PUBLICATIONS
Quantitative Finance
Quantitative Finance
Optimal Trading with Alpha Predictors
Filippo Passerini and Samuel E. Vázquez,
The Journal of Investment Strategies, Volume 5, Number 3 (June 2016), Risk.net. PDF
Physics
5d Partition Functions, q-Virasoro Systems and Integrable Spin-Chains
Fabrizio Nieri, Sara Pasquetti, Filippo Passerini and Alessandro Torrielli,
Journal of High Energy Physics 1412 040 (2014). PDF
3d & 5d Gauge Theory Partition Functions as q-deformed CFT Correlators
Fabrizio Nieri, Sara Pasquetti and Filippo Passerini,
Letters in Mathematical Physics 105 109-148 (2015). PDF
Exact Results for Vortex Loop Operators in 3d Supersymmetric Theories
Nadav Drukker, Takuya Okuda and Filippo Passerini
Journal of High Energy Physics 1407 137 (2014). PDF
Wilson Loops in N=2 Super-Yang-Mills from Matrix Model
Filippo Passerini and Konstantin Zarembo,
Journal of High Energy Physics 1109 102 (2011). PDF
On the Spectrum of the AdS5×S5 String at Large Lambda
Filippo Passerini, Jan Plefka, Gordon W. Semenoff and Donovan Young,
Journal of High Energy Physics 1103 046 (2011). PDF
(de)Tails of Toda CFT
Nadav Drukker and Filippo Passerini,
Journal of High Energy Physics 1104 106 (2011). PDF
Affine sl(N) Conformal Blocks from N=2 SU(N) Gauge Theories
Can Kozçaz, Sara Pasquetti, Filippo Passerini and Nicals Wyllard,
Journal of High Energy Physics 1101 045 (2011). PDF
Gauge Theory Wilson Loops and Conformal Toda Field Theory
Filippo Passerini,
Journal of High Energy Physics 1003 125 (2010). PDF
M2-Brane Superalgebra from Bagger-Lambert Theory
Filippo Passerini,
Journal of High Energy Physics 0808 062 (2008). PDF
Matrix Theory of Type IIB Plane Wave from Membranes
Jaume Gomis, Amir J. Salim and Filippo Passerini,
Journal of High Energy Physics 0808 002 (2008). PDF
Holographic Gauge Theories in Background Fields and Surface Operators
Evgeny I. Buchbinder, Jaume Gomis and Filippo Passerini,
Journal of High Energy Physics 0712 101 (2007). PDF
Wilson Loops as D3-branes
Jaume Gomis and Filippo Passerini,
Journal of High Energy Physics 0701 097 (2007). PDF
Holographic Wilson Loops
Jaume Gomis and Filippo Passerini,
Journal of High Energy Physics 0608 074 (2006). PDF
Non Relativistic Dp-branes
Joaquim Gomis, Filippo Passerini, Toni Ramirez and Antoine Van Proeyen,
Journal of High Energy Physics 0510 007 (2005) . PDF
Rotating Solutions of Non Relativistic String Theory
Joaquim Gomis and Filippo Passerini,
Physics Letters B 617 182 (2005). PDF
PhD Thesis:
On Holographic Non-Local Operators and Multiple M2-Branes Theories PDF
Complex Networks
The von Neumann Entropy of Networks
Filippo Passerini and Simone Severini, PDF
Published versions:
Quantifying Complexity in Networks: the von Neumann Entropy,
Social structures in communication networks,
International Journal of Agent Technologies and Systems 1(4) 58 (2009).
Quantifying Disorder in Networks: the von Neumann Entropy,
Chapter 5 of the book “Developments in Intelligent Agent Technologies and Multi-Agent Systems: Concepts and Applications” (G. Trajkovski Ed.),
IGI Global, 2011.