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cs.SI2025
Maximum entropy temporal networks
Paolo Barucca
Temporal networks consist of timestamped directed interactions that may appear continuously in time, yet few studies have directly tackled the continuous-time modeling of networks.…
cs.SI2025
Parsimonious Hawkes Processes for temporal networks modelling
Yuwei Zhu, Paolo Barucca
Temporal networks are characterised by interdependent link events between nodes, forming ordered sequences of links that may represent specific information flows in the system. Nev…
q-fin.MF2025
How low-cost AI universal approximators reshape market efficiency
Paolo Barucca, Flaviano Morone
The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into pr…