5 citations · 8 across the 5 of their papers we have counts for
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q-fin.ST2022★ 5 cited
A machine learning approach to support decision in insider trading detection
Piero Mazzarisi, Adele Ravagnani, Paola Deriu +3
Identifying market abuse activity from data on investors' trading activity is very challenging both for the data volume and for the low signal to noise ratio. Here we propose two c…
q-fin.TR2022★ 1 cited
How Covid mobility restrictions modified the population of investors in Italian stock markets
Paola Deriu, Fabrizio Lillo, Piero Mazzarisi +3
This paper investigates how Covid mobility restrictions impacted the population of investors of the Italian stock market. The analysis tracks the trading activity of individual inv…