Publications

Below you can find a list of my publications

Physics:

(2020) Jacob Amacker, William Balunas, Lydia Beresford, Daniela Bortoletto, James Frost, Cigdem Issever, Jesse Liu, James McKee, Alessandro Micheli, Santiago Paredes Saenz, Michael Spannowsky, Beojan Stanislaus. Higgs self-coupling measurements using deep learning and jet substructure in the \(b\bar{b}b\bar{b}\) final state. J. High Energ. Phys. 2020, 115

Finance:

(2020) Alessandro Micheli, Eyal Neuman. Evidence of Crowding on Russell 3000 Reconstitution Events. Market Microstructure and Liquidity

Mathematical Finance:

(2021) Alessandro Micheli, Johannes Muhle-Karbe, Eyal Neuman. Closed-Loop Nash Competition for Liquidity. (submitted) (Mathematica Notebooks)

(2022) Alessandro Micheli, Eyal Neuman. Fast and slow optimal trading with exogenous information. (submitted)