HLOB -- Information Persistence and Structure in Limit Order Books
arXiv (Cornell University)·2024Open Access
Deep Limit Order Book Forecasting
arXiv (Cornell University)·2024· 5 citedOpen Access
Retail Central Bank Digital Currency: Motivations, Opportunities, and Mistakes
arXiv (Cornell University)·2024Open Access
Retail Central Bank Digital Currency: Motivations, Opportunities, and Mistakes
SSRN Electronic Journal·2024· 2 citedOpen Access
Resilience of Market Returns Around ESG Controversies: Insights from the S&P100
SSRN Electronic Journal·2024· 1 citedOpen Access
Hlob - Information Persistence and Structure in Limit Order Books
SSRN Electronic Journal·2024· 1 citedOpen Access
Topological Portfolio Selection and Optimization
2023· 2 citedOpen Access
ESG reputation risk matters: An event study based on social media data
Finance research letters·2023· 80 cited
Topological Portfolio Selection and Optimization
arXiv (Cornell University)·2023Open Access
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Frequent Co-authors

Tiziana Di Matteo(24), Mohammad Saadatfar(6), Tim J. Senden(5), D. Weaire(3), F. Pozzi(3), Guido Previde Massara(3), Gary W. Delaney(3), Rosario N. Mantegna(2), Paolo Tasca(2), Michel M. Dacorogna(2), Fabio Caccioli(2), Matthias Schröter(2), Antonio Briola(2), David Vidal-Tomás(2), Raffaello Morales(2), Ruggero Gramatica(2), Guido Caldarelli(2), Gerd E. Schröder‐Turk(2), Klaus Mecke(2), Michele Tumminello(1)