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The Stochastic Complexity of Spin Models: Are Pairwise Models Really Simple?
Entropy (Basel). 2018 Sep 27;20(10):739. doi: 10.3390/e20100739.
Entropy (Basel). 2018.
PMID: 33265828
Free PMC article.
Multiscale relevance of natural images.
Lakhal S, Darmon A, Mastromatteo I, Marsili M, Benzaquen M.
Lakhal S, et al. Among authors: mastromatteo i.
Sci Rep. 2023 Sep 9;13(1):14879. doi: 10.1038/s41598-023-41714-0.
Sci Rep. 2023.
PMID: 37689770
Free PMC article.
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Anomalous impact in reaction-diffusion financial models.
Mastromatteo I, Tóth B, Bouchaud JP.
Mastromatteo I, et al.
Phys Rev Lett. 2014 Dec 31;113(26):268701. doi: 10.1103/PhysRevLett.113.268701. Epub 2014 Dec 31.
Phys Rev Lett. 2014.
PMID: 25615397
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Agent-based models for latent liquidity and concave price impact.
Mastromatteo I, Tóth B, Bouchaud JP.
Mastromatteo I, et al.
Phys Rev E Stat Nonlin Soft Matter Phys. 2014 Apr;89(4):042805. doi: 10.1103/PhysRevE.89.042805. Epub 2014 Apr 14.
Phys Rev E Stat Nonlin Soft Matter Phys. 2014.
PMID: 24827291
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Linear processes in high dimensions: Phase space and critical properties.
Mastromatteo I, Bacry E, Muzy JF.
Mastromatteo I, et al.
Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Apr;91(4):042142. doi: 10.1103/PhysRevE.91.042142. Epub 2015 Apr 29.
Phys Rev E Stat Nonlin Soft Matter Phys. 2015.
PMID: 25974473
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