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

228 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2023Show all

5 papers · 1 filter

math.OC2023★ 1 cited

Stochastic optimal control in Hilbert spaces: regularity of the value function and optimal synthesis via viscosity solutions

Filippo de Feo, Andrzej Święch, Lukas Wessels

We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Li…

cs.GT2023★ 6 cited

Monotonicity of Equilibria in Nonatomic Congestion Games

Roberto Cominetti, Valerio Dose, Marco Scarsini

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify…

cs.GT2023★ 5 cited

Phase Transitions of the Price-of-Anarchy Function in Multi-Commodity Routing Games

Roberto Cominetti, Valerio Dose, Marco Scarsini

We consider the behavior of the price of anarchy and equilibrium flows in nonatomic multi-commodity routing games as a function of the traffic demand. We analyze their smoothness w…

physics.soc-ph2023★ 1 cited

Understanding the householder solar panel consumer: A Markovian model and its societal implications

Marta Leocata, Giulia Livieri, Silvia Morlacchi +3

Household adoption of rooftop photovoltaic (PV) systems is central to the green energy transition, yet diffusion depends on social influence and behavioral biases, as well as payba…

math.CO2023

Minimal H-factors and covers

Lorenzo Federico, Joel Larsson Danielsson

Given a fixed small graph H and a larger graph G, an H-factor is a collection of vertex-disjoint subgraphs , each isomorphic to H, that cover the vertices of G. If G i…