Tomaso Aste


  

Professor of Complexity Science

Head Financial Computing & Analytics Group

Director UCL Centre for Blockchain Technologies


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
  • complex system modeling
  • financial networks
  • portfolio risk diversification
  • dependency/causality structure of complex datasets
  • systemic risk modeling
  • blockchain technologies and distributed decision systems
  • algorithmic regulation 
  • 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 StatisticsCOMPG011 Data Analytics 

Links

    - research gate     - researcher ID     - google +     - linkedin

Publications

visit my Google Scholar page

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