Marco Avellaneda

87 papers and 2.9k indexed citations i.

Marco Avellaneda has authored 87 papers that have received a total of 2.9k indexed citations. This includes 43 papers in Finance, 25 papers in Economics and Econometrics and 15 papers in Computational Mechanics. The topics of these papers are Stochastic processes and financial applications (30 papers), Complex Systems and Time Series Analysis (19 papers) and Financial Markets and Investment Strategies (14 papers). Marco Avellaneda is often cited by papers focused on Stochastic processes and financial applications (30 papers), Complex Systems and Time Series Analysis (19 papers) and Financial Markets and Investment Strategies (14 papers) and collaborates with scholars based in United States, Italy and Russia. Marco Avellaneda's co-authors include Andrew J. Majda, Craig A. Friedman, Peter Laurence, Andrew C. Papanicolaou and Yingzi Zhu and has published in prestigious journals such as Physical Review Letters, Journal of Applied Physics and Journal of Colloid and Interface Science