219 citations · 942 across the 36 of their papers we have counts for
5 papers · 1 filter
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash
Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin
We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with di…
Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data
M. Eren Akbiyik, Mert Erkul, Killian Kaempf +2
Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding sta…
On the accuracy of short-term COVID-19 fatality forecasts
Nino Antulov-Fantulin, Lucas Böttcher
Forecasting new cases, hospitalizations, and disease-induced deaths is an important part of infectious disease surveillance and helps guide health officials in implementing effecti…
Some Challenges in Monitoring Epidemics
Vaiva Vasiliauskaite, Nino Antulov-Fantulin, Dirk Helbing
Epidemic models often reflect characteristic features of infectious spreading processes by coupled non-linear differential equations considering different states of health (such as…
Implicit energy regularization of neural ordinary-differential-equation control
Lucas Böttcher, Nino Antulov-Fantulin, Thomas Asikis
Although optimal control problems of dynamical systems can be formulated within the framework of variational calculus, their solution for complex systems is often analytically and…