296 citations · 900 across the 14 of their papers we have counts for
15 papers
Optimal Trading with Alpha Predictors
Filippo Passerini, Samuel E. Vazquez
We study the problem of optimal trading using general alpha predictors with linear costs and temporary impact. We do this within the framework of stochastic optimization with finit…
5D partition functions, q-Virasoro systems and integrable spin-chains
Fabrizio Nieri, Sara Pasquetti, Filippo Passerini +1
We analyze N = 1 theories on S5 and S4 x S1, showing how their partition functions can be written in terms of a set of fundamental 5d holomorphic blocks. We demonstrate that, when…
3d & 5d gauge theory partition functions as q-deformed CFT correlators
Fabrizio Nieri, Sara Pasquetti, Filippo Passerini
3d N=2 partition functions on the squashed three-sphere and on the twisted product S2xS1 have been shown to factorize into sums of squares of solid tori partition functions, the so…
Exact results for vortex loop operators in 3d supersymmetric theories
Nadav Drukker, Takuya Okuda, Filippo Passerini
Three dimensional field theories admit disorder line operators, dubbed vortex loop operators. They are defined by the path integral in the presence of prescribed singularities alon…
On the Spectrum of the AdS_5xS^5 String at large lambda
Filippo Passerini, Jan Plefka, Gordon W. Semenoff +1
We put forth a program for perturbatively quantizing the bosonic sector of the IIB superstring on AdS_5xS^5 in the large radius of curvature R (i.e. flat-space) limit, and in light…
(de)Tails of Toda CFT
Nadav Drukker, Filippo Passerini
The relation between the partition function of N=2 gauge theories in 4d and conformal Toda field theory in 2d is explained for the case where the 4d theory is a linear quiver with…