Iacopo Mastromatteo

According to our database1, Iacopo Mastromatteo authored at least 4 papers between 2015 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2020
The Multivariate Kyle Model: More is Different.
SIAM J. Financial Math., 2020

2018
The Stochastic Complexity of Spin Models: Are Pairwise Models Really Simple?
Entropy, 2018

2017
Uncovering Causality from Multivariate Hawkes Integrated Cumulants.
J. Mach. Learn. Res., 2017

2015
Mean-field inference of Hawkes point processes.
CoRR, 2015


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