| Peer-to-peer loan acceptance and default prediction with artificial intelligence JD Turiel, T Aste Royal Society open science 7 (6), 191649, 2020 | 63* | 2020 |
| Deep reinforcement learning for active high frequency trading A Briola, J Turiel, R Marcaccioli, A Cauderan, T Aste arXiv preprint arXiv:2101.07107, 2021 | 40 | 2021 |
| Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book PN Kolm, J Turiel, N Westray Mathematical Finance 33 (4), 1044-1081, 2023 | 29 | 2023 |
| Deep learning modeling of limit order book: A comparative perspective A Briola, J Turiel, T Aste arXiv preprint arXiv:2007.07319, 2020 | 21 | 2020 |
| Wisdom of crowds detects COVID-19 severity ahead of officially available data J Turiel, D Fernandez-Reyes, T Aste Scientific Reports 11 (1), 13678, 2021 | 15* | 2021 |
| Simplicial persistence of financial markets: filtering, generative processes and portfolio risk JD Turiel, P Barucca, T Aste arXiv preprint arXiv:2009.08794, 2020 | 5 | 2020 |
| Heterogeneous criticality in high frequency finance: a phase transition in flash crashes JD Turiel, T Aste Entropy 24 (2), 257, 2022 | 3 | 2022 |
| Self-organised criticality in high frequency finance: the case of flash crashes JD Turiel, T Aste arXiv preprint arXiv:2110.13718, 2021 | 3 | 2021 |
| Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics JD Turiel, T Aste Complex Networks and Their Applications VIII: Volume 2 Proceedings of the …, 2020 | 3 | 2020 |
| Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk J Turiel, P Barucca, T Aste Entropy 24 (10), 1482, 2022 | 1 | 2022 |
| Complexity and Criticality in financial markets: systemic risk across frequencies and cross sections JD Turiel UCL (University College London), 2022 | | 2022 |
Tomaso AsteProfessor of Complexity Science - University College LondonVerified email at ucl.ac.uk
