Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). - Stefano Bistarelli; Alessandra Cretarola; Gianna Figà-Talamanca; Ivan Mercanti; Marco Patacca (GECON, 2018)

A deep solver for BSDEs with jumps. - Alessandro Gnoatto; Marco Patacca; Athena Picarelli (CoRR, 2022)

An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. - Gianna Figà-Talamanca; Marco Patacca (Ann. Oper. Res., 2024)

A Deep Solver for BSDEs with Jumps. - Kristoffer Andersson 004; Alessandro Gnoatto; Marco Patacca; Athena Picarelli (SIAM J. Financial Math., 2025)