Gianbiagio Curato
Economics and Econometrics · 2014
A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
- Modeling and Simulation — 10 citations into it
- Finance — 9 citations into it
- Numerical Analysis — 7 citations into it
Whom Gianbiagio Curato trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Shijun Liao
- Jim Gatheral
- Abdul-Majid Wazwaz
- Robert Tibshirani
- Gur Huberman
- Jean-Philippe Bouchaud
- Tamara G. Kolda
- Saeid Abbasbandy
- Robert Michael Lewis
- Saul A. Teukolsky
Papers from Gianbiagio Curato's perspective
Ordered by how strongly the researchers Gianbiagio Curato trusts endorse each paper. Same corpus, a different order for every researcher.
- Beyond Perturbation: Introduction to the Homotopy Analysis Method
- On the homotopy analysis method for nonlinear problems (Applied Mathematics and Computation)
- Regression Shrinkage and Selection via the Lasso
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
- Statistical properties of stock order books: empirical results and models
- Anomalous price impact and the critical nature of liquidity in financial markets
- TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
- No-dynamic-arbitrage and market impact
- Price Manipulation and Quasi-Arbitrage
- Market Impacts and the Life Cycle of Investors Orders (Social Science Research Network)
Their papers
- Optimal execution with non-linear transient market impact (2014) — 55 citations