Iacopo Mastromatteo

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9546-809X

Publications

• Trading with Concave Price Impact and Impact Decay—Theory and Evidence — Operations Research 2025 (name-matched, not ORCID-linked)
• Uncovering Causality from Multivariate Hawkes Integrated Cumulants — Journal of Machine Learning Research 2017 (name-matched, not ORCID-linked)