The following pages link to Iacopo Mastromatteo (Q1946813):
Displaying 13 items.
- Beyond inverse Ising model: structure of the analytical solution (Q1946814) (← links)
- An introduction to econophysics and quantitative finance (Q2786540) (← links)
- Mean-field inference of Hawkes point processes (Q2991839) (← links)
- On sampling and modeling complex systems (Q3301678) (← links)
- Apparent impact: the hidden cost of one-shot trades (Q3302298) (← links)
- (Q4558519) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- The Multivariate Kyle Model: More is Different (Q5112726) (← links)
- Co-impact: crowding effects in institutional trading activity (Q5121489) (← links)
- Impact of meta-order in the Minority Game (Q5397465) (← links)
- When is cross impact relevant? (Q6546318) (← links)
