DI PERSIO, Luca
 Distribuzione geografica
Continente #
NA - Nord America 7.221
AS - Asia 6.865
EU - Europa 6.711
SA - Sud America 798
AF - Africa 394
Continente sconosciuto - Info sul continente non disponibili 306
OC - Oceania 174
Totale 22.469
Nazione #
US - Stati Uniti d'America 6.854
RU - Federazione Russa 2.129
SG - Singapore 2.105
CN - Cina 1.258
GB - Regno Unito 1.235
IT - Italia 1.065
HK - Hong Kong 854
VN - Vietnam 634
BR - Brasile 606
DE - Germania 523
IN - India 438
FR - Francia 337
IE - Irlanda 252
FI - Finlandia 242
SE - Svezia 236
KR - Corea 196
CA - Canada 191
TW - Taiwan 180
ID - Indonesia 178
TR - Turchia 145
AU - Australia 143
JP - Giappone 134
IR - Iran 128
PK - Pakistan 96
BD - Bangladesh 94
NL - Olanda 91
MY - Malesia 77
UA - Ucraina 74
ZA - Sudafrica 73
PL - Polonia 71
NG - Nigeria 66
ES - Italia 64
MX - Messico 57
AR - Argentina 54
CH - Svizzera 54
MA - Marocco 54
PH - Filippine 50
AT - Austria 48
BE - Belgio 48
CO - Colombia 47
AE - Emirati Arabi Uniti 42
IQ - Iraq 40
SA - Arabia Saudita 34
CZ - Repubblica Ceca 33
GR - Grecia 32
NZ - Nuova Zelanda 30
ET - Etiopia 29
IL - Israele 29
NO - Norvegia 28
EG - Egitto 27
RO - Romania 24
CL - Cile 23
LT - Lituania 23
PE - Perù 22
DZ - Algeria 21
TG - Togo 21
TH - Thailandia 20
VE - Venezuela 18
CR - Costa Rica 17
DK - Danimarca 16
EC - Ecuador 16
KE - Kenya 16
LK - Sri Lanka 16
TN - Tunisia 15
BJ - Benin 14
KZ - Kazakistan 14
PT - Portogallo 14
SC - Seychelles 14
TT - Trinidad e Tobago 14
GT - Guatemala 13
JO - Giordania 13
JM - Giamaica 12
NP - Nepal 11
BG - Bulgaria 10
HN - Honduras 10
PR - Porto Rico 10
SV - El Salvador 10
UZ - Uzbekistan 10
GH - Ghana 9
HU - Ungheria 9
LB - Libano 9
MO - Macao, regione amministrativa speciale della Cina 9
AZ - Azerbaigian 8
NI - Nicaragua 8
AL - Albania 7
PY - Paraguay 7
SY - Repubblica araba siriana 7
ZW - Zimbabwe 7
CY - Cipro 6
DO - Repubblica Dominicana 6
LV - Lettonia 6
RS - Serbia 6
BZ - Belize 5
KW - Kuwait 5
SI - Slovenia 5
SK - Slovacchia (Repubblica Slovacca) 5
CW - ???statistics.table.value.countryCode.CW??? 4
HR - Croazia 4
MT - Malta 4
OM - Oman 4
Totale 22.082
Città #
Singapore 1.295
Ashburn 1.072
San Jose 781
Hong Kong 725
Moscow 702
Southend 675
Chandler 466
Dallas 426
Verona 311
Los Angeles 277
Council Bluffs 268
Dublin 247
Jacksonville 221
Ann Arbor 218
The Dalles 212
Beijing 198
Dong Ket 154
Ho Chi Minh City 145
Woodbridge 145
Houston 114
Jakarta 103
Hanoi 102
Lawrence 95
Milan 92
Princeton 92
Santa Clara 85
Helsinki 83
Wilmington 81
Falkenstein 79
Tokyo 72
New York 70
São Paulo 64
Buffalo 62
Frankfurt am Main 61
London 54
Munich 53
Rome 53
Nanjing 52
Chennai 50
Shenyang 50
Jinan 49
Seattle 48
Sydney 47
Columbus 46
Chicago 43
Montreal 43
Central 40
Redondo Beach 39
Southampton 38
Toronto 38
Kuala Lumpur 37
Shanghai 37
Taipei 37
Warsaw 36
Lappeenranta 35
Tehran 35
Guangzhou 34
Trento 34
Des Moines 33
Redwood City 32
Istanbul 31
Ankara 30
Brussels 29
Turku 29
Vienna 29
Abuja 28
Mumbai 28
Pune 28
Cape Town 27
Orem 27
Sindelfingen 26
Brooklyn 25
Nuremberg 25
Denver 24
Dhaka 24
Hebei 24
Hyderabad 24
Manchester 24
Stockholm 24
Amsterdam 23
Changsha 23
Hangzhou 23
Johannesburg 23
Lahore 23
Melbourne 23
Atlanta 22
Lagos 22
Tianjin 22
Zurich 22
Bengaluru 21
Dubai 21
Las Vegas 21
North Bergen 21
Seoul 21
Tappahannock 21
Birmingham 20
Lomé 20
Nanchang 20
Delhi 19
San Francisco 19
Totale 11.842
Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.890
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.806
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 571
Multitask Machine Learning for Financial Forecasting 570
Analysis of recurrent neural networks for short-term energy load forecasting 222
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 221
LIE SYMMETRY APPROACH TO THE CEV MODEL 212
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 206
Implicit Trigger Price Determination for Contingent Convertible Bond 204
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 201
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 190
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 185
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 185
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 184
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 184
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 181
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 178
Gibbs sampling approach to regime switching analysis of financial time series 174
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 174
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 173
A variable stochastic admittance control framework with energy tank 173
Gibbs Sampling Approach to Markov Switching Models in Finance 170
A Bank Salvage Model by Impulse Stochastic Controls 169
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 168
Default Contagion in Financial Networks 168
Stochastic Modeling of Wind Derivatives in Energy Markets 166
Measure-valued affine and polynomial diffusions 164
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 164
Volatility of prices of financial assets 164
