papers
Publications (6)
q-fin.ST2015
Collective synchronization and high frequency systemic instabilities in financial markets
Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani +2
hep-ph2005
Multiple photon corrections to the neutral-current Drell-Yan process
Carlo Michel Carloni Calame, Guido Montagna, Oreste Nicrosini +1
q-fin.ST2015
Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti +3
hep-ph2006
Matching matrix elements and shower evolution for top-quark production in hadronic collisions
Michelangelo L. Mangano, Mauro Moretti, Fulvio Piccinini +1
q-fin.TR2014
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate
Elia Zarinelli, Michele Treccani, J. Doyne Farmer +1
q-fin.ST2013
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani +3