Patacca, Marco
Patacca, Marco
DIPARTIMENTO DI SCIENZE ECONOMICHE
A Continuous Time Model for Bitcoin Price Dynamics
2018-01-01 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
A deep solver for BSDEs with jumps
2022-01-01 Gnoatto, Alessandro; Patacca, Marco; Picarelli, Athena
Calibrating FBSDEs Driven Models in Finance via NNs
2022-01-01 DI PERSIO, Luca; Lavagnoli, Emanuele; Patacca, Marco
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
2021-01-01 Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
Disentangling the relationship between Bitcoin and market attention measures
2020-01-01 Figà-Talamanca, Gianna; Patacca, Marco
Does market attention affect Bitcoin returns and volatility?
2019-01-01 Figá-Talamanca, Gianna; Patacca, Marco
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper)
2019-01-01 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Mercanti, Ivan; Patacca, Marco
Market attention and Bitcoin price modeling: theory, estimation and option pricing
2020-01-01 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
2019-01-01 Bistarelli, Stefano; Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Regime switches and commonalities of the cryptocurrencies asset class
2021-01-01 Fig('(a))-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
The Quantitative Easing Bursts Bitcoin Price
2021-01-01 Patacca, Marco; Focardi, Sergio
| 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 |