Francesco Cordoni

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 3

Top Topics

State Dependent

Top Venues

Ann. Oper. Res.

Dyn. Games Appl.

Publications

Francesco Cordoni, Fabrizio Lillo
Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. Dyn. Games Appl. 14 (2) (2024)
Francesco Cordoni, Fabrizio Lillo
Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. 336 (1-2) (2024)
Francesco Cordoni, Alessio Sancetta
Action-State Dependent Dynamic Model Selection. CoRR (2023)