Get our free extension to see links to code for papers anywhere online!

Chrome logo  Add to Chrome

Firefox logo Add to Firefox

Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing


Aug 15, 2022
Danial Saef, Yuanrong Wang, Tomaso Aste


   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series


Mar 08, 2022
Yuanrong Wang, Tomaso Aste

* 7 pages, 1 figure, 3tables 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Deep Reinforcement Learning for Active High Frequency Trading


Feb 04, 2021
Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli, Tomaso Aste

* 9 pages, 4 figures 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Deep Learning modeling of Limit Order Book: a comparative perspective


Jul 12, 2020
Antonio Briola, Jeremy Turiel, Tomaso Aste

* 15 pages, 4 figures, 9 tables 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Topological regularization with information filtering networks


May 10, 2020
Tomaso Aste

* 16 pages , 2 figures, 1 table 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Learning Clique Forests


May 06, 2019
Guido Previde Massara, Tomaso Aste

* 47 pages, 26 figures 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Forecasting market states


Jul 13, 2018
Pier Francesco Procacci, Tomaso Aste

* 11 pages, 4 figures 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Parsimonious modeling with Information Filtering Networks


Nov 23, 2016
Wolfram Barfuss, Guido Previde Massara, T. Di Matteo, Tomaso Aste

* Phys. Rev. E 94, 062306 (2016) 
* 17 pages, 10 figures, 3 tables 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email

Twitter Sentiment Analysis: Lexicon Method, Machine Learning Method and Their Combination


Sep 18, 2015
Olga Kolchyna, Tharsis T. P. Souza, Philip Treleaven, Tomaso Aste

* Handbook of Sentiment Analysis in Finance. Mitra, G. and Yu, X. (Eds.). (2016). ISBN 1910571571 
* 32 pages, 5 figures 

   Access Paper or Ask Questions

  • Share via Twitter
  • Share via Facebook
  • Share via LinkedIn
  • Share via Whatsapp
  • Share via Messenger
  • Share via Email