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Michele Treccani · Study

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Michele Treccani

3 works· latest 2015· 1 institutionscluster: provisional

h-index3

i103

Citations206

Works here3

04

15

Most cited in this library

Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate2015 · 90 citations
Modelling systemic price cojumps with Hawkes factor models2015 · 79 citations
Pricing financial derivatives with neural networks2004 · 37 citations

Works

3 shown

Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate

Market Microstructure and Liquidity·2015·4 authors·Open access

90citations

Modelling systemic price cojumps with Hawkes factor models

Quantitative Finance·2015·6 authors

79citations

Pricing financial derivatives with neural networks

Physica A Statistical Mechanics and its Applications·2004·6 authors·Open access

37citations