CATALOGO DEI PRODOTTI DELLA RICERCA

DI PERSIO, Luca
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
AS - Asia 6.739
EU - Europa 6.504
NA - Nord America 5.824
SA - Sud America 774
AF - Africa 371
OC - Oceania 172
Continente sconosciuto - Info sul continente non disponibili 2
Totale 20.386
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 5.617
RU - Federazione Russa 2.097
SG - Singapore 2.089
CN - Cina 1.233
GB - Regno Unito 1.216
IT - Italia 956
HK - Hong Kong 847
VN - Vietnam 629
BR - Brasile 595
DE - Germania 511
IN - India 431
FR - Francia 332
IE - Irlanda 252
FI - Finlandia 242
SE - Svezia 233
KR - Corea 195
TW - Taiwan 179
ID - Indonesia 170
AU - Australia 142
TR - Turchia 142
IR - Iran 128
JP - Giappone 125
CA - Canada 118
PK - Pakistan 94
NL - Olanda 88
BD - Bangladesh 82
MY - Malesia 75
UA - Ucraina 72
ZA - Sudafrica 71
PL - Polonia 70
NG - Nigeria 66
ES - Italia 62
AR - Argentina 53
CH - Svizzera 53
MA - Marocco 53
MX - Messico 53
PH - Filippine 49
AT - Austria 48
BE - Belgio 48
AE - Emirati Arabi Uniti 42
CO - Colombia 39
IQ - Iraq 36
CZ - Repubblica Ceca 33
SA - Arabia Saudita 30
NZ - Nuova Zelanda 29
NO - Norvegia 28
EG - Egitto 27
ET - Etiopia 27
GR - Grecia 27
RO - Romania 24
CL - Cile 23
PE - Perù 21
TG - Togo 21
TH - Thailandia 20
DZ - Algeria 19
KE - Kenya 16
VE - Venezuela 16
DK - Danimarca 15
EC - Ecuador 15
LK - Sri Lanka 15
TN - Tunisia 15
BJ - Benin 14
IL - Israele 14
PT - Portogallo 14
JO - Giordania 13
KZ - Kazakistan 13
LT - Lituania 13
BG - Bulgaria 10
NP - Nepal 10
UZ - Uzbekistan 10
HU - Ungheria 9
LB - Libano 9
MO - Macao, regione amministrativa speciale della Cina 9
AZ - Azerbaigian 8
GH - Ghana 8
AL - Albania 7
PY - Paraguay 7
ZW - Zimbabwe 7
CY - Cipro 6
LV - Lettonia 6
SY - Repubblica araba siriana 6
BZ - Belize 5
DO - Repubblica Dominicana 5
KW - Kuwait 5
RS - Serbia 5
SI - Slovenia 5
SK - Slovacchia (Repubblica Slovacca) 5
CR - Costa Rica 4
HR - Croazia 4
JM - Giamaica 4
MT - Malta 4
OM - Oman 4
CM - Camerun 3
GE - Georgia 3
LU - Lussemburgo 3
MK - Macedonia 3
PA - Panama 3
PS - Palestinian Territory 3
QA - Qatar 3
SN - Senegal 3
Totale 20.321
Salva come PNG Salva come JPEG
Città #
Singapore 1.293
Ashburn 750
Hong Kong 721
Moscow 702
Southend 675
San Jose 656
Chandler 465
Dallas 366
Verona 311
Los Angeles 266
Dublin 247
Jacksonville 221
Ann Arbor 218
The Dalles 203
Council Bluffs 199
Beijing 189
Dong Ket 154
Woodbridge 144
Ho Chi Minh City 143
Houston 107
Jakarta 103
Hanoi 99
Lawrence 95
Princeton 92
Helsinki 83
Wilmington 81
Falkenstein 79
Milan 75
Tokyo 66
Frankfurt am Main 60
New York 60
São Paulo 60
Buffalo 58
London 53
Nanjing 52
Munich 51
Chennai 50
Shenyang 50
Jinan 49
Seattle 48
Sydney 47
Columbus 45
Rome 41
Santa Clara 41
Central 40
Redondo Beach 38
Southampton 38
Montreal 37
Shanghai 37
Taipei 37
Warsaw 36
Kuala Lumpur 35
Lappeenranta 35
Tehran 35
Guangzhou 34
Trento 34
Des Moines 33
Redwood City 32
Istanbul 31
Ankara 29
Brussels 29
Turku 29
Vienna 29
Abuja 28
Mumbai 28
Pune 28
Toronto 28
Cape Town 27
Chicago 26
Orem 26
Sindelfingen 26
Nuremberg 25
Dhaka 24
Hebei 24
Manchester 24
Changsha 23
Hangzhou 23
Johannesburg 23
Lahore 23
Melbourne 23
Stockholm 23
Amsterdam 22
Hyderabad 22
Lagos 22
Tianjin 22
Zurich 22
Dubai 21
Seoul 21
Tappahannock 21
Lomé 20
Nanchang 20
Bengaluru 19
Birmingham 19
Brooklyn 19
Delhi 19
Denver 19
Fairfield 18
Atlanta 17
Auckland 17
Belo Horizonte 17
Totale 11.045
Salva come PNG Salva come JPEG
Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.806
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.736
Multitask Machine Learning for Financial Forecasting 548
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 546
Analysis of recurrent neural networks for short-term energy load forecasting 204
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 204
LIE SYMMETRY APPROACH TO THE CEV MODEL 196
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 194
Implicit Trigger Price Determination for Contingent Convertible Bond 190
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 180
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 179
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 176
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 175
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 171
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 168
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 162
Gibbs sampling approach to regime switching analysis of financial time series 161
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 161
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 160
A Bank Salvage Model by Impulse Stochastic Controls 159
Default Contagion in Financial Networks 158
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 158
Gibbs Sampling Approach to Markov Switching Models in Finance 154
Stochastic Modeling of Wind Derivatives in Energy Markets 154
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 153
A discrete trinomial model for the birth and death of stock financial bubbles 153
A variable stochastic admittance control framework with energy tank 151
