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Luca Di Persio
Luca Di Persio
Department of Computer Science - Verona University
E-mailová adresa ověřena na: univr.it - Domovská stránka
Název
Citace
Citace
Rok
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets
OH Luca Di Persio
International Journal of Mathematics and Computers in Simulation 11, 7-13, 2017
1202017
Artificial neural networks approach to the forecast of stock market price movements
L Di Persio, O Honchar
International Journal of Economics and Management Systems 1, 2016
812016
Stochastic modeling of wind derivatives in energy markets
FE Benth, L Di Persio, S Lavagnini
Risks 6 (2), 56, 2018
502018
Gibbs sampling approach to regime switching analysis of financial time series
L Di Persio, M Frigo
Journal of Computational and Applied Mathematics 300, 43-55, 2016
362016
Stochastic systems with memory and jumps
DR Baños, F Cordoni, G Di Nunno, L Di Persio, EE Røse
Journal of Differential Equations 266 (9), 5772-5820, 2019
342019
Analysis of recurrent neural networks for short-term energy load forecasting
L Di Persio, O Honchar
AIP Conference Proceedings 1906 (1), 2017
322017
Multitask machine learning for financial forecasting
L Di Persio, O Honchar
International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018
312018
A class of Lévy driven SDEs and their explicit invariant measures
S Albeverio, LD Persio, E Mastrogiacomo, B Smii
Potential Analysis 45, 229-259, 2016
312016
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded nonlinearity
S Albeverio, L Di Persio, E Mastrogiacomo
Tohoku Mathematical Journal, Second Series 63 (4), 877-898, 2011
302011
Optimal control of stochastic FitzHugh–Nagumo equation
V Barbu, F Cordoni, LD Persio
International Journal of Control 89 (4), 746-756, 2016
292016
Novel approaches to the energy load unbalance forecasting in the Italian electricity market
L Di Persio, A Cecchin, F Cordoni
Journal of Mathematics in Industry 7, 1-15, 2017
282017
Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model
C Benazzoli, L Campi, L Di Persio
Stochastic Processes and their Applications 130 (11), 6927-6964, 2020
232020
Polynomial chaos expansion approach to interest rate models
L Di Persio, G Pellegrini, M Bonollo
Journal of Probability and Statistics 2015, 2015
232015
Heat transfer analysis of fractional model of couple stress Casson tri-hybrid nanofluid using dissimilar shape nanoparticles in blood with biomedical applications
M Arif, L Di Persio, P Kumam, W Watthayu, A Akgül
Scientific Reports 13 (1), 4596, 2023
222023
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
C Marinelli, L Di Persio, G Ziglio
Journal of Functional Analysis 264 (12), 2784-2816, 2013
192013
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps
C Benazzoli, L Campi, L Di Persio
Statistics & Probability Letters 154, 108522, 2019
182019
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth
V Bezborodov, L Di Persio, Y Mishura
Methodology and Computing in Applied Probability 21, 331-366, 2019
182019
Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable
F Cordoni, L Di Persio
arXiv preprint arXiv:1705.10227, 2017
182017
A BSDE with delayed generator approach to pricing under counterparty risk and collateralization
FG Cordoni, L Di Persio
International Journal of Stochastic Analysis, 1-11, 2016
182016
Maximum likelihood approach to Markov switching models
L Di Persio, M Frigo
WSEAS Transactions on Business and Economics, 239-242, 2015
162015
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–20