Sancetta, Alessio

1. Consistent Causal Inference for High-Dimensional Time Series
   2023/07/06 by Francesco Cordoni, Alessio Sancetta, Cordoni, Francesco +1 · 2 citations
   Economics, Econometrics and Finance · Engineering · Computer Science · #Monetary Policy and Economic Impact #Fault Detection and Control Systems #Bayesian Modeling and Causal Inference
2. Estimation of an Order Book Dependent Hawkes Process for Large Datasets
   2023/07/18 by Luca Mucciante, Mucciante, Luca, Alessio Sancetta +1 · 1 citation
   Mathematics · #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Point processes and geometric inequalities #Trading and Market Microstructure (q-fin.TR)