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Lorenzo Lucchese
Lorenzo Lucchese
PhD student, Imperial College London
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
The short-term predictability of returns in order book markets: A deep learning perspective
L Lucchese, MS Pakkanen, AED Veraart
International Journal of Forecasting 40 (4), 1587-1621, 2024
152024
Estimation and inference for multivariate continuous-time autoregressive processes
L Lucchese, MS Pakkanen, AED Veraart
arXiv preprint arXiv:2307.13020, 2023
32023
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Articles 1–2