King's College London

Research portal

Dr Giuseppe Brandi

  1. Predicting Multidimensional Data via Tensor Learning

    Brandi, G. & Di Matteo, T., Jul 2021, In: Journal of Computational Science . 53, 101372, p. 1-10 10 p., 101372.

    Research output: Contribution to journalArticlepeer-review

  2. On the statistics of scaling exponents and the Multiscaling Value at Risk

    Brandi, G. & Di Matteo, T., 2 Apr 2021, In: The European Journal of Finance. 2021

    Research output: Contribution to journalArticlepeer-review

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

    Antoniades, L., Brandi, G., Magafas, L. & Di Matteo, T., 1 Mar 2021, In: PHYSICA A. 565, 125561.

    Research output: Contribution to journalArticlepeer-review

  4. Unveil stock correlation via a new tensor-based decomposition method

    Brandi, G., Gramatica, R. & Di Matteo, T., Oct 2020, In: Journal of Computational Science . 46, 19 p., 101116.

    Research output: Contribution to journalArticlepeer-review

  5. On the interplay between multiscaling and stocks dependence

    Buonocore, R. J., Brandi, G., Mantegna, R. N. & Di Matteo, T., 12 Jul 2019, (Accepted/In press) In: Quantitative Finance. p. 1-19

    Research output: Contribution to journalArticlepeer-review

Export:RIS BibTex Word PDF - will at most contain 500 items

Search within the list

Refine results

Type

Type

Language

Language

Publication year

Publication year

Meeting and poster abstracts

Meeting and poster abstracts

Authors

Authors

Open Access Status

Open Access Status

© 2020 King's College London | Strand | London WC2R 2LS | England | United Kingdom | Tel +44 (0)20 7836 5454