Bayesian Approach to Energy Load Forecast with Neural Networks 151
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 151
A maximum principle for a stochastic control problem with multiple random terminal times 150
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 148
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 148
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 148
Feedback Optimal Controllers for the Heston Model 148
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 147
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 145
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 143
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 142
A change of measure formula for recursive conditional expectations 141
Stock Financial Bubbles: a trinomial trees based analysis 141
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 141
Volatility of prices of financial assets 140
Smart green applications: From renewable energy management to intelligent transportation systems 140
Measure-valued affine and polynomial diffusions 138
Gaussian estimates on networks with applications to optimal control 138
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 135
The Default Risk Charge approach to regulatory risk measurement processes 135
A quantization approach to the counterparty credit exposure estimation 135
Optimal execution strategy in liquidity framework 134
Autoregressive approaches to import–export time series II: a concrete case study 133
Gaussian estimates on networks with dynamic stochastic boundary conditions 133
Maximum Likelihood Approach to Markov Switching Models 133
Asymptotic expansion for some local volatility models arising in finance 132
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 130
Maximal irreducibility measure for spatial birth-and-death processes 129
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 129
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 128
Some stochastic dynamical models in neurobiology: recent developments 126
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 126
Mild solutions to the dynamic programming equation for stochastic optimal control problems 126
Fecundity regulation in a spatial birth-and-death process 124
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 123
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 123
Optimal control of stochastic FitzHugh-Nagumo equation 123
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 122
Invariant measures for stochastic differential equations on networks 122
Autoregressive approaches to import–export time series I: basic techniques 120
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 119
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 119
Minimum-energy switching geometric filter on lie groups for differential-drive wheeled mobile robots 118
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 118
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 117
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 116
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 116
Polynomial Chaos Expansion Approach to Interest Rate Models 116
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 114
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 113
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 113
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 112
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 112
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 112
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 111
Measure-valued processes for energy markets 111
Stochastic systems with memory and jumps 110
Calibrating FBSDEs Driven Models in Finance via NNs 109
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis 108
Discrete stochastic port-Hamiltonian systems 108
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 107
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 107
Multivariate Option Pricing with Pair-Copulas 105
The continuous-time frog model can spread arbitrarily fast 105
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 105
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 103
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 101
Explosion and non-explosion for the continuous-time frog model 100
Electricity Price Forecasting via Statistical and Deep Learning Approaches: The German Case 96
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 96
Local invariants for a finite multipartite quantum system 94
Dynamic Movement Primitives With Control Barrier Functions for Constrained Trajectory Planning 92
Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems 90
Totale 18.551
Salva come PNG Salva come JPEG
Categoria #
all - tutte 60.377
article - articoli 55.443
book - libri 0
conference - conferenze 1.595
curatela - curatele 0
other - altro 581
patent - brevetti 0
selected - selezionate 0
volume - volumi 2.758
Totale 120.754
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021270 0 0 0 0 0 0 0 0 0 0 0 270
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
2025/20268.172 590 709 509 1.278 1.859 438 767 508 582 571 136 225
Totale 20.686