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Alessandro Micheli
Alessandro Micheli
Quant Researcher @ Virtu Financial
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
Higgs self-coupling measurements using deep learning in the final state
J Amacker, W Balunas, L Beresford, D Bortoletto, J Frost, C Issever, J Liu, ...
Journal of High Energy Physics 2020 (12), 1-58, 2020
242020
Closed‐loop Nash competition for liquidity
A Micheli, J Muhle‐Karbe, E Neuman
Mathematical Finance 33 (4), 1082-1118, 2023
82023
Evidence of crowding on russell 3000 reconstitution events
A Micheli, E Neuman
Market Microstructure and Liquidity, 2050009, 2022
42022
Fast and slow optimal trading with exogenous information
R Cont, A Micheli, E Neuman
arXiv preprint arXiv:2210.01901, 2022
42022
Multi-agent market equilibria: mathematical models and empirical analyses
A Micheli
Imperial College London, 2023
2023
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Articles 1–5