Iacopo Mastromatteo

According to our database, Iacopo Mastromatteo authored at least 5 papers between 2015 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Trading with Concave Price Impact and Impact Decay - Theory and Evidence.

Natascha Hey, Iacopo Mastromatteo, Johannes Muhle-Karbe, Kevin Webster

Oper. Res., 2025

2020

The Multivariate Kyle Model: More is Different.

Luis Carlos Garcia del Molino, Iacopo Mastromatteo, Michael Benzaquen, Jean-Philippe Bouchaud

SIAM J. Financial Math., 2020

2018

The Stochastic Complexity of Spin Models: Are Pairwise Models Really Simple?

Alberto Beretta, Claudia Battistin, Clélia de Mulatier, Iacopo Mastromatteo, Matteo Marsili

Entropy, 2018

2017

Uncovering Causality from Multivariate Hawkes Integrated Cumulants.

Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy

Proceedings of the 34th International Conference on Machine Learning, 2017

2015

Mean-field inference of Hawkes point processes.

Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy

CoRR, 2015