1 code implementation • 29 May 2024 • Antonio Briola, Silvia Bartolucci, Tomaso Aste
We introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'.
1 code implementation • 14 Mar 2024 • Antonio Briola, Silvia Bartolucci, Tomaso Aste
We exploit cutting-edge deep learning methodologies to explore the predictability of high-frequency Limit Order Book mid-price changes for a heterogeneous set of stocks traded on the NASDAQ exchange.
no code implementations • 3 Oct 2023 • Giacomo Ibba, Sabrina Aufiero, Silvia Bartolucci, Rumyana Neykova, Marco Ortu, Roberto Tonelli, Giuseppe Destefanis
This paper presents MindTheDApp, a toolchain designed specifically for the structural analysis of Ethereum-based Decentralized Applications (DApps), with a distinct focus on a complex network-driven approach.
1 code implementation • 26 Aug 2023 • Antonio Briola, Yuanrong Wang, Silvia Bartolucci, Tomaso Aste
Deep learning methods have demonstrated outstanding performances on classification and regression tasks on homogeneous data types (e. g., image, audio, and text data).
no code implementations • 16 May 2023 • Giuseppe Destefanis, Silvia Bartolucci, Marco Ortu
This paper evaluates the capability of two state-of-the-art artificial intelligence (AI) models, GPT-3. 5 and Bard, in generating Java code given a function description.
no code implementations • 5 Jan 2023 • Luca Mungo, Silvia Bartolucci, Laura Alessandretti
Finally, studying the co-investment network of currencies that share common investors, we show that assets with shared investors tend to be characterized by similar market behavior.
no code implementations • 13 Feb 2021 • Marco Ortu, Nicola Uras, Claudio Conversano, Giuseppe Destefanis, Silvia Bartolucci
This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms.
no code implementations • 13 Mar 2018 • Silvia Bartolucci, Pauline Bernat, Daniel Joseph
In this paper, we discuss possible uses of the blockchain technology to implement a secure and fair voting system.
Computers and Society Cryptography and Security