World's Best Scientists 2026 revealed!

Overview

Tomaso Aste is affiliated with University College London in the United Kingdom. Their research spans Economics, Econometrics, and Finance, with a particular emphasis on subfields such as Economics and Econometrics, Finance, Artificial Intelligence, Management Science and Operations Research, and Statistical and Nonlinear Physics.

Their work covers numerous topics, including complex systems and time series analysis, market dynamics and volatility, financial risk and volatility modeling, stock market forecasting methods, blockchain technology applications and security, complex network analysis techniques, and financial markets and investment strategies.

Tomaso Aste has published extensively in several academic venues. Frequent publication outlets include:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Entropy
  • Royal Society Open Science
  • Finance research letters

They have authored recent papers covering diverse financial and technological topics. Notable recent publications include:

  • "Anatomy of a Stablecoin's failure: The Terra-Luna case" (2022), Finance research letters
  • "ESG reputation risk matters: An event study based on social media data" (2023), Finance research letters
  • "FTX's downfall and Binance's consolidation: The fragility of centralised digital finance" (2023), Physica A Statistical Mechanics and its Applications
  • "Peer-to-peer loan acceptance and default prediction with artificial intelligence" (2020), Royal Society Open Science
  • "Information-theoretic measures for nonlinear causality detection: application to social media sentiment and cryptocurrency prices" (2020), Royal Society Open Science

Tomaso Aste collaborates regularly with a core group of co-authors including Antonio Briola, Yuanrong Wang, Jeremy Turiel, Fabio Caccioli, and David Vidal-Tomás.

Their publications also include contributions to book literature, with a title slated for 2025: "Probabilistic Data-Driven Modeling," published by Cambridge University Press.

Best Publications

  • A tool for filtering information in complex systems

    M. Tumminello;T. Aste;T. Di Matteo;R. N. Mantegna

  • Blockchain Technologies: The Foreseeable Impact on Society and Industry

    Tomaso Aste;Paolo Tasca;Tiziana Di Matteo

  • The pursuit of perfect packing

    Tomaso Aste;Denis Weaire

  • Network Filtering for Big Data: Triangulated Maximally Filtered Graph

    Guido Previde Massara;T. Di Matteo;Tomaso Aste

  • Correlation structure and dynamics in volatile markets

    Tomaso Aste;Tomaso Aste;Tomaso Aste;W. Shaw;T. Di Matteo;T. Di Matteo

  • Interplay between topology and dynamics in the World Trade Web

    D. Garlaschelli;T. Di Matteo;T. Aste;G. Caldarelli

  • When can social media lead financial markets

    Ilya Zheludev;Robert Smith;Tomaso Aste

  • Complex networks on hyperbolic surfaces

    T. Aste;T. Di Matteo;S.T. Hyde

  • Hierarchical Information Clustering by Means of Topologically Embedded Graphs

    Won-Min Song;T. Di Matteo;T. Di Matteo;Tomaso Aste;Tomaso Aste

  • Exponential smoothing weighted correlations

    F. Pozzi;T. Di Matteo;T. Di Matteo;T. Aste;T. Aste

  • Twitter Sentiment Analysis: Lexicon Method, Machine Learning Method and Their Combination

    Olga Kolchyna;Tharsis T. P. Souza;Philip Treleaven;Tomaso Aste

  • Network Structure of the Wisconsin Schizotypy Scales-Short Forms: Examining Psychometric Network Filtering Approaches

    Alexander P. Christensen;Yoed N. Kenett;Tomaso Aste;Paul J. Silvia

  • The Pursuit of Perfect Packing, Second Edition

    T Aste;D Weaire

  • Circle, sphere, and drop packings

    Tomaso Aste

  • The multiplex dependency structure of financial markets

    Nicoló Musmeci;Vincenzo Nicosia;Tomaso Aste;Tiziana Di Matteo

  • Relation between financial market structure and the real economy: comparison between clustering methods

    Nicoló Musmeci;Tomaso Aste;T. Di Matteo

  • Set Voronoi diagrams of 3D assemblies of aspherical particles

    Fabian M. Schaller;Sebastian C. Kapfer;Myfanwy E. Evans;Matthias J.F. Hoffmann

  • The use of dynamical networks to detect the hierarchical organization of financial market sectors

    T. Di Matteo;T. Di Matteo;Francesca Pozzi;Tomaso Aste;Tomaso Aste;Tomaso Aste

  • Blockchain inefficiency in the Bitcoin peers network

    Giuseppe Pappalardo;Tiziana Di Matteo;Guido Caldarelli;Tomaso Aste

  • An interest rates cluster analysis

    T. Di Matteo;T. Aste;Rosario Mantegna

Frequent Co-Authors

Guido Caldarelli
Guido Caldarelli Ca Foscari University of Venice
Rosario N. Mantegna
Rosario N. Mantegna University of Palermo
Vito Latora
Vito Latora Queen Mary University of London
Benoit Dubertret
Benoit Dubertret PSL University
Ugo Valbusa
Ugo Valbusa University of Genoa
Stephen T. Hyde
Stephen T. Hyde Australian National University
Harry L. Swinney
Harry L. Swinney The University of Texas at Austin
Derek Abbott
Derek Abbott University of Adelaide
Kaspar Althoefer
Kaspar Althoefer Queen Mary University of London

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