| Optimal execution with non-linear transient market impact G Curato, J Gatheral, F Lillo Quantitative Finance 17 (1), 41-54, 2017 | 56 | 2017 |
| Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact G Curato, J Gatheral, F Lillo Communications in Nonlinear Science and Numerical Simulation 39, 332-342, 2016 | 10 | 2016 |
| Optimal information diffusion in stochastic block models G Curato, F Lillo Physical Review E 94 (3), 032310, 2016 | 9 | 2016 |
| Modeling the coupled return-spread high frequency dynamics of large tick assets G Curato, F Lillo Journal of Statistical Mechanics: Theory and Experiment 2015 (1), P01028, 2015 | 9 | 2015 |
| How tick size affects the high frequency scaling of stock return distributions G Curato, F Lillo Financial Econometrics and Empirical Market Microstructure, 55-76, 2015 | 5 | 2015 |
| Onset of chaotic dynamics in neural networks G Curato, A Politi Physical Review E 88 (4), 042908, 2013 | 4 | 2013 |
| Multiscale model selection for high-frequency financial data of a large tick stock by means of the Jensen–Shannon metric G Curato, F Lillo Entropy 16 (1), 567-581, 2014 | 3 | 2014 |
| Local Computational Complexity of Nonlinear Programming under a nonlinear transient market impact G Curato | | 2016 |
| Nonlinearity in high-frequency finance and optimal execution G Curato Scuola Normale Superiore, 2015 | | 2015 |
