Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen-Shannon Metric. - Gianbiagio Curato; Fabrizio Lillo (Entropy, 2014)

Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact. - Gianbiagio Curato; Jim Gatheral; Fabrizio Lillo (Commun. Nonlinear Sci. Numer. Simul., 2016)

Optimal information diffusion in stochastic block models. - Gianbiagio Curato; Fabrizio Lillo (CoRR, 2016)

Evaluating the Computational Advantages of the Variational Quantum Circuit Model in Financial Fraud Detection. - Antonio Tudisco; Deborah Volpe; Giacomo Ranieri; Gianbiagio Curato; Davide Ricossa; Mariagrazia Graziano; Davide Corbelletto (IEEE Access, 2024)