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20072026
most citedMarket impact and trading profile of large trading orders in stock markets

228 citations

Showing 2021Show all

9 papers · 1 filter

math.CO2021

On the domination number of -constrained de Bruijn graphs

Tiziana Calamoneri, Angelo Monti, Blerina Sinaimeri

Motivated by the work on the domination number of directed de Bruijn graphs and some of its generalizations, in this paper we introduce a natural generalization of de Bruijn graphs…

math.CO2021★ 2 cited

On Generalizations of Pairwise Compatibility Graphs

Tiziana Calamoneri, Manuel Lafond, Angelo Monti +1

A graph is a pairwise compatibility graph (PCG) if there exists an edge-weighted tree and an interval , such that each leaf of the tree is a vertex of the graph, and there i…

math.PR2021★ 5 cited

Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions

Andrea Cosso, Fausto Gozzi, Mauro Rosestolato +1

We formulate a path-dependent stochastic optimal control problem under general conditions, for which weprove rigorously the dynamic programming principle and that the value functio…

econ.GN2021★ 16 cited

Mobility decisions, economic dynamics and epidemic

Giorgio Fabbri, Salvatore Federico, Davide Fiaschi +1

We propose a model, which nests a susceptible-infected-recovered-deceased (SIRD) epidemic model into a dynamic macroeconomic equilibrium framework with agents' mobility. The latter…

math.OC2021★ 3 cited

Nonlinear Filtering of Partially Observed Systems arising in Singular Stochastic Optimal Control

Alessandro Calvia, Giorgio Ferrari

This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process whose components have paths of bounded varia…

cs.SI2021★ 12 cited

Inclusive Universities. Evidence from the Erasmus Program

Luca De Benedictis, Silvia Leoni

The Erasmus Program is the main international mobility program in Europe and worldwide. Since its launch in 1987, it has been growing both in terms of participants and budget devot…

math.FA2021★ 2 cited

Regarding the domain of non-symmetric and, possibly, degenerate Ornstein--Uhlenbeck operators in separable Banach spaces

D. Addona, G. Cappa, S. Ferrari

Let be a separable Banach space and let be a linear, bounded, non-negative and symmetric operator and let be the infinites…

stat.ML2021

Making the most of your day: online learning for optimal allocation of time

Etienne Boursier, Tristan Garrec, Vianney Perchet +1

We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a drive…

cs.DS2021

Planar Reachability Under Single Vertex or Edge Failures

Giuseppe F. Italiano, Adam Karczmarz, Nikos Parotsidis

In this paper we present an efficient reachability oracle under single-edge or single-vertex failures for planar directed graphs. Specifically, we show that a planar digraph ca…