Publications

Tomas España, Yadh Hafsi, Fabrizio Lillo, Edoardo Vittori (2025). Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution. arXiv preprint.
PDF Code arxiv
Florent Benaych-Georges, Tomas España (2025). Spectral Properties of Generalized Correlation Matrices. arXiv preprint.
PDF arxiv
Pierre Bousseyroux, Tomas España, Matteo Smerlak (2025). Another Marčenko-Pastur law for Kendall's tau. Electronic Communications in Probability (ECP).
PDF Code arxiv
Tomas España, Victor Le Coz, Matteo Smerlak (2024). Kendall Correlation Coefficients for Portfolio Optimization. arXiv preprint.
PDF arXiv