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pro vyhledávání: '"Primicerio, Kevin"'
Autor:
Lin, Jian-Hong, Primicerio, Kevin, Squartini, Tiziano, Decker, Christian, Tessone, Claudio J.
Publikováno v:
New J. Phys. 22, 083022 (2020)
The Bitcoin Lightning Network (BLN), a so-called "second layer" payment protocol, was launched in 2018 to scale up the number of transactions between Bitcoin owners. In this paper, we analyse the structure of the BLN over a period of 18 months, rangi
Externí odkaz:
http://arxiv.org/abs/2002.02819
Autor:
Primicerio, Kevin, Challet, Damien
Using more than 6.7 billions of trades, we explore how the tick-by-tick dynamics of limit order books depends on the aggregate actions of large investment funds on a much larger (quarterly) timescale. In particular, we find that the well-established
Externí odkaz:
http://arxiv.org/abs/1803.08390
The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that financial institutions unknowingly display collective rationality, or Wisdom of the Crowd.
Externí odkaz:
http://arxiv.org/abs/1703.01989
Publikováno v:
Scientific Reports 6, 39467 (2016)
Common asset holding by financial institutions, namely portfolio overlap, is nowadays regarded as an important channel for financial contagion with the potential to trigger fire sales and thus severe losses at the systemic level. In this paper we pro
Externí odkaz:
http://arxiv.org/abs/1603.05914
Autor:
Lin, Jian-Hong, Primicerio, Kevin, Squartini, Tiziano, Decker, Christian, Tessone, Claudio J.
Publikováno v:
New Journal of Physics, 23 (7)
The bitcoin lightning network (BLN), a so-called 'second layer' payment protocol, was launched in 2018 to scale up the number of transactions between bitcoin owners. In this paper, we analyse the structure of the BLN over a period of 18 months, rangi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b597ce4c3f0d3d3cff6f39f955dc5757
https://hdl.handle.net/20.500.11850/498819
https://hdl.handle.net/20.500.11850/498819
Akademický článek
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Autor:
Primicerio, Kevin
Cette thèse est composée de quatre chapitres.Le premier chapitre est une description préliminaire de la base de données Factset Ownership. Nous en donnons une description statistique et exposons quelques faits stylisés caractérisant notamment l
Externí odkaz:
http://www.theses.fr/2018SACLC036/document
Autor:
Primicerio, Kevin
Publikováno v:
Autre. Université Paris Saclay (COmUE), 2018. Français. ⟨NNT : 2018SACLC036⟩
The thesis is divided into four parts.Part I introduces and provides a technical description of the FactSet Ownership dataset together with some preliminary statistics and a set of stylized facts emerging from the portfolio structure of large financi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d118150d927772da8c9cbc747fb61d39
https://theses.hal.science/tel-01939121
https://theses.hal.science/tel-01939121
Akademický článek
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