Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings. - Juan Pablo Madrigal-Cianci; Fabio Nobile; Raúl Tempone (CoRR, 2021)

Generalized parallel tempering on Bayesian inverse problems. - Jonas Latz; Juan P. Madrigal-Cianci; Fabio Nobile; Raúl Tempone (Stat. Comput., 2021)

Cryptocurrency Price Prediction With Multi-task Multi-step Sequence-to-Sequence Modeling. - Jesper T. Kristensen; Juan P. Madrigal-Cianci; Giorgos Felekis; Maria Liatsikou (Blockchain, 2022)

Time-efficient Decentralized Exchange of Everlasting Options with Exotic Payoff Functions. - Juan P. Madrigal-Cianci; Jesper T. Kristensen (Blockchain, 2022)

An Agent-Based Model Framework for Utility-Based Cryptoeconomies. - Kiran Karra; Tom Mellan; Maria Silva; Juan P. Madrigal-Cianci; Axel Cubero Cortes; Zixuan Zhang (CoRR, 2023)

Smoothening block rewards: How much should miners pay for mining pools? - Axel Cortes-Cubero; Juan P. Madrigal-Cianci; Kiran Karra; Zixuan Zhang (CoRR, 2023)

Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings. - Juan P. Madrigal-Cianci; Fabio Nobile; Raúl Tempone (SIAM/ASA J. Uncertain. Quantification, 2023)