Search Results for author: Adele Ravagnani

Found 3 papers, 0 papers with code

A machine learning approach to support decision in insider trading detection

no code implementations6 Dec 2022 Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo

The first one uses clustering to identify, in the vicinity of a price sensitive event such as a takeover bid, discontinuities in the trading activity of an investor with respect to his/her own past trading history and on the present trading activity of his/her peers.

How Covid mobility restrictions modified the population of investors in Italian stock markets

no code implementations30 Jul 2022 Paola Deriu, Fabrizio Lillo, Piero Mazzarisi, Francesca Medda, Adele Ravagnani, Antonio Russo

There are thus indications that the lockdown, and more generally the Covid pandemic, created a sort of regime change in the population of financial investors.

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