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DIR Didattica in Rete Archivio DIR A.A. 2003/2004 - 2022/2023 Esami DIR Alta Formazione Corsi CRIMEDIM Corsi SIMNOVA European Master in Disaster Medicine Orientamento e Progetti Scuole Meeting, Progetti di Ricerca, Conferenze e Workshop
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  1. 2025/2026 - Quantitative Finance : Algorithmic Trading (Dr. Roberto Maria Caloi)
  2. Papers

Papers

Conditions d’achèvement
    • Arbitrage under power..pdf Arbitrage under power..pdf
    • Estimation of ornstein-uhlenbeck process using ultra-high-frequency.pdf Estimation of ornstein-uhlenbeck process using ultra-high-frequency.pdf
    • High-frequency trading in a limit order book Avellaneda Stoikov.pdf High-frequency trading in a limit order book Avellaneda Stoikov.pdf
    • Momentum_and_TrendFiltering.pdf Momentum_and_TrendFiltering.pdf
    • Optimal dealer pricing under transactions and return uncertainty Ho and Stoll.pdf Optimal dealer pricing under transactions and return uncertainty Ho and Stoll.pdf
    • Review of statistical arbitrage, cointegration, and multivariate.pdf Review of statistical arbitrage, cointegration, and multivariate.pdf
    • RzayevEtal2023JFMTheMarketQualityImplications.pdf RzayevEtal2023JFMTheMarketQualityImplications.pdf
    • The Journal of Finance - September 1984 - ROLL - A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient.pdf The Journal of Finance - September 1984 - ROLL - A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient.pdf
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