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mbellitti / spectral_filter_portfolio.ipynb
Created September 24, 2025 13:51
I experiment with a portfolio optimization technique inspired by random matrix theory: we can decrease the portfolio variance by filtering out some of the correlation matrix eigenvalues.
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@mbellitti
mbellitti / spectral_filter_portfolio.ipynb
Created September 24, 2025 13:51
I experiment with a portfolio optimization technique inspired by random matrix theory: we can decrease the portfolio variance by filtering out some of the correlation matrix eigenvalues.
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@mbellitti
mbellitti / Community-Copy1.ipynb
Created July 22, 2020 00:48
Community-network.ipynb
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@mbellitti
mbellitti / Community.ipynb
Created July 15, 2020 14:27
Community.ipynb
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@mbellitti
mbellitti / dati_italiani.ipynb
Last active May 29, 2020 20:07
Analisi dati COVID
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@mbellitti
mbellitti / attractor_reconstruction.ipynb
Last active June 18, 2025 15:01
I reconstruct the phase space dynamics of a complex dynamical system by looking at a single time series.
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