2 papers
q-fin.TR2025
The Invisible Handshake: Persistent Overpricing by Adaptive Market Agents
Luigi Foscari, Emanuele Guidotti, Nicolò Cesa-Bianchi +2
We study overpricing in a repeated game between two representative agents: a market maker, who controls market liquidity, and a market taker, who chooses trade quantities. Market p…
cs.LG2021
An Explainable Probabilistic Classifier for Categorical Data Inspired to Quantum Physics
Emanuele Guidotti, Alfio Ferrara
This paper presents Sparse Tensor Classifier (STC), a supervised classification algorithm for categorical data inspired by the notion of superposition of states in quantum physics.…