5 citations · 7 across the 4 of their papers we have counts for
6 papers
Price formation in financial markets: a game-theoretic perspective
David Evangelista, Yuri Saporito, Yuri Thamsten
We propose two novel frameworks to study the price formation of an asset negotiated in an order book. Specifically, we develop a game-theoretic model in many-person games and mean-…
RISING a new framework for few-view tomographic image reconstruction with deep learning
Davide Evangelista, Elena Morotti, Elena Loli Piccolomini
This paper proposes a new two-step procedure for sparse-view tomographic image reconstruction. It is called RISING, since it combines an early-stopped Rapid Iterative Solver with a…
A survey on Variational Autoencoders from a GreenAI perspective
A. Asperti, D. Evangelista, E. Loli Piccolomini
Variational AutoEncoders (VAEs) are powerful generative models that merge elements from statistics and information theory with the flexibility offered by deep neural networks to ef…
On finite population games of optimal trading
David Evangelista, Yuri Thamsten
We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochast…
Optimal inventory management and order book modeling
Nicolas Baradel, Bruno Bouchard, David Evangelista +1
We model the behavior of three agent classes acting dynamically in a limit order book of a financial asset. Namely, we consider market makers (MM), high-frequency trading (HFT) fir…
Radially Symmetric Mean-Field Games with Congestion
David Evangelista, Diogo A. Gomes, Levon Nurbekyan
Here, we study radial solutions for first- and second-order stationary Mean-Field Games (MFG) with congestion on . MFGs with congestion model problems where the agent…