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Tomaso Aste

HLOB -- Information Persistence and Structure in Limit Order Books

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May 30, 2024
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Deep Limit Order Book Forecasting

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Mar 27, 2024
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Unraveling the Enigma of Double Descent: An In-depth Analysis through the Lens of Learned Feature Space

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Oct 20, 2023
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Homological Convolutional Neural Networks

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Aug 26, 2023
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Homological Neural Networks: A Sparse Architecture for Multivariate Complexity

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Jun 27, 2023
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Topological Feature Selection: A Graph-Based Filter Feature Selection Approach

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Feb 19, 2023
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Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing

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Aug 15, 2022
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Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series

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Mar 08, 2022
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Deep Reinforcement Learning for Active High Frequency Trading

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Feb 04, 2021
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Deep Learning modeling of Limit Order Book: a comparative perspective

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Jul 12, 2020
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