Marco Patacca

Assistant Professor (RtdB)

University of Perugia

Italy

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Marco Patacca is an Assistant Professor at the University of Perugia in Italy. His research areas include stochastic volatility models, option pricing, and the effects of sentiment on financial markets, as reflected in his recent publications. His work includes studies on BSDEs with jumps and the influence of cryptocurrencies on the monetary system.

Articles (15)

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2025

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2025

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2024

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2024

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2024

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2023

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2023

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2023

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2022

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2022

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2022

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2021

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2021

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2021

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2020

Collaborators (4)

Alessandro GNOATTO

Associate Professor

University of Verona

ITALY

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Alessandra CRETAROLA

Professore Associato

Università degli Studi di Napoli Federico II

ITALY

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Luca Di Persio

Professor

University of Verona

ITALY

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Alessia Cafferata

Assistant Professor

Università degli Studi di Torino

ITALY

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Marco Patacca

Research Interests

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Articles (15)

A Deep Solver for BSDEs with Jumps

Option pricing in a sentiment-biased stochastic volatility model

Disposition effect and its outcome on endogenous price fluctuations

A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS

A CHANGE OF MEASURE FORMULA FOR RECURSIVE CONDITIONAL EXPECTATIONS

Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps

Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps

Cryptocurrencies as a Driver of Innovation for the Monetary System

Calibrating FBSDEs Driven Models in Finance via NNs

An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk

A DEEP SOLVER FOR BSDES WITH JUMPS

Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages

The Quantitative Easing Bursts Bitcoin Price

Regime switches and commonalities of the cryptocurrencies asset class

Disentangling the relationship between Bitcoin and market attention measures

Collaborators (4)

Alessandro GNOATTO

Alessandra CRETAROLA

Luca Di Persio

Alessia Cafferata

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