20 citations · 26 across the 3 of their papers we have counts for
3 papers
Learning to simulate realistic limit order book markets from data as a World Agent
Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko +1
Multi-agent market simulators usually require careful calibration to emulate real markets, which includes the number and the type of agents. Poorly calibrated simulators can lead t…
Towards Realistic Market Simulations: a Generative Adversarial Networks Approach
Andrea Coletta, Matteo Prata, Michele Conti +5
Simulated environments are increasingly used by trading firms and investment banks to evaluate trading strategies before approaching real markets. Backtesting, a widely used approa…
My SIM is Leaking My Data: Exposing Self-Login Privacy Breaches in Smartphones
Andrea Coletta, Gaia Maselli, Mauro Piva +2
We expose a new security leak for smartphone users, which allows to stole user personal data by accessing the mobile operator user page when auto-login is employed. We show how any…