Rank: 628 based on 173 downloads (last 30 days) and 6 files submitted
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Tomaso Aste

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Company/University
UCL UK

Personal Profile:
Professional Interests:
Information Filtering, Signal Processing, Networks, Physics, Compex Systems

 

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Files Posted by Tomaso View all
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(last 30 days)
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28 May 2014 Screenshot DBHT Computes the DBHT clustering Author: Tomaso Aste clustering 20 0
31 Jan 2013 Generalized Hurst exponent Generalized Hurst exponent of a stochastic variable Author: Tomaso Aste signal processing, finance, statistics, physics 89 3
  • 5.0
5.0 | 5 ratings
31 Jan 2013 Weighted generalized Hurst exponent Computes the generalized Hurst exponent with exponential weights Author: Tomaso Aste finance, physics, signal processing, statistics 11 0
22 Oct 2012 Screenshot PMFG Build the PMFG graph from a similarity matrix Author: Tomaso Aste complex networks, information filtering, planar maximally filt... 19 0
24 Aug 2012 Screenshot Hyperbolyc Triangulations Generates triangulations on surfaces with arbitrary genera. Author: Tomaso Aste hyperbolic triangulat..., froths, complex networks, mathematics 13 0
Comments and Ratings by Tomaso
Updated File Comments Rating
17 Jan 2013 Generalized Hurst exponent Generalized Hurst exponent of a stochastic variable Author: Tomaso Aste

The Hurst exponent for a random walk is indeed 0.5. The Hurst exponent for a random variable is instead 0. If you apply the genhurst to cumsum(randn) and you will get numbers close to 0.5.

Comments and Ratings on Tomaso's Files View all
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12 Jul 2014 pmfg Calculate the the planar maximally filtered graph (PMFG). Author: Tomaso Aste isaac

can you give me some pdf to learn how to use this PMFG

16 Dec 2013 Generalized Hurst exponent Generalized Hurst exponent of a stochastic variable Author: Tomaso Aste ZHU, BOJING

good

01 Nov 2013 Generalized Hurst exponent Generalized Hurst exponent of a stochastic variable Author: Tomaso Aste Thomas

30 Jul 2013 Generalized Hurst exponent Generalized Hurst exponent of a stochastic variable Author: Tomaso Aste xinxing

11 Apr 2013 pmfg Calculate the the planar maximally filtered graph (PMFG). Author: Tomaso Aste Chen, Tingting

Thank you!

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