Vincenzo Tola

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All published works

Action	Title	Year	Authors
+ PDF Chat	Cluster analysis for portfolio optimization	2007	Vincenzo Tola Fabrizio Lillo Mauro Gallegati Rosario N. Mantegna
+	Cluster analysis for portfolio optimization	2005	Vincenzo Tola Fabrizio Lillo Mauro Gallegati Rosario N. Mantegna
+	Cluster analysis for portfolio optimization	2005	Vincenzo Tola Fabrizio Lillo Mauro Gallegati Rosario N. Mantegna

Common Coauthors

Coauthor	Papers Together
Fabrizio Lillo	3
Rosario N. Mantegna	3
Mauro Gallegati	2
Mauro Gallegati	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices	2003	Yannick Malevergne Didier Sornette	1
+ PDF Chat	Taxonomy of stock market indices	2000	G. Bonanno N. Vandewalle Rosario N. Mantegna	1
+ PDF Chat	Estimated correlation matrices and portfolio optimization	2004	Szilárd Pafka Imre Kondor	1
+	Ultrametricity for physicists	1986	R. Rammal G. Toulouse M. A. Virasoro	1
+ PDF Chat	Random matrix approach to cross correlations in financial data	2002	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral Thomas Guhr H. Eugene Stanley	1
+ PDF Chat	A new method to estimate the noise in financial correlation matrices	2003	Thomas Guhr Bernd K lber	1
+ PDF Chat	Data clustering and noise undressing of correlation matrices	2001	Lorenzo Giada Matteo Marsili	1
+	Some distance properties of latent root and vector methods used in multivariate analysis	1966	J. C. Gower	1
+ PDF Chat	Signal and noise in financial correlation matrices	2004	Z. Burda J. Jurkiewicz	1
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	1
+ PDF Chat	Clustering stock market companies via chaotic map synchronization	2004	Nicolas Basalto R. Bellotti Francesco De Carlo Paolo Facchi Saverio Pascazio	1
+ PDF Chat	A tool for filtering information in complex systems	2005	Michele Tumminello Tomaso Aste Tiziana Di Matteo Rosario N. Mantegna	1
+ PDF Chat	High-frequency cross-correlation in a set of stocks	2001	G. Bonanno Fabrizio Lillo Rosario N. Mantegna	1
+ PDF Chat	Dynamic asset trees and portfolio analysis	2002	Jukka‐Pekka Onnela Anirban Chakraborti Kimmo Kaski J. Kertiész	1
+ PDF Chat	Topology of correlation-based minimal spanning trees in real and model markets	2003	G. Bonanno Guido Caldarelli Fabrizio Lillo Rosario N. Mantegna	1
+ PDF Chat	Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series	1999	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral H. Eugene Stanley	1
+ PDF Chat	Hierarchical structure in financial markets	1999	Rosario N. Mantegna	1
+ PDF Chat	Time-dependent cross-correlations between different stock returns: A directed network of influence	2002	Lajos Kullmann János Kertész Kimmo Kaski	1
+ PDF Chat	Noise Dressing of Financial Correlation Matrices	1999	Laurent Laloux Pierre Cizeau Jean‐Philippe Bouchaud Marc Potters	1
+ PDF Chat	Networks of equities in financial markets	2004	G. Bonanno Guido Caldarelli Fabrizio Lillo S. Miccich� N. Vandewalle Rosario N. Mantegna	1
+ PDF Chat	Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions	2000	Lajos Kullmann János Kertész Rosario N. Mantegna	1
+ PDF Chat	Rational decisions, random matrices and spin glasses	1998	Stefano Galluccio Jean‐Philippe Bouchaud Marc Potters	1
+ PDF Chat	An interest rates cluster analysis	2004	Tiziana Di Matteo Tomaso Aste Rosario N. Mantegna	1
+	Hierarchically nested time series models from dendrograms	2005	Michele Tumminello Florencia De Lillo Rosario N. Mantegna	1
+ PDF Chat	Portfolio optimization and the random magnet problem	2002	Bernd Rosenow Vasiliki Plerou Parameswaran Gopikrishnan H. Eugene Stanley	1
+ PDF Chat	Quantifying the dynamics of financial correlations	2001	Stanisław Drożdż Jarosław Kwapień F. Grümmer F. Ruf J. Speth	1
+ PDF Chat	Measures of globalization based on cross-correlations of world financial indices	2001	Sergei Maslov	1
+ PDF Chat	Degree stability of a minimum spanning tree of price return and volatility	2003	Salvatore Miccichè G. Bonanno Fabrizio Lillo Rosario N. Mantegna	1
+ PDF Chat	Noisy covariance matrices and portfolio optimization II	2003	Szilárd Pafka Imre Kondor	1
+ PDF Chat	Reconstructing an economic space from a market metric	2003	R. Vilela Mendes Tanya Araújo Francisco Louçã	1