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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. 

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