CATALOGO DEI PRODOTTI DELLA RICERCA

DI PERSIO, Luca
 Distribuzione geografica
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Continente #
EU - Europa 6.110
AS - Asia 5.742
NA - Nord America 4.180
SA - Sud America 669
AF - Africa 293
OC - Oceania 166
Continente sconosciuto - Info sul continente non disponibili 2
Totale 17.162
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Nazione #
US - Stati Uniti d'America 4.010
RU - Federazione Russa 2.095
SG - Singapore 1.668
GB - Regno Unito 1.153
CN - Cina 1.140
HK - Hong Kong 822
IT - Italia 725
BR - Brasile 535
DE - Germania 490
VN - Vietnam 474
IN - India 386
FR - Francia 319
IE - Irlanda 251
FI - Finlandia 235
SE - Svezia 230
TW - Taiwan 170
ID - Indonesia 164
AU - Australia 137
TR - Turchia 131
KR - Corea 125
IR - Iran 119
CA - Canada 106
JP - Giappone 105
NL - Olanda 82
PK - Pakistan 71
PL - Polonia 66
UA - Ucraina 65
MY - Malesia 63
ZA - Sudafrica 56
ES - Italia 54
BD - Bangladesh 53
CH - Svizzera 53
AT - Austria 47
BE - Belgio 47
MA - Marocco 47
MX - Messico 47
AE - Emirati Arabi Uniti 40
PH - Filippine 40
AR - Argentina 39
NG - Nigeria 37
CZ - Repubblica Ceca 30
NZ - Nuova Zelanda 28
NO - Norvegia 27
CO - Colombia 26
ET - Etiopia 24
RO - Romania 23
SA - Arabia Saudita 23
EG - Egitto 21
GR - Grecia 21
IQ - Iraq 21
TG - Togo 20
TH - Thailandia 20
PE - Perù 19
CL - Cile 17
DZ - Algeria 16
BJ - Benin 14
DK - Danimarca 13
PT - Portogallo 13
KZ - Kazakistan 12
LK - Sri Lanka 12
TN - Tunisia 12
VE - Venezuela 12
IL - Israele 11
LT - Lituania 11
EC - Ecuador 10
KE - Kenya 10
BG - Bulgaria 9
HU - Ungheria 9
JO - Giordania 9
MO - Macao, regione amministrativa speciale della Cina 9
NP - Nepal 8
GH - Ghana 7
LB - Libano 7
ZW - Zimbabwe 7
PY - Paraguay 6
AL - Albania 5
CY - Cipro 5
SI - Slovenia 5
SK - Slovacchia (Repubblica Slovacca) 5
SY - Repubblica araba siriana 5
AZ - Azerbaigian 4
DO - Repubblica Dominicana 4
MT - Malta 4
RS - Serbia 4
UZ - Uzbekistan 4
CM - Camerun 3
CR - Costa Rica 3
GE - Georgia 3
HR - Croazia 3
MK - Macedonia 3
OM - Oman 3
PS - Palestinian Territory 3
UG - Uganda 3
UY - Uruguay 3
AM - Armenia 2
BH - Bahrain 2
BS - Bahamas 2
BY - Bielorussia 2
EE - Estonia 2
EU - Europa 2
Totale 17.118
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Città #
Singapore 911
Hong Kong 703
Moscow 701
Southend 675
Chandler 465
Ashburn 377
Dallas 358
Dublin 246
Los Angeles 239
Jacksonville 220
Ann Arbor 218
Beijing 176
Dong Ket 154
Verona 144
Woodbridge 144
Houston 107
Jakarta 103
Ho Chi Minh City 102
Lawrence 95
Princeton 92
Wilmington 81
Helsinki 80
Falkenstein 79
The Dalles 70
Milan 66
Tokyo 60
Buffalo 57
São Paulo 55
Frankfurt am Main 53
Nanjing 52
Munich 51
Shenyang 50
Jinan 49
Seattle 47
Sydney 47
Hanoi 46
Columbus 45
London 45
Chennai 44
Central 40
New York 39
Redondo Beach 38
Southampton 38
Montreal 36
Shanghai 36
Rome 35
Tehran 35
Warsaw 35
Trento 33
Redwood City 32
Santa Clara 32
Taipei 32
Guangzhou 31
Lappeenranta 31
Kuala Lumpur 30
Ankara 29
Brussels 29
Istanbul 29
Turku 29
Vienna 29
Council Bluffs 27
Des Moines 27
Pune 27
Cape Town 26
Sindelfingen 26
Nuremberg 25
Hebei 24
Toronto 24
Amsterdam 22
San Jose 22
Stockholm 22
Tianjin 22
Zurich 22
Dubai 21
Hangzhou 21
Hyderabad 21
Seoul 21
Tappahannock 21
Changsha 20
Chicago 20
Lomé 20
Melbourne 20
Nanchang 20
Bengaluru 19
Birmingham 19
Lagos 19
Mumbai 19
Delhi 18
Fairfield 18
Belo Horizonte 17
Elk Grove Village 17
Manchester 17
San Francisco 17
Auckland 16
Dhaka 16
Edinburgh 16
Gold Coast 16
Johannesburg 16
New Delhi 16
Zhengzhou 16
Totale 8.818
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Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.596
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.613
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 498
Multitask Machine Learning for Financial Forecasting 498
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 182
Analysis of recurrent neural networks for short-term energy load forecasting 181
Implicit Trigger Price Determination for Contingent Convertible Bond 168
LIE SYMMETRY APPROACH TO THE CEV MODEL 165
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 165
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 156
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 153
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 152
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 151
Gibbs sampling approach to regime switching analysis of financial time series 144
A Bank Salvage Model by Impulse Stochastic Controls 139
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 138
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 138
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 136
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 136
Default Contagion in Financial Networks 133
A discrete trinomial model for the birth and death of stock financial bubbles 132
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 131
Stochastic Modeling of Wind Derivatives in Energy Markets 130
A change of measure formula for recursive conditional expectations 129
A variable stochastic admittance control framework with energy tank 129
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 128
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 128
