5 citations · 5 across the 3 of their papers we have counts for
3 papers
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Sabrina Aufiero, Antonio Briola, Tesfaye Salarin +3
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a…
HLOB -- Information Persistence and Structure in Limit Order Books
Antonio Briola, Silvia Bartolucci, Tomaso Aste
We introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'. This architecture (i) exploits the information encod…
Deep Limit Order Book Forecasting
Antonio Briola, Silvia Bartolucci, Tomaso Aste
We exploit cutting-edge deep learning methodologies to explore the predictability of high-frequency Limit Order Book mid-price changes for a heterogeneous set of stocks traded on t…