| Nome |
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Simulation-driven experimental hypotheses and design : a study of price impact and bubbles, file 7335836b-b94d-436f-b22c-a210a586e0fe
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36
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On the equivalence between the kinetic Ising model and discrete autoregressive processes, file 92e51bf1-ec68-438d-94d2-9f90abd82809
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34
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Order flow and price formation, file f2803d6c-9b61-4062-9a83-4edbf9cabf1c
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24
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When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification, file e3aacdfe-4133-4c98-e053-3705fe0acb7e
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21
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When panic makes you blind: A chaotic route to systemic risk, file e3aacdfe-4b3d-4c98-e053-3705fe0acb7e
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21
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Collective synchronization and high frequency systemic instabilities in financial markets, file e3aacdfe-3c3a-4c98-e053-3705fe0acb7e
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19
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Liquidity fluctuations and the latent dynamics of price impact, file ffce6227-d2b6-4f25-a84b-2a3d652803a8
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16
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Non-Markovian temporal networks with auto- and cross-correlated link dynamics, file e3aacdfe-8b60-4c98-e053-3705fe0acb7e
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15
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Do firms share the same functional form of their growth rate distribution? A statistical test, file e3aacdfe-b8ae-4c98-e053-3705fe0acb7e
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14
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Are trading invariants really invariant? Trading costs matter, file 93901bb6-9ffd-478c-94b5-ccd0a054a3c4
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13
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Measuring the propagation of financial distress with Granger-causality tail risk networks, file e3aacdfd-d641-4c98-e053-3705fe0acb7e
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12
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When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification, file e3aacdfe-4805-4c98-e053-3705fe0acb7e
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11
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Effects of memory on spreading processes in non-Markovian temporal networks, file e3aacdfe-ab20-4c98-e053-3705fe0acb7e
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11
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Unveiling the relation between herding and liquidity with trader lead-lag networks, file 67df5d4a-a615-44c6-86f6-424f5495012e
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10
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The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market, file e3aacdfd-d698-4c98-e053-3705fe0acb7e
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10
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Clusters of investors around initial public offering, file e3aacdfd-d699-4c98-e053-3705fe0acb7e
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10
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Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time, file e3aacdfd-d642-4c98-e053-3705fe0acb7e
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8
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Corporate payments networks and credit risk rating, file e3aacdfd-d643-4c98-e053-3705fe0acb7e
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8
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When panic makes you blind: A chaotic route to systemic risk, file e3aacdfe-4410-4c98-e053-3705fe0acb7e
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8
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New centrality and causality metrics assessing air traffic network interactions, file 96965204-48c4-4889-a924-9dc8d7490371
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7
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Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction, file e3aacdfd-d697-4c98-e053-3705fe0acb7e
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7
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Resolution of ranking hierarchies in directed networks, file e3aacdfe-ab9d-4c98-e053-3705fe0acb7e
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6
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Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods, file 097ad00d-aa85-47b0-b472-f38ec86b34c8
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5
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On the performance of learned data structures, file 1b6ef08c-170b-4aaa-8db4-86ccffa2d741
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5
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A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics, file 2c0ee5a1-8cb1-4704-9cc5-39cf968335d1
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5
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Non-Markovian temporal networks with auto- and cross-correlated link dynamics, file 3447479d-7ec9-45df-9736-8bc580da821b
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5
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Liquidity fluctuations and the latent dynamics of price impact, file e3aacdfe-8416-4c98-e053-3705fe0acb7e
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5
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Score-driven generalized fitness model for sparse and weighted temporal networks, file f0e1cdef-ca3e-4461-84c4-5577d8c6b91e
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5
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Betweenness centrality for temporal multiplexes, file 8b4428bf-fc77-4831-b12c-12bf66f6ade1
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4
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Why are learned indexes so effective?, file df904ba8-7ad0-4107-91e4-f9060d9fe6e8
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4
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Do firms share the same functional form of their growth rate distribution? A statistical test, file e3aacdfd-962d-4c98-e053-3705fe0acb7e
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4
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On the equivalence between the kinetic Ising model and discrete autoregressive processes, file 14a8afd5-eba2-476c-a37d-39cd87914dc9
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3
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Measuring price impact and information content of trades in a time-varying setting, file 4c3f10cf-9324-46ce-a2ae-1ac8a7ff91e4
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3
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Information dynamics of price and liquidity around the 2017 Bitcoin markets crash, file 759cf04f-6436-408a-8d51-b3603957fbc1
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3
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New centrality and causality metrics assessing air traffic network interactions, file 8c4da3a6-bf32-4203-96bc-a5466ab8ca73
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3
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Knowledge and social relatedness shape research portfolio diversification, file 9daf1dd4-8560-45f5-bea5-99f0a1b8bb1a
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3
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Mathematical and Computational Aspects of Machine Learning, file e3aacdfd-d640-4c98-e053-3705fe0acb7e
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3
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Modelling systemic price cojumps with Hawkes factor models, file 7f29e666-f060-4aaf-b40e-8ba660f604d9
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2
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Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate, file 97bf9db2-8051-4a63-8976-004d9dd18a83
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2
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Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages, file c00f078c-f500-4764-8b66-32d7176a00a1
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2
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Network-wide assessment of ATM mechanisms using an agent-based model, file f5ed7883-c63a-4900-a619-71b14e30be06
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2
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Estimating the Total Volume of Queries to a Search Engine, file fb882788-5cc2-4f27-8d26-090a14c52108
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2
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Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game, file 566c6d71-9b23-4b20-9d48-ad7084084068
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1
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Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game, file 702b262e-6dff-498b-9d27-7694e8f964f8
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1
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From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution, file 81c80836-113d-4948-a4f0-367ef4f95e3c
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1
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Network-wide assessment of ATM mechanisms using an agent-based model, file 927d42ee-1f33-4f22-8f68-a86c0a9dc0cb
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1
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Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model, file 94205d68-479a-48b4-b157-d484a01dd083
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1
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Instabilities in multi-asset and multi-agent market impact games, file ab733e5b-973d-409a-ba84-dcf83775eae9
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1
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Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages, file e28448e6-968f-4118-897b-8681baf6e81d
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1
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Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume, file ff294248-3644-43ce-b8e3-9bdf4d9483e9
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1
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| Totale |
399 |