Tomaso Aste


  Head Financial Computing & Analytics Group
I graduated in Physics at the University of Genoa and I was awarded a PhD by the Politecnico di Milano... more

Expertise

    ★ data analytics                                                                                                                 

    ★ quantification of risk

    ★ network theory                                              

    ★ complex systems

    ★ statistics

    ★ statistical physics

    ★ financial mathematics

 

Research

I apply methods from statistical physics and network theory to the study of financial markets, banking systems and complex systems in general... more

    ★ systemic risk modeling

    ★ portfolio risk diversification

    ★ dependency/causality structure of complex datasets

    ★ financial networks

    ★ blockchain technologies and distributed decision systems

    ★ scaling properties of financial signals

    ★ information filtering

    ★ disordered structures

    ★ packing problems

    ★ granular materials

Teaching

    ★ director MSc in Financial Risk management programme

    ★ courses: COMPG001 Financial data and StatisticsCOMPGxxx Data Analytics 

Links

    ★ research gate

    ★ researcher ID

    ★ google +

    ★ linkedin

Publications

- page under construction -