DI PERSIO, Luca
 Distribuzione geografica
Continente #
AS - Asia 6.692
EU - Europa 6.462
NA - Nord America 5.517
SA - Sud America 768
AF - Africa 367
OC - Oceania 171
Continente sconosciuto - Info sul continente non disponibili 2
Totale 19.979
Nazione #
US - Stati Uniti d'America 5.319
RU - Federazione Russa 2.096
SG - Singapore 2.083
CN - Cina 1.221
GB - Regno Unito 1.213
IT - Italia 930
HK - Hong Kong 843
VN - Vietnam 629
BR - Brasile 591
DE - Germania 510
IN - India 427
FR - Francia 330
IE - Irlanda 252
FI - Finlandia 242
SE - Svezia 233
KR - Corea 195
TW - Taiwan 178
ID - Indonesia 170
TR - Turchia 142
AU - Australia 141
IR - Iran 126
JP - Giappone 125
CA - Canada 111
PK - Pakistan 90
NL - Olanda 87
BD - Bangladesh 73
MY - Malesia 72
UA - Ucraina 72
ZA - Sudafrica 71
PL - Polonia 69
NG - Nigeria 66
ES - Italia 59
AR - Argentina 53
CH - Svizzera 53
MA - Marocco 53
MX - Messico 52
AT - Austria 48
BE - Belgio 48
PH - Filippine 48
AE - Emirati Arabi Uniti 42
CO - Colombia 38
IQ - Iraq 36
CZ - Repubblica Ceca 33
SA - Arabia Saudita 30
NZ - Nuova Zelanda 29
NO - Norvegia 28
ET - Etiopia 27
GR - Grecia 27
EG - Egitto 25
RO - Romania 24
CL - Cile 22
PE - Perù 21
TG - Togo 21
TH - Thailandia 20
DZ - Algeria 18
KE - Kenya 16
VE - Venezuela 16
EC - Ecuador 15
TN - Tunisia 15
BJ - Benin 14
DK - Danimarca 14
IL - Israele 14
LK - Sri Lanka 14
PT - Portogallo 14
JO - Giordania 13
KZ - Kazakistan 13
LT - Lituania 11
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
SI - Slovenia 5
SK - Slovacchia (Repubblica Slovacca) 5
CR - Costa Rica 4
HR - Croazia 4
MT - Malta 4
OM - Oman 4
RS - Serbia 4
CM - Camerun 3
GE - Georgia 3
JM - Giamaica 3
LU - Lussemburgo 3
MK - Macedonia 3
PA - Panama 3
PS - Palestinian Territory 3
QA - Qatar 3
SV - El Salvador 3
Totale 19.915
Città #
Singapore 1.290
Hong Kong 718
Ashburn 717
Moscow 702
Southend 675
San Jose 607
Chandler 465
Dallas 363
Verona 310
Los Angeles 256
Dublin 247
Jacksonville 221
Ann Arbor 218
The Dalles 201
Beijing 184
Dong Ket 154
Woodbridge 144
Ho Chi Minh City 143
Houston 107
Jakarta 103
Hanoi 99
Lawrence 95
Princeton 92
Council Bluffs 85
Helsinki 83
Wilmington 81
Falkenstein 79
Milan 74
Tokyo 66
Frankfurt am Main 59
São Paulo 59
Buffalo 58
London 52
Nanjing 52
New York 52
Munich 51
Chennai 50
Shenyang 50
Jinan 49
Seattle 47
Sydney 47
Columbus 45
Central 40
Rome 39
Redondo Beach 38
Santa Clara 38
Southampton 38
Shanghai 37
Taipei 37
Montreal 36
Warsaw 36
Lappeenranta 35
Tehran 35
Guangzhou 34
Kuala Lumpur 34
Trento 34
Des Moines 33
Redwood City 32
Istanbul 31
Ankara 29
Brussels 29
Turku 29
Vienna 29
Abuja 28
Pune 28
Cape Town 27
Chicago 26
Mumbai 26
Sindelfingen 26
Nuremberg 25
Toronto 25
Dhaka 24
Hebei 24
Manchester 24
Orem 24
Johannesburg 23
Melbourne 23
Stockholm 23
Amsterdam 22
Changsha 22
Hangzhou 22
Hyderabad 22
Lagos 22
Lahore 22
Tianjin 22
Zurich 22
Dubai 21
Seoul 21
Tappahannock 21
Lomé 20
Nanchang 20
Bengaluru 19
Birmingham 19
Delhi 19
Fairfield 18
Auckland 17
Belo Horizonte 17
Denver 17
Elk Grove Village 17
Leeds 17
Totale 10.788
Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.754
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.707
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 542
Multitask Machine Learning for Financial Forecasting 540
Analysis of recurrent neural networks for short-term energy load forecasting 203
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 202
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 191
LIE SYMMETRY APPROACH TO THE CEV MODEL 190
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 175
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 175
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 173
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 168
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 163
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 159
Gibbs sampling approach to regime switching analysis of financial time series 159
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 158
A Bank Salvage Model by Impulse Stochastic Controls 156
Default Contagion in Financial Networks 155
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 155
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 154
Gibbs Sampling Approach to Markov Switching Models in Finance 152
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 151
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 151
A discrete trinomial model for the birth and death of stock financial bubbles 150
Stochastic Modeling of Wind Derivatives in Energy Markets 150
A maximum principle for a stochastic control problem with multiple random terminal times 150
A variable stochastic admittance control framework with energy tank 149
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 148
Feedback Optimal Controllers for the Heston Model 147
