Publications

Emanuele Guidotti (2024). A Model of Price Formation in Frictionless Markets. Available at SSRN.

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David Ardia, Emanuele Guidotti, Tim Kroencke (2024). Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices. Journal of Financial Economics, vol. 161, pag. 103916.

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Emanuele Guidotti, Alfio Ferrara (2022). Text Classification with Born's Rule. Advances in Neural Information Processing Systems.

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Emanuele Guidotti (2022). calculus: High Dimensional Numerical and Symbolic Calculus in R. Journal of Statistical Software, vol. 104(5), pag. 1–37.

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Emanuele Guidotti (2022). A worldwide epidemiological database for COVID-19 at fine-grained spatial resolution. Scientific Data, vol. 9(1), pag. 1-7. Nature Publishing Group.

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Emanuele Guidotti, David Ardia (2020). COVID-19 Data Hub. Journal of Open Source Software, vol. 5(51), pag. 2376.

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Krzysztof Bartoszek, Emanuele Guidotti, Stefano Maria Iacus, Marcin Okrój (2020). Are official confirmed cases and fatalities counts good enough to study the COVID-19 pandemic dynamics? A critical assessment through the case of Italy. Nonlinear Dynamics, vol. 101(3), pag. 1951-1979. Springer.

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Emanuele Guidotti (2019). RblDataLicense: R Interface to Bloomberg Data License. Available at ResearchGate.

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