Dr Tiziana Di Matteo
Telephone: +44 020 7848 2223
Email: tiziana.di_matteo@kcl.ac.uk
Office: S5.24, Strand Building Strand Campus
Title: Reader in Financial Mathematics
Personal webpage
Biography
1994 BSc (Hons) in Physics (110/110 Cum Laude), Dipartimento di Fisica Teorica - Università di Salerno, Italy.
1999 PhD in Physics, Dipartimento di Fisica - Università di Salerno, Italy.
January 1992 – June 1992: Fellowship for Erasmus program, Queen Mary and Westfield College, London, UK.
1994: CNR (Consiglio Nazionale delle Ricerche) Fellowship, Bando n. 201.19.1.
February 1995 – November 1995: INFM (Istituto Nazionale per la Fisica della Materia) Fellowship, Dipartimento di Fisica Teorica, Università di Salerno, Salerno, Italy.
November 1997 – June 1998: Research contract, Laboratory of Electricity and Magnetism, Tampere University of Technology, Tampere, Finland.
February 1999 – November 1999: Post doctoral Fellow, Dipartimento di Fisica, Università di Salerno, Salerno, Italy.
December 1999 – January 2002: Research contract "Assegno di Ricerca", Dipartimento di Fisica, Università di Salerno, Salerno, Italy.
February – December 2002: Post doctoral Fellow, Applied Mathematics, Research School of Physical Sciences, Australian National University, Canberra, Australia.
January 2003–December 2008: QEII Fellowship – Associate Professor (Level D), Applied Mathematics, Research School of Physical Sciences, Australian National University, Canberra, Australia.
January 2009 – December 2011: Visiting Fellow, Applied Mathematics, Research School of Physical Sciences, Australian National University, Canberra, Australia.
Research Interests
• Econophysics
• Application of methods from Statistical Physics to Finance
• Complex Systems
• Science of Networks
Others:
• Granular materials
• Numerical simulations of diffusive processes for the analysis of the magnetic properties in new materials
• Strongly Correlated Electronic Systems and High-Tc Superconductivity
Selection of Publications
Here is a complete list of publications.
• T. Aste, W. Shaw, T. Di Matteo, "Correlation structure and dynamics in volatile markets", (2010) New Journal of Physics, 12 (2010) 085009.
• T. Di Matteo, F. Pozzi, T. Aste, "The use of dynamical networks to detect the hierarchical organization of financial market sectors", The European Physical Journal B 73 (2010) 3-11.
• T. Di Matteo, "Multi-scaling in Finance", Quantitative Finance, Vol. 7, No. 1 (2007) 21-36.
• T. Di Matteo, T. Aste and M. M. Dacorogna, "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development", Journal of Banking & Finance 29/4 (2005) 827-851.
• T. Aste, T. Di Matteo, S. T. Hyde, "Complex networks on hyperbolic surfaces", Physica A 346 (2005) 20-26.
• M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, "A tool for filtering information in complex systems", Proceedings of the National Academy of Sciences of the United States of America (PNAS) Vol. 102, Num. 30 (2005) 10421-10426.
• T. Di Matteo, T. Aste and M. M. Dacorogna, "Scaling behaviors in differently developed markets", Physica A 324 (2003) 183-188.