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Gianluca Palmari
Observed name:
Palmari, Gianluca
Institutions:
Scuola Normale Superiore,
London School of Economics and Political Science
Observed institutions:
Scuola Normale Superiore,
London School of Economics and Political Science
ORCID:
0009-0003-3011-7293
Observed ORCID:
0009-0003-3011-7293
OpenAlex ID:
A5114482380
Optimal execution with deterministically time varying liquidity: well posedness and price manipulation *
2024
·
Gianluca Palmari
, Fabrizio Lillo
, et al.
·
SSRN Electronic Journal
·
3
Proper-score observation-driven filters: local geometry, estimation, and continuous-time limits
2026
·
Livieri, Giulia
, Palmari, Gianluca
·
arXiv (Cornell University)
·
1
PDF
Online Learning of Scale Parameters in Score-Driven Filters
2026
·
Lillo, Fabrizio
, Livieri, Giulia
, et al.
·
arXiv (Cornell University)
PDF
Proper-Score Observation-Driven Filters: Local Geometry, Estimation, and Continuous-Time Limits
2026
·
Gianluca Palmari
, Giulia Livieri
·
SSRN Electronic Journal
Multi-Task Gaussian Processes for Tactical Execution Under Regime Shifts
2025
·
Álvaro Cartea
, Fayçal Drissi
, et al.
·
SSRN Electronic Journal
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Works count:
5
Citation count:
4
H-index:
1
I10-index:
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