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

228 citations

Showing 2022Show all

6 papers · 1 filter

physics.soc-ph2022

Structural properties in the diffusion of the solar photovoltaic in Italy: individual people/householder vs firms

Franco Flandoli, Fausto Corvino, Marta Leocata +3

This paper develops two mathematical models to understand subjects' behavior in response to the urgency of a change and inputs from governments e.g., (subsides) in the context of t…

econ.EM2022★ 1 cited

Unit Averaging for Heterogeneous Panels

Christian Brownlees, Vladislav Morozov

In this work we introduce a unit averaging procedure to efficiently recover unit-specific parameters in a heterogeneous panel model. The procedure consists in estimating the parame…

physics.soc-ph2022

Identifying maximal sets of significantly interacting nodes in higher-order networks

Lorenzo Betti, Federico Musciotto, Federico Battiston +1

Filtering methods are fundamental tools for extracting the backbone of complex networks. Systems displaying group interactions, however, open the way to new types of filtering appr…

quant-ph2022

On Schrödingerist Quantum Thermodynamics

Leonardo De Carlo, W. David Wick

From the point of view of Schrödingerism, a wavefunction-only philosophy, thermodynamics must be recast in terms of an ensemble of wavefunctions, rather than classical particle con…

q-bio.QM2022★ 1 cited

Cophylogeny Reconstruction Allowing for Multiple Associations Through Approximate Bayesian Computation

Blerina Sinaimeri, Laura Urbini, Marie-France Sagot +1

Phylogenetic tree reconciliation is employed for the examination of coevolution between host and symbiont species. An important concern is the requirement for dependable cost value…

math.AP2022★ 6 cited

Derivation of the viscoelastic stress in Stokes flows induced by non-spherical Brownian rigid particles through homogenization

Richard M. Höfer, Marta Leocata, Amina Mecherbet

We consider a microscopic model of identical axis-symmetric rigid Brownian particles suspended in a Stokes flow. We rigorously derive in the homogenization limit of many small…