Agostino Capponi
Orcid: 0000-0001-9735-7935
According to our database1,
Agostino Capponi
authored at least 53 papers
between 2003 and 2024.
Collaborative distances:
Collaborative distances:
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Bibliography
2024
Exact Error in Matrix Completion: Approximately Low-Rank Structures and Missing Blocks.
CoRR, 2024
2023
Manag. Sci., November, 2023
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors.
Math. Oper. Res., February, 2023
IACR Cryptol. ePrint Arch., 2023
Found. Trends Priv. Secur., 2023
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity.
CoRR, 2023
CoRR, 2023
CoRR, 2023
Proceedings of the IEEE International Symposium on Information Theory, 2023
Proceedings of the IEEE International Symposium on Information Theory, 2023
2022
SIAM J. Control. Optim., August, 2022
Manag. Sci., 2022
2021
Call for Papers - <i>Management Science</i> Special Issue on Blockchains and Crypto Economics.
Manag. Sci., 2021
2020
A Dynamic Network Model of Interbank Lending - Systemic Risk and Liquidity Provisioning.
Math. Oper. Res., 2020
Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions.
Manag. Sci., 2020
2019
CoRR, 2019
2018
2017
SIAM J. Control. Optim., 2017
2016
2015
SIAM J. Financial Math., 2015
2014
Finance Stochastics, 2014
2012
SIAM J. Financial Math., 2012
2011
IEEE Trans. Autom. Control., 2011
2010
A convex optimization approach to filtering in jump linear systems with state dependent transitions.
Autom., 2010
2009
Tutorial: Frontiers of computational engineering and finance: Modeling and calibrating credit risk.
Proceedings of the 2009 IEEE Symposium on Computational Intelligence for Financial Engineering, 2009
Proceedings of the 2009 IEEE Symposium on Computational Intelligence for Financial Engineering, 2009
Proceedings of the Auctions, 2009
Proceedings of the American Control Conference, 2009
2008
2007
Proceedings of the 2007 Inaugural International Conference on Distributed Event-Based Systems, 2007
2006
Algorithms for the selection of the active sensors in distributed tracking: comparison between Frisbee and GNS methods.
Proceedings of the 9th International Conference on Information Fusion, 2006
Proceedings of the 9th International Conference on Information Fusion, 2006
Proceedings of the Algorithms and Complexity, 6th Italian Conference, 2006
2005
Inf. Process. Lett., 2005
2003
Electron. Colloquium Comput. Complex., 2003