283 citations · 1.6k across the 46 of their papers we have counts for
3 papers · 1 filter
Strong Noise Effects in one-dimensional Neutral Populations
Luca Dall'Asta, Fabio Caccioli, Deborah Beghè
The dynamics of well-mixed biological populations is usually studied by mean-field methods and weak-noise expansions. Similar methods have been applied also in spatially extended p…
Dynamic facilitation picture of a higher-order glass singularity
Mauro Sellitto, Daniele De Martino, Fabio Caccioli +1
We show that facilitated spin mixtures with a tunable facilitation reproduce, on a Bethe lattice, the simplest higher-order singularity scenario predicted by the mode-coupling theo…
Optimal Liquidation Strategies Regularize Portfolio Selection
Fabio Caccioli, Susanne Still, Matteo Marsili +1
We consider the problem of portfolio optimization in the presence of market impact, and derive optimal liquidation strategies. We discuss in detail the problem of finding the optim…