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Elia Zarinelli

7 papers hereh-index 6224 citations11 works total

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

author position
  • first author2
  • middle author2
  • last author3

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech3
  • cond-mat.dis-nn2
  • q-fin.RM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20092014
most citedBeyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate

3 citations · 5 across the 2 of their papers we have counts for

collaborators
Showing cond-mat.stat-mechShow all

3 papers · 1 filter

cond-mat.stat-mech2013★ 2 cited

Condensation phenomena in fat-tailed distributions: a characterization by means of an order parameter

Mario Filiasi, Elia Zarinelli, Erik Vesselli +1

Condensation phenomena are ubiquitous in nature and are found in condensed matter, disordered systems, networks, finance, etc. In the present work we investigate one of the best fr…

cond-mat.stat-mech2012

On the concentration of large deviations for fat tailed distributions, with application to financial data

Mario Filiasi, Giacomo Livan, Matteo Marsili +3

Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a f…

cond-mat.stat-mech2009

Surface Tension in Kac Glass Models

Elia Zarinelli, Silvio Franz

In this paper we study a distance-dependent surface tension, defined as the free-energy cost to put metastable states at a given distance. This will be done in the framework of a d…

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