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Mostrati risultati da 1 a 7 di 7
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric
2014 Curato, Gianbiagio; Lillo, Fabrizio
Modeling the coupled return-spread high frequency dynamics of large tick assets
2015 Curato, Gianbiagio; Lillo, Fabrizio
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
2015 Curato, Gianbiagio; Lillo, Fabrizio
Nonlinearity in high-frequency finance and optimal execution
2015 Curato, Gianbiagio
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact
2016 Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio
Optimal information diffusion in stochastic block models
2016 Curato, Gianbiagio; Lillo, Fabrizio
Optimal execution with non-linear transient market impact
2016 Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio
Mostrati risultati da 1 a 7 di 7
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