CATALOGO DEI PRODOTTI DELLA RICERCA

DI PERSIO, Luca
 Distribuzione geografica
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Continente #
AS - Asia 5.147
EU - Europa 4.110
NA - Nord America 3.718
SA - Sud America 532
AF - Africa 261
OC - Oceania 163
Continente sconosciuto - Info sul continente non disponibili 2
Totale 13.933
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Nazione #
US - Stati Uniti d'America 3.576
SG - Singapore 1.459
GB - Regno Unito 1.107
CN - Cina 958
HK - Hong Kong 828
IT - Italia 693
BR - Brasile 444
DE - Germania 430
IN - India 368
VN - Vietnam 351
FR - Francia 320
RU - Federazione Russa 295
IE - Irlanda 251
SE - Svezia 227
FI - Finlandia 216
TW - Taiwan 166
ID - Indonesia 152
AU - Australia 134
KR - Corea 127
TR - Turchia 123
IR - Iran 113
JP - Giappone 98
CA - Canada 92
NL - Olanda 78
PK - Pakistan 67
UA - Ucraina 62
MY - Malesia 57
PL - Polonia 56
CH - Svizzera 53
ZA - Sudafrica 51
AT - Austria 47
BD - Bangladesh 47
ES - Italia 47
BE - Belgio 44
MA - Marocco 44
PH - Filippine 40
NG - Nigeria 37
MX - Messico 36
AE - Emirati Arabi Uniti 32
NZ - Nuova Zelanda 28
NO - Norvegia 27
CZ - Repubblica Ceca 26
ET - Etiopia 24
RO - Romania 23
SA - Arabia Saudita 23
AR - Argentina 21
GR - Grecia 20
IQ - Iraq 20
TG - Togo 20
TH - Thailandia 19
CO - Colombia 18
EG - Egitto 17
DZ - Algeria 15
CL - Cile 13
DK - Danimarca 13
PE - Perù 13
LK - Sri Lanka 12
KZ - Kazakistan 11
LT - Lituania 11
TN - Tunisia 11
VE - Venezuela 11
IL - Israele 10
PT - Portogallo 10
BG - Bulgaria 9
HU - Ungheria 9
JO - Giordania 9
KE - Kenya 8
MO - Macao, regione amministrativa speciale della Cina 8
NP - Nepal 8
GH - Ghana 7
LB - Libano 7
ZW - Zimbabwe 7
EC - Ecuador 6
AL - Albania 5
SK - Slovacchia (Repubblica Slovacca) 5
AZ - Azerbaigian 4
CY - Cipro 4
DO - Repubblica Dominicana 4
MT - Malta 4
PY - Paraguay 4
RS - Serbia 4
SY - Repubblica araba siriana 4
UZ - Uzbekistan 4
CM - Camerun 3
CR - Costa Rica 3
HR - Croazia 3
MK - Macedonia 3
UG - Uganda 3
AM - Armenia 2
BH - Bahrain 2
BS - Bahamas 2
BY - Bielorussia 2
EE - Estonia 2
EU - Europa 2
FO - Isole Faroe 2
GE - Georgia 2
KH - Cambogia 2
KW - Kuwait 2
LU - Lussemburgo 2
MU - Mauritius 2
Totale 13.901
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Città #
Singapore 902
Hong Kong 711
Southend 675
Chandler 465
Dallas 321
Dublin 246
Ashburn 245
Jacksonville 220
Ann Arbor 218
Los Angeles 197
Dong Ket 154
Verona 145
Woodbridge 144
Beijing 123
Houston 105
Jakarta 99
Lawrence 95
Princeton 92
Wilmington 81
Helsinki 78
Milan 60
The Dalles 58
Frankfurt am Main 53
Ho Chi Minh City 53
Tokyo 53
Nanjing 51
Shenyang 50
São Paulo 50
Jinan 49
Munich 48
Seattle 47
Columbus 44
Sydney 44
Chennai 42
Central 40
Southampton 38
Shanghai 36
Tehran 34
Rome 33
Trento 33
Redwood City 32
Montreal 31
Santa Clara 31
Guangzhou 30
New York 29
Taipei 29
Vienna 29
Brussels 28
Falkenstein 27
Istanbul 27
Kuala Lumpur 27
London 27
Pune 27
Turku 27
Warsaw 27
Cape Town 26
Nuremberg 26
Sindelfingen 26
Ankara 24
Hebei 24
Amsterdam 22
Council Bluffs 22
San Jose 22
Zurich 22
Hangzhou 21
Hyderabad 21
Seoul 21
Tappahannock 21
Lomé 20
Melbourne 20
Moscow 20
Nanchang 20
Bengaluru 19
Birmingham 19
Chicago 19
Lagos 19
Stockholm 19
Changsha 18
Delhi 18
Hanoi 18
Lappeenranta 18
Mumbai 18
Tianjin 18
Toronto 18
Elk Grove Village 17
Fairfield 17
Redondo Beach 17
San Francisco 17
Auckland 16
Dhaka 16
Edinburgh 16
Gold Coast 16
Manchester 16
Zhengzhou 16
Bangkok 15
Belo Horizonte 15
Brisbane 15
Leeds 15
New Taipei 15
Ningbo 15
Totale 7.513
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Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.510
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.541
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 465
Multitask Machine Learning for Financial Forecasting 451
Implicit Trigger Price Determination for Contingent Convertible Bond 140
Analysis of recurrent neural networks for short-term energy load forecasting 134
LIE SYMMETRY APPROACH TO THE CEV MODEL 132
Gibbs sampling approach to regime switching analysis of financial time series 127
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 122
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 122
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 121
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 117
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 116
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 116
Default Contagion in Financial Networks 114
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 114
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 110
Gaussian estimates on networks with applications to optimal control 106
Autoregressive approaches to import–export time series II: a concrete case study 106
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 106
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 105
Gibbs Sampling Approach to Markov Switching Models in Finance 105
Stochastic Modeling of Wind Derivatives in Energy Markets 105
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 103
A variable stochastic admittance control framework with energy tank 103
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 100
