Agostino Capponi
Columbia University in the City of New York
H-index: 26
North America-United States
Top articles of Agostino Capponi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Are Supply Networks Efficiently Resilient? | Agostino Capponi Chuan Du Joseph E Stiglitz | 2024/3/11 | |
Proposer-Builder Separation, Payment for Order Flows, and Centralization in Blockchain | Payment for Order Flows, and Centralization in Blockchain (February 12, 2024) | Agostino Capponi Ruizhe Jia Sveinn Olafsson | 2024/2/12 |
Systemic portfolio diversification | Operations Research | Agostino Capponi Marko Weber | 2024/1 |
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity | Available at SSRN | Agostino Capponi Ruizhe Jia Brian Zhu | 2023/11/29 |
Causal Inference (C-inf)--asymmetric scenario of typical phase transitions | arXiv preprint arXiv:2301.00801 | Agostino Capponi Mihailo Stojnic | 2023/1/2 |
Performance Analysis of Matrix Completion Optimization with Applications to Block Causal Inference | Available at SSRN 4372280 | Agostino Capponi Mihailo Stojnic | 2023/5/26 |
Decentralized finance: Protocols, risks, and governance | Foundations and Trends® in Privacy and Security | Agostino Capponi Garud Iyengar Jay Sethuraman | 2023/9/5 |
Virtual Trading in a Multi-Settlement Electricity Market | Available at SSRN 4641966 | Agostino Capponi Garud Iyengar Bo Yang Daniel Bienstock | 2023/11/23 |
Liquidity Provision on Blockchain-based Decentralized Exchanges | Available at SSRN 3805095 | Agostino Capponi Ruizhe Jia | 2023 |
Blockchain private pools and price discovery | AEA Papers and Proceedings | Agostino Capponi Ruizhe Jia Ye Wang | 2023/5/1 |
Phase Transitions: Explicit relations for sparse vector and low rank recovery | Agostino Capponi Mihailo Stojnic | 2023/6/25 | |
Maximal Extractable Value and Allocative Inefficiencies in Public Blockchains | Available at SSRN 3997796 | Agostino Capponi Ruizhe Jia Ye Wang | 2023/11/8 |
Do Private Transaction Pools Mitigate Frontrunning Risk? | Cryptology ePrint Archive | Agostino Capponi Ruizhe Jia Ye Wang | 2023 |
Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data | Agostino Capponi Charles-Albert Lehalle Anna Simoni Laurent Ferrara | 2023/4/30 | |
Causal Inference—closed form expressions for worst case typical phase transitions | Agostino Capponi Mihailo Stojnic | 2023/6/25 | |
Advances in blockchain and crypto economics | Management Science | Bruno Biais Agostino Capponi Lin William Cong Vishal Gaur Kay Giesecke | 2023/11 |
Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices | Agostino Capponi Charles-Albert Lehalle | 2023 | |
Disruption and rerouting in supply chain networks | Operations Research | John R Birge Agostino Capponi Peng-Chu Chen | 2023/3 |
Price discovery on decentralized exchanges | Available at SSRN 4236993 | Agostino Capponi Ruizhe Jia Shihao Yu | 2023/6/15 |
Swing pricing: Theory and evidence | Agostino Capponi Paul Glasserman Marko Weber | 2023/11/1 |
