Action-State Dependent Dynamic Model Selection. - Francesco Cordoni; Alessio Sancetta (CoRR, 2023)

Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. - Francesco Cordoni; Caterina Giannetti; Fabrizio Lillo; Giulio Bottazzi (Simul., 2023)

Instabilities in multi-asset and multi-agent market impact games. - Francesco Cordoni; Fabrizio Lillo (Ann. Oper. Res., 2024)

Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. - Francesco Cordoni; Fabrizio Lillo (Dyn. Games Appl., 2024)