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 99
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 99
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 99
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 98
Volatility of prices of financial assets 98
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 98
A Bank Salvage Model by Impulse Stochastic Controls 98
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 97
A discrete trinomial model for the birth and death of stock financial bubbles 95
Autoregressive approaches to import–export time series I: basic techniques 94
Maximum Likelihood Approach to Markov Switching Models 94
Some stochastic dynamical models in neurobiology: recent developments 93
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 93
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 93
Stock Financial Bubbles: a trinomial trees based analysis 92
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 91
Maximal irreducibility measure for spatial birth-and-death processes 90
A maximum principle for a stochastic control problem with multiple random terminal times 90
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 90
Measure-valued affine and polynomial diffusions 89
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 89
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 87
Optimal control of stochastic FitzHugh-Nagumo equation 86
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 86
Smart green applications: From renewable energy management to intelligent transportation systems 86
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 85
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 85
Gaussian estimates on networks with dynamic stochastic boundary conditions 85
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 84
Invariant measures for stochastic differential equations on networks 83
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 83
Mild solutions to the dynamic programming equation for stochastic optimal control problems 83
Bayesian Approach to Energy Load Forecast with Neural Networks 83
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 82
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 81
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 80
Optimal execution strategy in liquidity framework 80
Fecundity regulation in a spatial birth-and-death process 80
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 79
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 76
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 76
Asymptotic expansion for some local volatility models arising in finance 76
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 76
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 76
A change of measure formula for recursive conditional expectations 75
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 75
Feedback Optimal Controllers for the Heston Model 74
Local invariants for a finite multipartite quantum system 74
Stochastic systems with memory and jumps 73
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 72
Polynomial Chaos Expansion Approach to Interest Rate Models 72
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 70
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 70
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 69
Multivariate Option Pricing with Pair-Copulas 68
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 67
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 67
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 67
SMALL NOISE EXPANSION FOR THE LÉVY PERTURBED VASICEK MODEL 64
The Default Risk Charge approach to regulatory risk measurement processes 63
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 61
A quantization approach to the counterparty credit exposure estimation 61
Discrete stochastic port-Hamiltonian systems 61
DIFFUSION APPROXIMATION FOR TRANSPORT EQUATIONS WITH DISSIPATIVE DRIFTS 60
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity 60
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 60
Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case 58
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 57
Preface of the Symposium "advanced Engineering Systems and Computer Applications: Theory and Practice" 57
The continuous-time frog model can spread arbitrarily fast 57
Measure-valued processes for energy markets 57
Stabilization of bilateral teleoperators with asymmetric stochastic delay 55
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 53
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis 52
Totale 13.277
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Categoria #
all - tutte 44.413
article - articoli 40.810
book - libri 0
conference - conferenze 1.186
curatela - curatele 0
other - altro 458
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.959
Totale 88.826
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021778 0 0 30 88 81 132 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
2024/20254.278 262 342 277 643 293 307 245 282 448 266 334 579
2025/20261.683 608 712 363 0 0 0 0 0 0 0 0 0
Totale 14.224