128 citations · 137 across the 4 of their papers we have counts for
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q-fin.TR2022
Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents
Michele Vodret, Iacopo Mastromatteo, Bence Toth +1
We relax the strong rationality assumption for the agents in the paradigmatic Kyle model of price formation, thereby reconciling the framework of asymmetrically informed traders wi…
cond-mat.mtrl-sci2022★ 128 cited
Size effects in micro and nanoscale materials fracture
Alessandro Taloni, Michele Vodret, Giulio Costantini +1
Micro and nanoscale materials have remarkable mechanical properties, such as enhanced strength and toughness, but usually display sample-to-sample fluctuations and non-trivial size…