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Iacopo Mastromatteo

Identifiers

  • name variant Iacopo Mastromatteo 0.60 · backfill

Papers (27)

  1. Impact is not just volatility q-fin.TR · 2019 · author #2
  2. The Multivariate Kyle model: More is different q-fin.TR · 2018 · author #2
  3. Co-impact: Crowding effects in institutional trading activity q-fin.TR · 2018 · author #2
  4. The Stochastic complexity of spin models: Are pairwise models really simple? cond-mat.dis-nn · 2017 · author #4
  5. Trading Lightly: Cross-Impact and Optimal Portfolio Execution q-fin.TR · 2017 · author #1
  6. Dissecting cross-impact on stock markets: An empirical analysis q-fin.TR · 2016 · author #2
  7. Uncovering Causality from Multivariate Hawkes Integrated Cumulants stat.ML · 2016 · author #4
  8. Mean-field inference of Hawkes point processes cs.LG · 2015 · author #3
  9. Hawkes processes in finance q-fin.TR · 2015 · author #2
  10. Linear processes in high-dimension: phase space and critical properties cond-mat.stat-mech · 2014 · author #1
  11. A fully consistent, minimal model for non-linear market impact q-fin.TR · 2014 · author #3
  12. Apparent impact: the hidden cost of one-shot trades q-fin.TR · 2014 · author #1
  13. Anomalous impact in reaction-diffusion models cond-mat.stat-mech · 2014 · author #1
  14. Agent-based models for latent liquidity and concave price impact q-fin.TR · 2013 · author #1
  15. On the typical properties of inverse problems in statistical mechanics cond-mat.stat-mech · 2013 · author #1
  16. On sampling and modeling complex systems physics.data-an · 2013 · author #2
  17. Beyond inverse Ising model: structure of the analytical solution for a class of inverse problems cond-mat.stat-mech · 2012 · author #1
  18. Impact of meta-order in the Minority Game q-fin.TR · 2011 · author #2
  19. Reconstruction of financial network for robust estimation of systemic risk q-fin.RM · 2011 · author #1
  20. On the criticality of inferred models physics.data-an · 2011 · author #1
  21. Financial correlations at ultra-high frequency: theoretical models and empirical estimation q-fin.TR · 2010 · author #1
  22. Cosmic-ray knee and flux of secondaries from interactions of cosmic rays with dark matter hep-ph · 2009 · author #2
  23. Cosmic ray knee and new physics at the TeV scale hep-ph · 2009 · author #3
  24. Signatures of TeV gravity from the evaporation of cosmogenic black holes hep-ph · 2009 · author #1
  25. Cosmic-ray knee and diffuse gamma, e+ and pbar fluxes from collisions of cosmic rays with dark matter hep-ph · 2008 · author #2
  26. Hawking evaporation of cosmogenic black holes in TeV-gravity models hep-ph · 2008 · author #3
  27. Higgsino dark matter in partly supersymmetric models hep-ph · 2005 · author #2

Mentions

  • 1311.6262 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1311.0190 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1301.3622 #2 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1209.1787 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1112.3908 #2 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1109.6210 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1102.1624 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 1011.1011 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 0904.0921 #2 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 0903.5247 #3 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 0901.0325 #1 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 0810.4468 #2 · backfill · confidence 0.70 Iacopo Mastromatteo
  • 0805.1344 #3 · backfill · confidence 0.70 Iacopo Mastromatteo

Frequent Coauthors