A tutorial on the Deterministic two-party Communication Complexity - Agostino Capponi (Electron. Colloquium Comput. Complex., 2003)

Bounded families for the on-line t-relaxed coloring. - Agostino Capponi; Concetta Pilotto (Inf. Process. Lett., 2005)

Accuracy of fused track for radar systems. - Alfonso Farina; Annarita Di Lallo; Tiziano Volpi; Agostino Capponi (Signal Process., 2005)

On-Line Coloring of H-Free Bipartite Graphs. - Hajo Broersma; Agostino Capponi; Daniël Paulusma (CIAC, 2006)

Connectivity for the Frisbee Architecture. - Agostino Capponi; Concetta Pilotto; Alfonso Farina; Giovanni Golino; Lance M. Kaplan (FUSION, 2006)

Algorithms for the selection of the active sensors in distributed tracking: comparison between Frisbee and GNS methods. - Agostino Capponi; Concetta Pilotto; Giovanni Golino; Alfonso Farina; Lance M. Kaplan (FUSION, 2006)

Towards a theory of events. - K. Mani Chandy; Michel Charpentier; Agostino Capponi (DEBS, 2007)

A New Algorithm for On-line Coloring Bipartite Graphs. - Hajo Broersma; Agostino Capponi; Daniël Paulusma (SIAM J. Discret. Math., 2008)

Stochastic filtering in jump systems with state dependent mode transitions. - Agostino Capponi; Concetta Pilotto (ACC, 2009)

A Copula Function Approach to Infer Correlation in Prediction Markets. - Agostino Capponi; Umberto Cherubini (AMMA, 2009)

A calibration method for structural models of credit risk with reporting bias. - Agostino Capponi (CIFEr, 2009)

Tutorial: Frontiers of computational engineering and finance: Modeling and calibrating credit risk. - Agostino Capponi (CIFEr, 2009)

Credit Risk and Nonlinear Filtering: Computational Aspects and Empirical Evidence. - Agostino Capponi (2009)

A convex optimization approach to filtering in jump linear systems with state dependent transitions. - Agostino Capponi (Autom., 2010)

Expressing stochastic filters via number sequences. - Agostino Capponi; Alfonso Farina; Concetta Pilotto (Signal Process., 2010)

Stochastic Filtering for Diffusion Processes With Level Crossings. - Agostino Capponi; Ibrahim Fatkullin; Ling Shi 001 (IEEE Trans. Autom. Control., 2011)

A Variational Approach to Contracting under Imperfect Observations. - Agostino Capponi; Jaksa Cvitanic; Türkay Yolcu (SIAM J. Financial Math., 2012)

Bilateral credit valuation adjustment for large credit derivatives portfolios. - Lijun Bo; Agostino Capponi (Finance Stochastics, 2014)

Pricing vulnerable claims in a Lévy-driven model. - Agostino Capponi; Stefano Pagliarani; Tiziano Vargiolu (Finance Stochastics, 2014)

Dynamic credit investment in partially observed markets. - Agostino Capponi; José E. Figueroa-López; Andrea Pascucci (Finance Stochastics, 2015)

Systemic Risk in Interbanking Networks. - Lijun Bo; Agostino Capponi (SIAM J. Financial Math., 2015)

Dynamic Contracting: Accidents Lead to Nonlinear Contracts. - Agostino Capponi; Christoph Frei (SIAM J. Financial Math., 2015)

Liability Concentration and Systemic Losses in Financial Networks. - Agostino Capponi; Peng-Chu Chen; David D. Yao (Oper. Res., 2016)

Risk-Sensitive Cooperative Games for Human-Machine Systems. - Agostino Capponi; Reza Ghanadan; Matt Stern (CoRR, 2017)

Systemic Influences on Optimal Equity-Credit Investment. - Agostino Capponi; Christoph Frei (Manag. Sci., 2017)

Robust Optimization of Credit Portfolios. - Lijun Bo; Agostino Capponi (Math. Oper. Res., 2017)

Optimal Credit Investment with Borrowing Costs. - Lijun Bo; Agostino Capponi (Math. Oper. Res., 2017)

Optimal Investment Under Information Driven Contagious Distress. - Lijun Bo; Agostino Capponi (SIAM J. Control. Optim., 2017)

Clearinghouse Margin Requirements. - Agostino Capponi; W. Allen Cheng (Oper. Res., 2018)

Risk-Sensitive Asset Management and Cascading Defaults. - John R. Birge; Lijun Bo; Agostino Capponi (Math. Oper. Res., 2018)

Portfolio Choice with Market-Credit-Risk Dependencies. - Lijun Bo; Agostino Capponi (SIAM J. Control. Optim., 2018)

Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices. - Humoud Alsabah; Agostino Capponi; Octavio Ruiz Lacedelli; Matt Stern (CoRR, 2019)

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. - Agostino Capponi; Paul Glasserman; Marko H. Weber (Manag. Sci., 2020)

A Dynamic Network Model of Interbank Lending - Systemic Risk and Liquidity Provisioning. - Agostino Capponi; Xu Sun 004; David D. Yao (Math. Oper. Res., 2020)

Multiregional Oligopoly with Capacity Constraints. - Humoud Alsabah; Benjamin Bernard; Agostino Capponi; Garud Iyengar; Jay Sethuraman (Manag. Sci., 2021)

Call for Papers - Management Science Special Issue on Blockchains and Crypto Economics. - Bruno Biais; Agostino Capponi; Lin William Cong; Vishal Gaur; Kay Giesecke (Manag. Sci., 2021)

Market Efficient Portfolios in a Systemic Economy. - Kerstin Awiszus; Agostino Capponi; Stefan Weber 005 (Oper. Res., 2022)

Systemic Risk-Driven Portfolio Selection. - Agostino Capponi; Alexey Rubtsov (Oper. Res., 2022)

Personalized Robo-Advising: Enhancing Investment Through Client Interaction. - Agostino Capponi; Sveinn Ólafsson; Thaleia Zariphopoulou (Manag. Sci., 2022)

A Theory of Collateral Requirements for Central Counterparties. - Jessie Jiaxu Wang; Agostino Capponi; Hongzhong Zhang (Manag. Sci., 2022)

Large Sample Mean-Field Stochastic Optimization. - Lijun Bo; Agostino Capponi; Huafu Liao (SIAM J. Control. Optim., 2022)

Causal Inference - closed form expressions for worst case typical phase transitions. - Agostino Capponi; Mihailo Stojnic (ISIT, 2023)

Phase Transitions: Explicit relations for sparse vector and low rank recovery. - Agostino Capponi; Mihailo Stojnic (ISIT, 2023)

Causal Inference (C-inf) - closed form worst case typical phase transitions. - Agostino Capponi; Mihailo Stojnic (CoRR, 2023)

Causal Inference (C-inf) - asymmetric scenario of typical phase transitions. - Agostino Capponi; Mihailo Stojnic (CoRR, 2023)

The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity. - Agostino Capponi; Ruizhe Jia; Brian Zhu (CoRR, 2023)

Decentralized Finance: Protocols, Risks, and Governance. - Agostino Capponi; Garud Iyengar; Jay Sethuraman (Found. Trends Priv. Secur., 2023)

Do Private Transaction Pools Mitigate Frontrunning Risk? - Agostino Capponi; Ruizhe Jia; Ye Wang (IACR Cryptol. ePrint Arch., 2023)

Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors. - Lijun Bo; Agostino Capponi; Chao Zhou 010 (Math. Oper. Res., 2023)

Disruption and Rerouting in Supply Chain Networks. - John R. Birge; Agostino Capponi; Peng-Chu Chen (Oper. Res., 2023)

Advances in Blockchain and Crypto Economics. - Bruno Biais; Agostino Capponi; Lin William Cong; Vishal Gaur; Kay Giesecke (Manag. Sci., 2023)

Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization? - Agostino Capponi; Sveinn Ólafsson; Humoud Alsabah (Manag. Sci., 2023)

Exact Error in Matrix Completion: Approximately Low-Rank Structures and Missing Blocks. - Agostino Capponi; Mihailo Stojnic (CoRR, 2024)

Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate. - Fengpei Li; Haoxian Chen 002; Jiahe Lin; Arkin Gupta; Xiaowei Tan; Gang Xu; Yuriy Nevmyvaka; Agostino Capponi; Henry Lam (CoRR, 2024)

Systemic Portfolio Diversification. - Agostino Capponi; Marko H. Weber (Oper. Res., 2024)

A Continuous Time Framework for Sequential Goal-Based Wealth Management. - Agostino Capponi; Yuchong Zhang 002 (Manag. Sci., 2024)

Sparse Vector and Low Rank Recovery Phase Transitions: Uncovering the Explicit Relations. - Agostino Capponi; Mihailo Stojnic (IEEE Trans. Inf. Theory, 2024)

Stress Testing Spillover Risk in Mutual Funds. - Agostino Capponi; Paul Glasserman; Marko H. Weber (Manag. Sci., 2025)

Data-Driven Dynamic Factor Modeling via Manifold Learning. - Graeme Baker; Agostino Capponi; J. Antonio Sidaoui (CoRR, 2025)