From the 1 of 5 linked papers with an AI index.
5 papers
Graph Regularized PCA
Antonio Briola, Marwin Schmidt, Fabio Caccioli +4
The paper introduces Graph Regularized PCA (GR‑PCA), a PCA variant that learns a sparse precision graph and regularizes loadings toward low‑frequency graph Laplacian modes to prese…
Compositional Sparsity as an Inductive Bias for Neural Architecture Design
Hongyu Lin, Antonio Briola, Yuanrong Wang +1
Identifying the structural priors that enable Deep Neural Networks (DNNs) to overcome the curse of dimensionality is a fundamental challenge in machine learning theory. Existing li…
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Sabrina Aufiero, Antonio Briola, Tesfaye Salarin +3
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a…
HLOB -- Information Persistence and Structure in Limit Order Books
Antonio Briola, Silvia Bartolucci, Tomaso Aste
We introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'. This architecture (i) exploits the information encod…
Deep Limit Order Book Forecasting
Antonio Briola, Silvia Bartolucci, Tomaso Aste
We exploit cutting-edge deep learning methodologies to explore the predictability of high-frequency Limit Order Book mid-price changes for a heterogeneous set of stocks traded on t…