5
H index
1
i10 index
63
Citations
Marco Patacca : Citation Profile
Università degli Studi di Roma "Tor Vergata" | RESEARCH PRODUCTION: 8 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2017 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Patacca. | Is cited by:
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Main data
Where Marco Patacca has published?
| Journals with more than one article published | # docs |
|---|---|
| Decisions in Economics and Finance | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
Recent works citing Marco Patacca (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. (2025). Georgoulis, Emmanuil H ; Smaragdakis, Costas ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2401.06740. Full description at Econpapers || Download paper |
| 2024 | A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. (2024). Kapllani, Lorenc ; Teng, Long. In: Papers. RePEc:arx:papers:2404.08456. Full description at Econpapers || Download paper |
| 2025 | Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs. (2025). Wu, Sizhou ; Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2405.05192. Full description at Econpapers || Download paper |
| 2025 | A deep solver for backward stochastic Volterra integral equations. (2025). Andersson, Kristoffer ; Garc, Camilo Andr'Es ; Gnoatto, Alessandro. In: Papers. RePEc:arx:papers:2505.18297. Full description at Econpapers || Download paper |
| 2025 | Can topological transitions in cryptocurrency systems serve as early warning signals for extreme fluctuations in traditional markets?. (2025). Song, Shijia ; Li, Handong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007039. Full description at Econpapers || Download paper |
| 2025 | News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703. Full description at Econpapers || Download paper |
| 2025 | Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582. Full description at Econpapers || Download paper |
| 2025 | Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model. (2025). Pindza, Edson ; Clement, Jules ; Umeorah, Nneka ; Mwambi, Sutene. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10792-1. Full description at Econpapers || Download paper |
| 2024 | Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2. Full description at Econpapers || Download paper |
| 2024 | An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. (2024). Patacca, Marco ; Fig-Talamanca, Gianna. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05129-w. Full description at Econpapers || Download paper |
| 2024 | Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm. (2024). Soylu, Pinar Kaya ; Baci, Mahmut. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00590-3. Full description at Econpapers || Download paper |
| 2024 | Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning. (2024). Koubova, Jana ; Berger, Theo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2904-2916. Full description at Econpapers || Download paper |
Works by Marco Patacca:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | A sentiment-based model for the BitCoin: theory, estimation and option pricing In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | A change of measure formula for recursive conditional expectations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | A deep solver for BSDEs with jumps In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Regime switches and commonalities of the cryptocurrencies asset class In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2022 | Calibrating FBSDEs Driven Models in Finance via NNs In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2021 | The Quantitative Easing Bursts Bitcoin Price In: Accounting and Finance Research. [Full Text][Citation analysis] | article | 1 |
| 2019 | Does market attention affect Bitcoin returns and volatility? In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 17 |
| 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics In: Digital Finance. [Full Text][Citation analysis] | article | 8 |
| 2020 | Disentangling the relationship between Bitcoin and market attention measures In: Economia e Politica Industriale: Journal of Industrial and Business Economics. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team