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researcher

Thibaut Mastrolia

34 papers hereh-index 12446 citations38 works total

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

author position
  • sole author2
  • first author9
  • middle author13
  • last author9

Across the 33 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR11
  • math.OC9
  • q-fin.TR7
  • cs.LG3
  • q-fin.MF3
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
20142026
most citedIncentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic

22 citations · 43 across the 21 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

q-fin.TR2023★ 1 cited

Equilibria and incentives for illiquid auction markets

Joffrey Derchu, Dimitrios Kavvathas, Thibaut Mastrolia +1

We study a toy two-player game for periodic double auction markets to generate liquidity. The game has imperfect information, which allows us to link market spreads with signal str…

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