25 citations · 76 across the 8 of their papers we have counts for
8 papers
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
Qiong Wu, Christopher G. Brinton, Zheng Zhang +3
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not full…
An MBO scheme for clustering and semi-supervised clustering of signed networks
Mihai Cucuringu, Andrea Pizzoferrato, Yves van Gennip
We introduce a principled method for the signed clustering problem, where the goal is to partition a graph whose edge weights take both positive and negative values, such that edge…
Rare event simulation for stochastic dynamics in continuous time
Letizia Angeli, Stefan Grosskinsky, Adam M. Johansen +1
Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We focus on the question…
Current large deviations for partially asymmetric particle systems on a ring
Paul Chleboun, Stefan Grosskinsky, Andrea Pizzoferrato
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result b…
Lower current large deviations for zero-range processes on a ring
Paul Chleboun, Stefan Grosskinsky, Andrea Pizzoferrato
We study lower large deviations for the current of totally asymmetric zero-range processes on a ring with concave current-density relation. We use an approach by Jensen and Varadha…
Emerging heterogeneities in Italian customs and comparison with nearby countries
Elena Agliari, Adriano Barra, Andrea Galluzzi +3
In this work we apply techniques and modus operandi typical of Statistical Mechanics to a large dataset about key social quantifiers and compare the resulting behaviours of five Eu…
Mean field bipartite spin models treated with mechanical techniques
Adriano Barra, Andrea Galluzzi, Francesco Guerra +2
Inspired by a continuously increasing interest in modeling and framing complex systems in a thermody- namic rationale, in this paper we continue our investigation in adapting well…
Ferromagnetic models for cooperative behavior: Revisiting Universality in complex phenomena
Elena Agliari, Adriano Barra, Andrea Galluzzi +2
Ferromagnetic models are harmonic oscillators in statistical mechanics. Beyond their original scope in tackling phase transition and symmetry breaking in theoretical physics, they…