A maximum principle for a stochastic control problem with multiple random terminal times 126
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 125
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 125
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 125
Gibbs Sampling Approach to Markov Switching Models in Finance 124
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 124
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 123
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 123
Bayesian Approach to Energy Load Forecast with Neural Networks 123
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 122
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 120
Stock Financial Bubbles: a trinomial trees based analysis 119
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 119
Autoregressive approaches to import–export time series II: a concrete case study 117
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 117
A quantization approach to the counterparty credit exposure estimation 115
Measure-valued affine and polynomial diffusions 114
Gaussian estimates on networks with applications to optimal control 114
Maximal irreducibility measure for spatial birth-and-death processes 114
Gaussian estimates on networks with dynamic stochastic boundary conditions 114
Maximum Likelihood Approach to Markov Switching Models 114
Smart green applications: From renewable energy management to intelligent transportation systems 114
Optimal execution strategy in liquidity framework 112
Volatility of prices of financial assets 111
Asymptotic expansion for some local volatility models arising in finance 110
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 108
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 107
Autoregressive approaches to import–export time series I: basic techniques 106
Fecundity regulation in a spatial birth-and-death process 106
Some stochastic dynamical models in neurobiology: recent developments 105
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 105
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 105
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 105
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 105
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 104
Feedback Optimal Controllers for the Heston Model 104
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 104
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 102
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 100
Invariant measures for stochastic differential equations on networks 100
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 100
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 99
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 97
Optimal control of stochastic FitzHugh-Nagumo equation 97
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 96
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 96
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 95
The Default Risk Charge approach to regulatory risk measurement processes 95
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 94
Mild solutions to the dynamic programming equation for stochastic optimal control problems 94
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 93
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 91
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 89
Discrete stochastic port-Hamiltonian systems 89
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 88
Polynomial Chaos Expansion Approach to Interest Rate Models 88
Measure-valued processes for energy markets 88
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 87
The continuous-time frog model can spread arbitrarily fast 87
Local invariants for a finite multipartite quantum system 86
Stochastic systems with memory and jumps 84
Multivariate Option Pricing with Pair-Copulas 83
Calibrating FBSDEs Driven Models in Finance via NNs 81
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 81
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 80
Minimum-energy switching geometric filter on lie groups for differential-drive wheeled mobile robots 78
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 75
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity 74
SMALL NOISE EXPANSION FOR THE LÉVY PERTURBED VASICEK MODEL 73
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 73
Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case 72
DIFFUSION APPROXIMATION FOR TRANSPORT EQUATIONS WITH DISSIPATIVE DRIFTS 72
Preface of the Symposium "advanced Engineering Systems and Computer Applications: Theory and Practice" 72
Totale 15.926
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Categoria #
all - tutte 51.217
article - articoli 46.979
book - libri 0
conference - conferenze 1.399
curatela - curatele 0
other - altro 512
patent - brevetti 0
selected - selezionate 0
volume - volumi 2.327
Totale 102.434
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021579 0 0 0 0 0 132 13 5 58 14 87 270
2021/2022486 26 59 10 18 31 8 20 44 24 15 44 187
2022/20231.494 105 127 156 244 115 362 44 92 173 21 35 20
2023/20243.097 210 212 179 182 264 206 230 747 74 238 335 220
2024/20254.251 262 342 277 643 293 307 242 275 445 264 329 572
2025/20264.948 590 709 509 1.278 1.859 3 0 0 0 0 0 0
Totale 17.462