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Lorenzo Lucchese
Lorenzo Lucchese
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
The short-term predictability of returns in order book markets: a deep learning perspective
L Lucchese, MS Pakkanen, AED Veraart
International Journal of Forecasting, 2024
62024
Estimation and Inference for Multivariate Continuous-time Autoregressive Processes
L Lucchese, MS Pakkanen, AED Veraart
arXiv preprint arXiv:2307.13020, 2023
12023
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Articles 1–2