Wikipedia

Tiziana Di Matteo (econophysicist)

Not to be confused with Tiziana Di Matteo (astrophysicist).

Tiziana Di Matteo is a Professor of Econophysics at King's College London. She studies complex systems, such as financial markets, and complex materials (such as superconductors). She serves on the council of the Complex Systems Society.

Tiziana Di Matteo
Alma materUniversity of Salerno
Queen Mary University
Scientific career
InstitutionsKing's College London

Education and early career

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Di Matteo graduated cum laude from the University of Salerno in 1994.[1] She was an Erasmus student at Queen Mary University of London. She remained at the University of Salerno for her graduate studies, completing her PhD on Josephson junctions networks in 1999.[2] After her PhD, she became interested in the data sets of real financial markets.[3]

Selected publications

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Scholia has an author profile for Tiziana Di Matteo (econophysicist).
  • M. Tumminello; Di Matteo T; R. N. Mantegna (18 July 2005). "A tool for filtering information in complex systems". Proceedings of the National Academy of Sciences of the United States of America. 102 (30): 10421–10426. arXiv:cond-mat/0501335. Bibcode:2005PNAS..10210421T. doi:10.1073/PNAS.0500298102. ISSN 0027-8424. PMC 1180754. PMID 16027373. Wikidata Q33906551.
  • T. Di Matteo (February 2007). "Multi-scaling in finance". Quantitative Finance. 7 (1): 21–36. doi:10.1080/14697680600969727. ISSN 1469-7688. Zbl 1278.91118. Wikidata Q105592847.
  • T. Di Matteo; T. Aste; M.M. Dacorogna (June 2003). "Scaling behaviors in differently developed markets". Physica A. 324 (1–2): 183–188. Bibcode:2003PhyA..324..183D. doi:10.1016/S0378-4371(02)01996-9. ISSN 0378-4371. Zbl 1072.91565. Wikidata Q105576219.

Awards and honours

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Di Matteo was a QEII Fellow at the Australian National University.[4][5] She joined the Department of Mathematics at King's College London in 2009.[1][6] She has used the generalised Hurst approach to study the foreign exchange market and stock markets.[7] In 2014 she was made a Professor of Econophysics at King's College London.[8] Econophysics uses the statistical methods of physics to analyse financial markets.[9]

She was appointed to the Council of the Complex Systems Society in 2018.[9] Di Matteo is the editor-in-chief of the Journal of Network theory in Finance.[10] She also serves as editor for the European Physical Journal B.[11] She was elected to the Academia Europaea in 2024.[12]

References

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  1. ^ a b "Homepage". nms.kcl.ac.uk. Retrieved 2019-02-06.
  2. ^ Di Matteo, T.; Paasi, J.; Tuohimaa, A.; De Luca, R. (June 1999). "Three-dimensional network of inductively coupled Josephson junctions as a vectorial magnetic field sensor". IEEE Transactions on Applied Superconductivity. 9 (2): 3515–3518. Bibcode:1999ITAS....9.3515D. doi:10.1109/77.783788. ISSN 1051-8223. S2CID 38415485. Wikidata Q105576234.
  3. ^ "King's College London - Professor Tiziana Di Matteo". www.kcl.ac.uk. Retrieved 2019-02-06.
  4. ^ "DR. TIZIANA DI MATTEO". spie.org. Retrieved 2019-02-07.
  5. ^ Abergel, Frédéric; Aoyama, Hideaki; Chakrabarti, Bikas K.; Chakraborti, Anirban; Ghosh, Asim (2013-09-07). Econophysics of Agent-Based Models. Springer Science & Business Media. ISBN 9783319000237.
  6. ^ Thurner, Stefan (2016-11-11). 43 Visions For Complexity. World Scientific. ISBN 9789813206861.
  7. ^ Matteo, T. Di; Aste, T.; Dacorogna, Michel M. (April 2005). "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development". Journal of Banking and Finance. 29 (4): 827–851. arXiv:cond-mat/0403681. doi:10.1016/J.JBANKFIN.2004.08.004. ISSN 0378-4266. S2CID 18005919. Wikidata Q105576212.
  8. ^ "King's College London - Prof Tiziana Di Matteo". www.kcl.ac.uk. Retrieved 2019-02-06.
  9. ^ a b "King's College London - Professor Tiziana Di Matteo elected to Council of Complex Systems Society". www.kcl.ac.uk. Retrieved 2019-02-06.
  10. ^ "Journal of Network Theory in Finance Editorial Board". Risk.net. Retrieved 2019-02-06.
  11. ^ "Cambridge Scholars Publishing". www.cambridgescholars.com. Retrieved 2019-02-06.
  12. ^ "Ana Caraiani". Members. Academia Europaea. Retrieved 2024-11-09.
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