Search Results - "Briola, Antonio"

Dependency Structures in Cryptocurrency Market from High to Low Frequency by Briola, Antonio, Aste, Tomaso

“…We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital…”
Get full text

FTX’s downfall and Binance’s consolidation: The fragility of centralised digital finance by Vidal-Tomás, David, Briola, Antonio, Aste, Tomaso

“…This paper investigates the causes and the consequences of the FTX digital currency exchange’s failure in November 2022. Analysing on-chain data, we report…”
Get full text

Anatomy of a Stablecoin’s failure: The Terra-Luna case by Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong, Aste, Tomaso

“…We quantitatively describe the main events that led to the Terra project’s failure in May 2022. We first review, in a systematic way, news from heterogeneous…”
Get full text

Topological Feature Selection by Briola, Antonio, Aste, Tomaso

“…In this paper, we introduce a novel unsupervised, graph-based filter feature selection technique which exploits the power of topologically constrained network…”
Get full text

Dependency structures in cryptocurrency market from high to low frequency by Briola, Antonio, Aste, Tomaso

“…Entropy 2022, 24, 1548 We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on…”
Get full text

HLOB -- Information Persistence and Structure in Limit Order Books by Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso

“…We introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'. This architecture (i) exploits…”
Get full text

Deep Limit Order Book Forecasting by Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso

“…We exploit cutting-edge deep learning methodologies to explore the predictability of high-frequency Limit Order Book mid-price changes for a heterogeneous set…”
Get full text

FTX's downfall and Binance's consolidation: The fragility of centralised digital finance by Vidal-Tomás, David, Briola, Antonio, Aste, Tomaso

“…This paper investigates the causes of the FTX digital currency exchange's failure in November 2022. We identify the collapse of the Terra-Luna ecosystem as the…”
Get full text

Topological Portfolio Selection and Optimization by Wang, Yuanrong, Briola, Antonio, Aste, Tomaso

“…Modern portfolio optimization is centered around creating a low-risk portfolio with extensive asset diversification. Following the seminal work of Markowitz,…”
Get full text

Homological Neural Networks: A Sparse Architecture for Multivariate Complexity by Wang, Yuanrong, Briola, Antonio, Aste, Tomaso

“…The rapid progress of Artificial Intelligence research came with the development of increasingly complex deep learning models, leading to growing challenges in…”
Get full text

Homological Convolutional Neural Networks by Briola, Antonio, Wang, Yuanrong, Bartolucci, Silvia, Aste, Tomaso

“…Deep learning methods have demonstrated outstanding performances on classification and regression tasks on homogeneous data types (e.g., image, audio, and text…”
Get full text

Anatomy of a Stablecoin's failure: the Terra-Luna case by Briola, Antonio, Vidal-Tomás, David, Wang, Yuanrong, Aste, Tomaso

“…We quantitatively describe the main events that led to the Terra project's failure in May 2022. We first review, in a systematic way, news from heterogeneous…”
Get full text

Deep Learning modeling of Limit Order Book: a comparative perspective by Briola, Antonio, Turiel, Jeremy, Aste, Tomaso

“…The present work addresses theoretical and practical questions in the domain of Deep Learning for High Frequency Trading. State-of-the-art models such as…”
Get full text

Deep Reinforcement Learning for Active High Frequency Trading by Briola, Antonio, Turiel, Jeremy, Marcaccioli, Riccardo, Cauderan, Alvaro, Aste, Tomaso

“…We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents…”
Get full text