Publications

Emanuele Guidotti (2023). A Theory of Price Formation in Financial Markets. Available at SSRN.

PDF DOI Cite

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

PDF Cite Poster Website GitHub PyPI

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

PDF DOI Cite Website GitHub CRAN

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.

PDF DOI Cite Data Website GitHub CRAN PyPI

David Ardia, Emanuele Guidotti, Tim Kroencke (2021). Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices. Available at SSRN.

PDF DOI Cite GitHub CRAN PyPI

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

PDF DOI Cite Website GitHub CRAN PyPI

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.

PDF DOI Cite Code

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

PDF DOI Cite Website GitHub CRAN