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 145
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 145
Bayesian Approach to Energy Load Forecast with Neural Networks 144
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 143
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 143
Stock Financial Bubbles: a trinomial trees based analysis 141
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 141
A change of measure formula for recursive conditional expectations 140
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 140
Volatility of prices of financial assets 139
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 139
Measure-valued affine and polynomial diffusions 138
Gaussian estimates on networks with applications to optimal control 136
Smart green applications: From renewable energy management to intelligent transportation systems 136
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 133
Gaussian estimates on networks with dynamic stochastic boundary conditions 133
Maximum Likelihood Approach to Markov Switching Models 132
Autoregressive approaches to import–export time series II: a concrete case study 131
Optimal execution strategy in liquidity framework 131
A quantization approach to the counterparty credit exposure estimation 131
The Default Risk Charge approach to regulatory risk measurement processes 130
Asymptotic expansion for some local volatility models arising in finance 130
Maximal irreducibility measure for spatial birth-and-death processes 129
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 127
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 126
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 126
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 123
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 123
Invariant measures for stochastic differential equations on networks 122
Fecundity regulation in a spatial birth-and-death process 122
Some stochastic dynamical models in neurobiology: recent developments 121
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 121
Mild solutions to the dynamic programming equation for stochastic optimal control problems 121
Autoregressive approaches to import–export time series I: basic techniques 120
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 119
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 118
Optimal control of stochastic FitzHugh-Nagumo equation 117
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 116
Minimum-energy switching geometric filter on lie groups for differential-drive wheeled mobile robots 115
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 115
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 115
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 114
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 113
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 112
Polynomial Chaos Expansion Approach to Interest Rate Models 112
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 112
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 112
Measure-valued processes for energy markets 110
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 109
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 109
Calibrating FBSDEs Driven Models in Finance via NNs 108
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 107
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis 106
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 106
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 106
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 105
Discrete stochastic port-Hamiltonian systems 105
Stochastic systems with memory and jumps 104
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 103
The continuous-time frog model can spread arbitrarily fast 103
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 101
Multivariate Option Pricing with Pair-Copulas 99
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 98
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 94
Local invariants for a finite multipartite quantum system 94
Explosion and non-explosion for the continuous-time frog model 93
Dynamic Movement Primitives With Control Barrier Functions for Constrained Trajectory Planning 91
Electricity Price Forecasting via Statistical and Deep Learning Approaches: The German Case 91
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure 88
Totale 18.219
Categoria #
all - tutte 56.981
article - articoli 52.316
book - libri 0
conference - conferenze 1.514
curatela - curatele 0
other - altro 561
patent - brevetti 0
selected - selezionate 0
volume - volumi 2.590
Totale 113.962


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021371 0 0 0 0 0 0 0 0 0 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
2025/20267.765 590 709 509 1.278 1.859 438 767 508 582 525 0 0
Totale 20.279