Iacopo Mastromatteo

Applied Mathematics · 2015

A researcher in the Science corpus: 1 paper; trusts 28 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Iacopo Mastromatteo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Emmanuel Bacry
  2. Clive G. Bowsher
  3. Jean-François Muzy
  4. V. Chavez‐Demoulin
  5. Jesper Møller
  6. Thibault Jaisson
  7. Pierre Brémaud
  8. Alejandro Veen
  9. Scott W. Linderman
  10. Angelos Dassios

Who trusts Iacopo Mastromatteo overall

  1. Alan G. Hawkes
  2. Simon Clinet
  3. Seyed Mehran Kazemi

Papers from Iacopo Mastromatteo's perspective

Ordered by how strongly the researchers Iacopo Mastromatteo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
  2. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
  3. Multivariate Hawkes processes: an application to financial data (Journal of Applied Probability)
  4. Modelling microstructure noise with mutually exciting point processes
  5. A Theory for the Term Structure of Interest Rates
  6. Hawkes branching point processes without ancestors (Journal of Applied Probability)
  7. An Introduction To The Theory Of Point Processes
  8. Critical reflexivity in financial markets: a Hawkes process analysis (European Physical Journal B : Condensed Matter Physics)
  9. Statistical theory of the continuous double auction
  10. Limit theorems for nearly unstable Hawkes processes

Their papers