Patacca, Marco

Patacca, Marco  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Titolo Data di pubblicazione Autore(i) File
A Continuous Time Model for Bitcoin Price Dynamics 1-gen-2018 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
A deep solver for BSDEs with jumps 1-gen-2022 Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena
Calibrating FBSDEs Driven Models in Finance via NNs 1-gen-2022 DI PERSIO, Luca; Lavagnoli, Emanuele; Patacca, Marco
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages 1-gen-2021 Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
Disentangling the relationship between Bitcoin and market attention measures 1-gen-2020 Figà-Talamanca, Gianna; Patacca, Marco
Does market attention affect Bitcoin returns and volatility? 1-gen-2019 Figá-Talamanca, Gianna; Patacca, Marco
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper) 1-gen-2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Mercanti, Ivan; Patacca, Marco
Market attention and Bitcoin price modeling: theory, estimation and option pricing 1-gen-2020 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics 1-gen-2019 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Regime switches and commonalities of the cryptocurrencies asset class 1-gen-2021 Fig('(a))-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
The Quantitative Easing Bursts Bitcoin Price 1-gen-2021 Patacca, Marco; Focardi, Sergio