Iacopo Mastromatteo

Publication Activity (10 Years)

Years Active: 2015-2020
Publications (10 Years): 6

Top Topics

Causal Relations

Variational Approximation

Multivariate Data

Top Venues

J. Mach. Learn. Res.

SIAM J. Financial Math.

Publications

Luis Carlos Garcia del Molino, Iacopo Mastromatteo, Michael Benzaquen, Jean-Philippe Bouchaud
The Multivariate Kyle Model: More is Different. SIAM J. Financial Math. 11 (2) (2020)
Alberto Beretta, Claudia Battistin, Clélia de Mulatier, Iacopo Mastromatteo, Matteo Marsili
The Stochastic Complexity of Spin Models: Are Pairwise Models Really Simple? Entropy 20 (10) (2018)
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. J. Mach. Learn. Res. 18 (2017)
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. ICML (2017)
Massil Achab, Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Uncovering Causality from Multivariate Hawkes Integrated Cumulants. CoRR (2016)
Emmanuel Bacry, Stéphane Gaïffas, Iacopo Mastromatteo, Jean-François Muzy
Mean-field inference of Hawkes point processes. CoRR (2015)