Hawkes processes in finance E Bacry, I Mastromatteo, JF Muzy Market Microstructure and Liquidity 1 (01), 1550005, 2015 | 295 | 2015 |

A fully consistent, minimal model for non-linear market impact J Donier, J Bonart, I Mastromatteo, JP Bouchaud Quantitative finance 15 (7), 1109-1121, 2015 | 77 | 2015 |

Agent-based models for latent liquidity and concave price impact I Mastromatteo, B Toth, JP Bouchaud Physical Review E 89 (4), 042805, 2014 | 70 | 2014 |

On the criticality of inferred models I Mastromatteo, M Marsili Journal of Statistical Mechanics: Theory and Experiment 2011 (10), P10012, 2011 | 70 | 2011 |

Reconstruction of financial network for robust estimation of systemic risk I Mastromatteo, E Zarinelli, M Marsili J. Stat. Mech. 2012 (P03011), 2012 | 69 | 2012 |

On sampling and modeling complex systems M Marsili, I Mastromatteo, Y Roudi J. Stat. Mech. 2013 (P09003), 2013 | 59 | 2013 |

Uncovering causality from multivariate Hawkes integrated cumulants M Achab, E Bacry, S Gaıffas, I Mastromatteo, JF Muzy International Conference on Machine Learning, 1-10, 2017 | 52 | 2017 |

Dissecting cross-impact on stock markets: An empirical analysis M Benzaquen, I Mastromatteo, Z Eisler, JP Bouchaud Journal of Statistical Mechanics: Theory and Experiment 2017 (2), 023406, 2017 | 33 | 2017 |

Anomalous impact in reaction-diffusion financial models I Mastromatteo, B Toth, JP Bouchaud Physical review letters 113 (26), 268701, 2014 | 27 | 2014 |

Co-impact: Crowding effects in institutional trading activity F Bucci, I Mastromatteo, Z Eisler, F Lillo, JP Bouchaud, CA Lehalle Quantitative Finance 20 (2), 193-205, 2020 | 14 | 2020 |

Financial correlations at ultra-high frequency: theoretical models and empirical estimation I Mastromatteo, M Marsili, P Zoi The European Physical Journal B 80 (2), 243-253, 2011 | 14 | 2011 |

Higgsino dark matter in partly supersymmetric models M Masip, I Mastromatteo Physical Review D 73 (1), 015007, 2006 | 12 | 2006 |

Trading lightly: Cross-impact and optimal portfolio execution I Mastromatteo, M Benzaquen, Z Eisler, JP Bouchaud Available at SSRN 2949748, 2017 | 11 | 2017 |

Mean-field inference of Hawkes point processes E Bacry, S Gaïffas, I Mastromatteo, JF Muzy Journal of Physics A: Mathematical and Theoretical 49 (17), 174006, 2016 | 11 | 2016 |

Cosmic ray knee and diffuse γ, e+ and fluxes from collisions of cosmic rays with dark matter M Masip, I Mastromatteo Journal of Cosmology and Astroparticle Physics 2008, 003, 2008 | 10 | 2008 |

Cosmic ray knee and new physics at the TeV scale R Barceló, M Masip, I Mastromatteo Journal of Cosmology and Astroparticle Physics 2009 (06), 027, 2009 | 9 | 2009 |

Hawking evaporation of cosmogenic black holes in TeV-gravity models P Draggiotis, M Masip, I Mastromatteo Journal of Cosmology and Astroparticle Physics 2008 (07), 014, 2008 | 9 | 2008 |

On the typical properties of inverse problems in statistical mechanics I Mastromatteo arXiv preprint arXiv:1311.0190, 2013 | 8 | 2013 |

Impact of meta-order in the Minority Game AC Barato, I Mastromatteo, M Bardoscia, M Marsili Quantitative Finance 13 (9), 1343-1352, 2011 | 7 | 2011 |

Beyond inverse Ising model: structure of the analytical solution for a class of inverse problems I Mastromatteo Journal of Statistical Physics 150 (4), 658-670, 2012 | 6* | 2012 |