Mean-field inference of Hawkes point processes. - Emmanuel Bacry; Stéphane Gaïffas; Iacopo Mastromatteo; Jean-François Muzy (CoRR, 2015)

Uncovering Causality from Multivariate Hawkes Integrated Cumulants. - Massil Achab; Emmanuel Bacry; Stéphane Gaïffas; Iacopo Mastromatteo; Jean-François Muzy (J. Mach. Learn. Res., 2017)

The Stochastic Complexity of Spin Models: Are Pairwise Models Really Simple? - Alberto Beretta; Claudia Battistin; Clélia de Mulatier; Iacopo Mastromatteo; Matteo Marsili (Entropy, 2018)

The Multivariate Kyle Model: More is Different. - Luis Carlos Garcia del Molino; Iacopo Mastromatteo; Michael Benzaquen; Jean-Philippe Bouchaud (SIAM J. Financial Math., 2020)

Trading with Concave Price Impact and Impact Decay - Theory and Evidence. - Natascha Hey; Iacopo Mastromatteo; Johannes Muhle-Karbe; Kevin Webster (Oper. Res., 2025)