Anatomy of a Stablecoin’s failure: The Terra-Luna case A Briola, D Vidal-Tomás, Y Wang, T Aste Finance Research Letters 51, 103358, 2023 | 126 | 2023 |
Deep reinforcement learning for active high frequency trading A Briola, J Turiel, R Marcaccioli, A Cauderan, T Aste arXiv preprint arXiv:2101.07107, 2021 | 46 | 2021 |
FTX's downfall and Binance's consolidation: the fragility of Centralized Digital Finance D Vidal-Tomás, A Briola, T Aste Physica A: Statistical Mechanics and its Applications 625, 129044, 2023 | 39 | 2023 |
Deep learning modeling of limit order book: A comparative perspective A Briola, J Turiel, T Aste arXiv preprint arXiv:2007.07319, 2020 | 22 | 2020 |
Dependency structures in cryptocurrency market from high to low frequency A Briola, T Aste Entropy 24 (11), 1548, 2022 | 13 | 2022 |
Topological feature selection A Briola, T Aste Topological, Algebraic and Geometric Learning Workshops 2023, 534-556, 2023 | 4* | 2023 |
Deep Limit Order Book Forecasting A Briola, S Bartolucci, T Aste arXiv preprint arXiv:2403.09267, 2024 | 2 | 2024 |
Homological Convolutional Neural Networks A Briola, Y Wang, S Bartolucci, T Aste arXiv preprint arXiv:2308.13816, 2023 | 2 | 2023 |
HLOB--Information Persistence and Structure in Limit Order Books A Briola, S Bartolucci, T Aste arXiv preprint arXiv:2405.18938, 2024 | 1 | 2024 |
Topological Portfolio Selection and Optimization Y Wang, A Briola, T Aste Proceedings of the Fourth ACM International Conference on AI in Finance, 681-688, 2023 | 1 | 2023 |
Homological Neural Networks: A Sparse Architecture for Multivariate Complexity Y Wang, A Briola, T Aste Topological, Algebraic and Geometric Learning Workshops 2023, 228-241, 2023 | | 2023 |