Search Results - "Primicerio, Kevin"

Lightning network: a second path towards centralisation of the Bitcoin economy by Lin, Jian-Hong, Primicerio, Kevin, Squartini, Tiziano, Decker, Christian, Tessone, Claudio J

“…The Bitcoin lightning network (BLN), a so-called ‘second layer’ payment protocol, was launched in 2018 to scale up the number of transactions between Bitcoin…”
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Corrigendum: Lightning network: a second path towards centralisation of the bitcoin economy (2020 New J. Phys. 22 083022) by Lin, Jian-Hong, Primicerio, Kevin, Squartini, Tiziano, Decker, Christian, Tessone, Claudio J

“…The bitcoin lightning network (BLN), a so-called ‘second layer’ payment protocol, was launched in 2018 to scale up the number of transactions between bitcoin…”
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Statistically validated network of portfolio overlaps and systemic risk by Gualdi, Stanislao, Cimini, Giulio, Primicerio, Kevin, Di Clemente, Riccardo, Challet, Damien

“…Common asset holding by financial institutions ( portfolio overlap ) is nowadays regarded as an important channel for financial contagion with the potential to…”
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Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors by Primicerio, Kevin, Challet, Damien, Gualdi, Stanislao

“…The average portfolio structure of institutional investors is shown to reproduce the structure which optimally accounts for transaction costs when investment…”
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Lightning network: a second path towards centralisation of the Bitcoin economyJ-HL and KP performed the analysis. TS, CD and CJT designed the research. All authors wrote, reviewed and approved the manuscript by Lin, Jian-Hong, Primicerio, Kevin, Squartini, Tiziano, Decker, Christian, Tessone, Claudio J

“…The Bitcoin lightning network (BLN), a so-called 'second layer' payment protocol, was launched in 2018 to scale up the number of transactions between Bitcoin…”
Get full text

Large large-trader activity weakens the long memory of limit order markets by Primicerio, Kevin, Challet, Damien

“…Using more than 6.7 billions of trades, we explore how the tick-by-tick dynamics of limit order books depends on the aggregate actions of large investment…”
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Wisdom of the institutional crowd by Primicerio, Kevin, Challet, Damien, Gualdi, Stanislao

“…The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that…”
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Lightning Network: a second path towards centralisation of the Bitcoin economy by Lin, Jian-Hong, Primicerio, Kevin, Squartini, Tiziano, Decker, Christian, Tessone, Claudio J

“…New J. Phys. 22, 083022 (2020) The Bitcoin Lightning Network (BLN), a so-called "second layer" payment protocol, was launched in 2018 to scale up the number of…”
Get full text

Statistically validated network of portfolio overlaps and systemic risk by Gualdi, Stanislao, Cimini, Giulio, Primicerio, Kevin, Di Clemente, Riccardo, Challet, Damien

“…Scientific Reports 6, 39467 (2016) Common asset holding by financial institutions, namely portfolio overlap, is nowadays regarded as an important channel for…”
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