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researcher

L. Lucchese

3 papers hereh-index 328 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • stat.ME1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20222025
most citedThe Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective

8 citations · 9 across the 3 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

stat.ML2025

Learning with Expected Signatures: Theory and Applications

Lorenzo Lucchese, Mikko S. Pakkanen, Almut E. D. Veraart

The expected signature maps a collection of data streams to a lower dimensional representation, with a remarkable property: the resulting feature tensor can fully characterize the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.