Capponi, Agostino
- The Adoption of Blockchain-based Decentralized Exchanges
2021/03/16 by Capponi, Agostino, Jia, Ruizhe · 6 citations
#FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
- Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios
2013/05/23 by Bo, Lijun, Capponi, Agostino · 1 citation
#91G40 #FOS: Economics and business #Pricing of Securities (q-fin.PR)
- The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
2023/11/30 by Agostino Capponi, Ruizhe Jia, Capponi, Agostino +3 · 2 citations
Economics, Econometrics and Finance · Computer Science · #Banking stability, regulation, efficiency #Blockchain Technology Applications and Security #Economic theories and models
- Large Sample Mean-Field Stochastic Optimization
2019/06/20 by Bo, Lijun, Capponi, Agostino, Liao, Huafu · 1 citation
#3E20 #60F05 #60J20 #93E20 #93E35 #FOS: Mathematics #Optimization and Control (math.OC)
- Personalized Robo-Advising: Enhancing Investment through Client Interaction
2019/11/04 by Capponi, Agostino, Olafsson, Sveinn, Zariphopoulou, Thaleia · 1 citation
#FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)
- Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
2024/12/15 by Li, Fengpei, Chen, Haoxian, Lin, Jiahe +7 · 1 citation
#Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Pricing of Securities (q-fin.PR) #and Science (cs.CE)