3 papers in the archive (2025–2026), average empirical rigor 3.3/10, average math complexity 8/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2.
Works mostly in High-Frequency Trading & Optimal Execution, Statistical Arbitrage & Pairs Trading, Options & Derivatives Pricing, Fixed Income & Interest Rates.
Frequent co-authors: Yuheng Lan (2), Daniele Marazzina (2), Aldo Nassigh (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
We explore the interplay between sovereign debt default/renegotiation and environmental factors (e.g., pollution from land use, natural resource exploitation). Pollution contributes to the likelihood of natural disasters and influences economic growth rates. The country can default on its debt at an
We investigate the optimal execution of contracts that are used in merger&acquisition deals. We consider cash-settled and physically delivered contracts between a broker and a counterpart. Contracts are linear (total returns swaps), nonlinear (collar contracts) or Asian type (TWAP based contracts).
We deal with the optimal execution problem when the broker’s goal is to reach a performance barrier avoiding a downside barrier. The performance is provided by the wealth accumulated by trading in the market, the shares detained by the broker evaluated at the market price plus a slippage cost yieldi