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 163
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 162
A maximum principle for a stochastic control problem with multiple random terminal times 161
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 161
A discrete trinomial model for the birth and death of stock financial bubbles 160
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 160
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 159
Maximum Likelihood Approach to Markov Switching Models 157
Stock Financial Bubbles: a trinomial trees based analysis 157
Bayesian Approach to Energy Load Forecast with Neural Networks 157
A change of measure formula for recursive conditional expectations 156
Feedback Optimal Controllers for the Heston Model 156
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 154
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 152
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 152
Some stochastic dynamical models in neurobiology: recent developments 150
Smart green applications: From renewable energy management to intelligent transportation systems 147
The Default Risk Charge approach to regulatory risk measurement processes 147
A quantization approach to the counterparty credit exposure estimation 147
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 146
Gaussian estimates on networks with applications to optimal control 145
Gaussian estimates on networks with dynamic stochastic boundary conditions 143
Asymptotic expansion for some local volatility models arising in finance 143
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 142
Optimal execution strategy in liquidity framework 141
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 140
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 139
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 139
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 139
Maximal irreducibility measure for spatial birth-and-death processes 138
Autoregressive approaches to import–export time series II: a concrete case study 137
Fecundity regulation in a spatial birth-and-death process 137
Optimal control of stochastic FitzHugh-Nagumo equation 135
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 135
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 133
Minimum-energy switching geometric filter on lie groups for differential-drive wheeled mobile robots 132
Mild solutions to the dynamic programming equation for stochastic optimal control problems 132
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 131
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 131
Invariant measures for stochastic differential equations on networks 131
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 129
Autoregressive approaches to import–export time series I: basic techniques 128
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 127
Measure-valued processes for energy markets 127
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis 126
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 126
Polynomial Chaos Expansion Approach to Interest Rate Models 125
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 125
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 124
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 124
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 124
Dynamic Movement Primitives With Control Barrier Functions for Constrained Trajectory Planning 123
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 123
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 123
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 123
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 122
Stochastic systems with memory and jumps 121
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 120
Discrete stochastic port-Hamiltonian systems 118
Calibrating FBSDEs Driven Models in Finance via NNs 117
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 117
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 115
Explosion and non-explosion for the continuous-time frog model 114
Electricity Price Forecasting via Statistical and Deep Learning Approaches: The German Case 113
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 113
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 111
Multivariate Option Pricing with Pair-Copulas 111
The continuous-time frog model can spread arbitrarily fast 111
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure 107
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 106
Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems 105
Totale 19.962
Categoria #
all - tutte 68.179
article - articoli 62.620
book - libri 0
conference - conferenze 1.784
curatela - curatele 0
other - altro 653
patent - brevetti 0
selected - selezionate 0
volume - volumi 3.122
Totale 136.358


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022373 0 0 0 0 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
2025/20268.173 590 709 509 1.278 1.859 438 767 508 582 571 136 226
2026/20271.782 116 248 406 856 156 0 0 0 0 0 0 0
Totale 22.469