2 papers
q-fin.TR2025
Looking into informal currency markets as Limit Order Books: impact of market makers
Alejandro García Figal, Alejandro Lage Castellanos, Roberto Mulet
This study pioneers the application of the market microstructure framework to an informal financial market. By scraping data from websites and social media about the Cuban informal…
cond-mat.dis-nn2019
High-temperature Expansions and Message Passing Algorithms
Antoine Maillard, Laura Foini, Alejandro Lage Castellanos +3
Improved mean-field technics are a central theme of statistical physics methods applied to inference and learning. We revisit here some of these methods using high-temperature expa…