Ioanna-Yvonni Tsaknaki

Scuola Normale Superiore (per OpenAlex) · OpenAlex

2 papers in scope · 2 published · 1 on the econ.EM arXiv · 14 citations · h-index 2 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 2)

Bayesian autoregressive online change-point detection with time-varying parameters

published2024 · Communications in Nonlinear Science and Numerical Simulation · 9 citations

with Fabrizio Lillo, Piero Mazzarisi

Communications in Nonlinear Science and Numerical Simulation

Online learning of order flow and market impact with Bayesian change-point detection methods

published2024 · Quantitative Finance · 5 citations · first circulated 2023

with Fabrizio Lillo, Piero Mazzarisi

Paper profile Quantitative Finance arXiv:2307.02375

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.