activity
20082025
most citedModelling systemic price cojumps with Hawkes factor models

2 citations · 3 across the 6 of their papers we have counts for

collaborators

6 papers

cs.NE2025

From Neural Activity to Computation: Biological Reservoirs for Pattern Recognition in Digit Classification

Ludovico Iannello, Luca Ciampi, Fabrizio Tonelli +5

In this paper, we present a biologically grounded approach to reservoir computing (RC), in which a network of cultured biological neurons serves as the reservoir substrate. This sy…

cs.NE2025

From Neurons to Computation: Biological Reservoir Computing for Pattern Recognition

Ludovico Iannello, Luca Ciampi, Gabriele Lagani +6

In this paper, we introduce a paradigm for reservoir computing (RC) that leverages a pool of cultured biological neurons as the reservoir substrate, creating a biological reservoir…

q-fin.ST2016

Entropy and efficiency of the ETF market

Lucio Maria Calcagnile, Fulvio Corsi, Stefano Marmi

We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Sh…

q-fin.ST2015★ 1 cited

Collective synchronization and high frequency systemic instabilities in financial markets

Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani +2

Recent years have seen an unprecedented rise of the role that technology plays in all aspects of human activities. Unavoidably, technology has heavily entered the Capital Markets t…

q-fin.ST2013★ 2 cited

Modelling systemic price cojumps with Hawkes factor models

Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani +3

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian St…

cond-mat.stat-mech2008

Non-sequential recursive pair substitutions and numerical entropy estimates in symbolic dynamical systems

Lucio M. Calcagnile, Stefano Galatolo, Giulia Menconi

We numerically test the method of non-sequential recursive pair substitutions to estimate the entropy of an ergodic source. We compare its performance with other classical methods…