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researcher

L. M. Calcagnile

6 papers hereh-index 6148 citations10 works total

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

author position
  • first author3
  • middle author3

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.ST3
  • cs.NE2
  • cond-mat.stat-mech1

identity via Semantic Scholar / OpenAlex

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
Showing 2015Show all

1 paper · 1 filter

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…

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