CATALOGO DEI PRODOTTI DELLA RICERCA

DI PERSIO, Luca
 Distribuzione geografica
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Continente #
EU - Europa 6.145
AS - Asia 5.956
NA - Nord America 4.313
SA - Sud America 680
AF - Africa 295
OC - Oceania 166
Continente sconosciuto - Info sul continente non disponibili 2
Totale 17.557
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Nazione #
US - Stati Uniti d'America 4.142
RU - Federazione Russa 2.095
SG - Singapore 1.806
GB - Regno Unito 1.159
CN - Cina 1.156
HK - Hong Kong 824
IT - Italia 739
BR - Brasile 543
VN - Vietnam 515
DE - Germania 492
IN - India 387
FR - Francia 319
IE - Irlanda 251
FI - Finlandia 237
SE - Svezia 232
TW - Taiwan 172
ID - Indonesia 164
AU - Australia 137
TR - Turchia 136
KR - Corea 125
IR - Iran 120
JP - Giappone 107
CA - Canada 106
NL - Olanda 82
PK - Pakistan 71
PL - Polonia 67
MY - Malesia 65
UA - Ucraina 65
ZA - Sudafrica 56
ES - Italia 55
BD - Bangladesh 53
CH - Svizzera 53
AT - Austria 48
MA - Marocco 48
MX - Messico 48
BE - Belgio 47
AE - Emirati Arabi Uniti 40
AR - Argentina 40
PH - Filippine 40
NG - Nigeria 37
CZ - Repubblica Ceca 30
NZ - Nuova Zelanda 28
NO - Norvegia 27
CO - Colombia 26
GR - Grecia 26
ET - Etiopia 24
SA - Arabia Saudita 24
IQ - Iraq 23
RO - Romania 23
EG - Egitto 21
TG - Togo 21
TH - Thailandia 20
PE - Perù 19
CL - Cile 17
DZ - Algeria 16
BJ - Benin 14
DK - Danimarca 13
PT - Portogallo 13
VE - Venezuela 13
KZ - Kazakistan 12
LK - Sri Lanka 12
TN - Tunisia 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
PY - Paraguay 7
ZW - Zimbabwe 7
AL - Albania 6
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
OM - Oman 4
RS - Serbia 4
UZ - Uzbekistan 4
CM - Camerun 3
CR - Costa Rica 3
GE - Georgia 3
HR - Croazia 3
MK - Macedonia 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 17.513
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Città #
Singapore 1.049
Hong Kong 705
Moscow 701
Southend 675
Chandler 465
Ashburn 400
Dallas 358
Dublin 246
Los Angeles 241
Jacksonville 220
Ann Arbor 218
Beijing 178
Dong Ket 154
Verona 144
Woodbridge 144
The Dalles 125
Ho Chi Minh City 112
Houston 107
Jakarta 103
Lawrence 95
Princeton 92
Wilmington 81
Helsinki 80
Falkenstein 79
Milan 71
Tokyo 61
Buffalo 57
Hanoi 56
São Paulo 56
Frankfurt am Main 53
Nanjing 52
Munich 51
Shenyang 50
Jinan 49
London 47
Seattle 47
Sydney 47
Columbus 45
Chennai 44
New York 44
Central 40
Redondo Beach 38
Rome 38
Southampton 38
Shanghai 37
Montreal 36
Tehran 35
Warsaw 35
Lappeenranta 33
Santa Clara 33
Trento 33
Guangzhou 32
Redwood City 32
Taipei 32
Kuala Lumpur 31
San Jose 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
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 9.091
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Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.618
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.626
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 503
Multitask Machine Learning for Financial Forecasting 502
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 188
Analysis of recurrent neural networks for short-term energy load forecasting 185
Implicit Trigger Price Determination for Contingent Convertible Bond 172
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 170
LIE SYMMETRY APPROACH TO THE CEV MODEL 168
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 160
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 160
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 156
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 154
Gibbs sampling approach to regime switching analysis of financial time series 147
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 142
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 140
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 140
A Bank Salvage Model by Impulse Stochastic Controls 140
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 139
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 134
Default Contagion in Financial Networks 134
A discrete trinomial model for the birth and death of stock financial bubbles 134
A maximum principle for a stochastic control problem with multiple random terminal times 134
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 134
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 133
Stochastic Modeling of Wind Derivatives in Energy Markets 133
A variable stochastic admittance control framework with energy tank 132
A change of measure formula for recursive conditional expectations 130
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 130
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 130
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 129
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 128
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 128
Feedback Optimal Controllers for the Heston Model 128
Gibbs Sampling Approach to Markov Switching Models in Finance 127
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 127
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 124
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 124
Bayesian Approach to Energy Load Forecast with Neural Networks 123
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 123
A quantization approach to the counterparty credit exposure estimation 122
Stock Financial Bubbles: a trinomial trees based analysis 121
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 119
Measure-valued affine and polynomial diffusions 118
Gaussian estimates on networks with applications to optimal control 118
Autoregressive approaches to import–export time series II: a concrete case study 117
Maximal irreducibility measure for spatial birth-and-death processes 117
Smart green applications: From renewable energy management to intelligent transportation systems 117
Asymptotic expansion for some local volatility models arising in finance 117
Gaussian estimates on networks with dynamic stochastic boundary conditions 116
Maximum Likelihood Approach to Markov Switching Models 114
Volatility of prices of financial assets 114
Optimal execution strategy in liquidity framework 112
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 111
Fecundity regulation in a spatial birth-and-death process 109
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 109
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 108
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 108
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 107
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 107
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 107
Autoregressive approaches to import–export time series I: basic techniques 106
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 105
Some stochastic dynamical models in neurobiology: recent developments 105
The Default Risk Charge approach to regulatory risk measurement processes 105
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 105
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 104
Invariant measures for stochastic differential equations on networks 103
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 102
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 102
Mild solutions to the dynamic programming equation for stochastic optimal control problems 101
Optimal control of stochastic FitzHugh-Nagumo equation 99
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 99
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 98
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 98
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 97
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 96
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
Polynomial Chaos Expansion Approach to Interest Rate Models 91
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 91
Discrete stochastic port-Hamiltonian systems 91
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 90
The continuous-time frog model can spread arbitrarily fast 90
Measure-valued processes for energy markets 90
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 88
Local invariants for a finite multipartite quantum system 88
Stochastic systems with memory and jumps 85
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 84
Multivariate Option Pricing with Pair-Copulas 83
Calibrating FBSDEs Driven Models in Finance via NNs 82
Minimum-energy switching geometric filter on lie groups for differential-drive wheeled mobile robots 82
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 81
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 79
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis 76
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 75
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity 74
Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case 73
DIFFUSION APPROXIMATION FOR TRANSPORT EQUATIONS WITH DISSIPATIVE DRIFTS 73
SMALL NOISE EXPANSION FOR THE LÉVY PERTURBED VASICEK MODEL 73
Totale 16.265
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Categoria #
all - tutte 52.630
article - articoli 48.297
book - libri 0
conference - conferenze 1.428
curatela - curatele 0
other - altro 525
patent - brevetti 0
selected - selezionate 0
volume - volumi 2.380
Totale 105.260
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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
2025/20265.343 590 709 509 1.278 1.859 398 0 0 0 0 0 0
Totale 17.857