lorenzolucchese
PhD candidate @ Mathematics of Random Systems CDT, Imperial College London & University of Oxford.
Imperial College LondonLondon
Pinned Repositories
deepOBs
The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
mcar
Multivariate Continuous-time AutoRegressive (MCAR) processes: Estimation and Inference.
multisig
Signature-based multi-modal (image, video and audio) classifier.
tailriskmanagement
Tail Risk Management: an Extreme Value Theory Framework with High Frequency Data.
lorenzolucchese's Repositories
lorenzolucchese/deepOBs
The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
lorenzolucchese/multisig
Signature-based multi-modal (image, video and audio) classifier.
lorenzolucchese/mcar
Multivariate Continuous-time AutoRegressive (MCAR) processes: Estimation and Inference.
lorenzolucchese/tailriskmanagement
Tail Risk Management: an Extreme Value Theory Framework with High Frequency Data.