CATALOGO DEI PRODOTTI DELLA RICERCA

DI PERSIO, Luca
 Distribuzione geografica
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Continente #
EU - Europa 3.126
NA - Nord America 2.665
AS - Asia 2.362
AF - Africa 140
OC - Oceania 107
SA - Sud America 58
Continente sconosciuto - Info sul continente non disponibili 2
Totale 8.460
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Nazione #
US - Stati Uniti d'America 2.606
GB - Regno Unito 929
CN - Cina 690
IT - Italia 540
SG - Singapore 526
DE - Germania 283
VN - Vietnam 267
FR - Francia 247
IE - Irlanda 244
SE - Svezia 220
RU - Federazione Russa 192
IN - India 177
HK - Hong Kong 152
FI - Finlandia 117
TW - Taiwan 99
AU - Australia 97
TR - Turchia 67
JP - Giappone 63
IR - Iran 55
NL - Olanda 49
UA - Ucraina 47
PK - Pakistan 42
CA - Canada 38
ID - Indonesia 36
KR - Corea 35
PH - Filippine 32
PL - Polonia 31
CH - Svizzera 30
NG - Nigeria 30
BR - Brasile 26
AT - Austria 25
BE - Belgio 25
ES - Italia 25
CZ - Repubblica Ceca 24
MA - Marocco 24
ZA - Sudafrica 22
MY - Malesia 18
RO - Romania 17
BD - Bangladesh 14
GR - Grecia 13
MX - Messico 13
AE - Emirati Arabi Uniti 12
NO - Norvegia 12
SA - Arabia Saudita 12
DK - Danimarca 11
ET - Etiopia 11
AR - Argentina 10
DZ - Algeria 10
LK - Sri Lanka 10
NZ - Nuova Zelanda 10
HU - Ungheria 9
TH - Thailandia 9
EG - Egitto 7
KZ - Kazakistan 7
NP - Nepal 7
TN - Tunisia 7
CO - Colombia 6
IL - Israele 6
PE - Perù 6
IQ - Iraq 5
KE - Kenya 5
LT - Lituania 5
ZW - Zimbabwe 5
BG - Bulgaria 4
CL - Cile 4
DO - Repubblica Dominicana 4
MO - Macao, regione amministrativa speciale della Cina 4
SK - Slovacchia (Repubblica Slovacca) 4
SY - Repubblica araba siriana 4
VE - Venezuela 4
CM - Camerun 3
JO - Giordania 3
MT - Malta 3
PT - Portogallo 3
UG - Uganda 3
AL - Albania 2
BH - Bahrain 2
BS - Bahamas 2
BY - Bielorussia 2
CY - Cipro 2
EU - Europa 2
FO - Isole Faroe 2
GH - Ghana 2
HR - Croazia 2
KH - Cambogia 2
LB - Libano 2
LU - Lussemburgo 2
MU - Mauritius 2
MW - Malawi 2
NA - Namibia 2
RS - Serbia 2
RW - Ruanda 2
AZ - Azerbaigian 1
EE - Estonia 1
GE - Georgia 1
GM - Gambi 1
GY - Guiana 1
HN - Honduras 1
IS - Islanda 1
LY - Libia 1
Totale 8.454
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Città #
Southend 675
Singapore 470
Chandler 465
Dublin 239
Jacksonville 220
Ann Arbor 218
Ashburn 170
Dong Ket 154
Woodbridge 144
Los Angeles 139
Verona 134
Beijing 107
Houston 96
Lawrence 92
Princeton 92
Wilmington 81
Hong Kong 77
Nanjing 51
Shenyang 50
Jinan 48
Central 40
Milan 40
Seattle 39
Sydney 37
Redwood City 32
Tokyo 31
Trento 30
Sindelfingen 26
Frankfurt am Main 25
Southampton 25
Hebei 24
Helsinki 22
Brussels 21
Chennai 21
Pune 21
Tappahannock 21
Guangzhou 20
Nanchang 20
San Jose 20
Tehran 20
Vienna 20
Hangzhou 19
Rome 19
Birmingham 18
London 18
Taipei 18
Tianjin 18
Fairfield 17
Changsha 16
Gold Coast 16
Istanbul 16
Lagos 16
Shanghai 16
Zhengzhou 16
New Taipei 15
New York 15
Ningbo 15
Brisbane 14
Edinburgh 14
Montreal 14
Mumbai 14
Nuremberg 14
Prague 14
Seoul 14
Stockholm 14
Warsaw 14
Zurich 14
Amsterdam 13
Hyderabad 13
Ankara 12
Haikou 12
Leeds 12
Cape Town 11
Chengdu 11
Chicago 11
Karachi 11
Lancaster 11
Tainan City 11
Trieste 11
Berlin 10
Catanzaro 10
Delhi 10
Glasgow 10
Jiaxing 10
Osaka 10
Sheffield 10
Taizhou 10
Wuhan 10
Boardman 9
Mezzocorona 9
Taichung 9
Taichung City 9
Abu Dhabi 8
Hamburg 8
Ho Chi Minh City 8
Munich 8
Norwalk 8
Quezon City 8
Redmond 8
San Francisco 8
Totale 5.014
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Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 1.677
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 779
Multitask Machine Learning for Financial Forecasting 310
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 235
Implicit Trigger Price Determination for Contingent Convertible Bond 109
LIE SYMMETRY APPROACH TO THE CEV MODEL 98
Analysis of recurrent neural networks for short-term energy load forecasting 95
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 90
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 88
Autoregressive approaches to import–export time series II: a concrete case study 87
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 86
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 84
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 84
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 81
Gaussian estimates on networks with applications to optimal control 81
Default Contagion in Financial Networks 79
Some stochastic dynamical models in neurobiology: recent developments 76
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 76
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 76
Autoregressive approaches to import–export time series I: basic techniques 76
Gibbs sampling approach to regime switching analysis of financial time series 76
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 76
Volatility of prices of financial assets 76
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 75
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 74
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 72
Gibbs Sampling Approach to Markov Switching Models in Finance 72
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 71
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 71
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 69
A variable stochastic admittance control framework with energy tank 69
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 68
Stock Financial Bubbles: a trinomial trees based analysis 68
Smart green applications: From renewable energy management to intelligent transportation systems 67
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 66
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 66
Optimal control of stochastic FitzHugh-Nagumo equation 66
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 66
A Bank Salvage Model by Impulse Stochastic Controls 65
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 62
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 61
Maximal irreducibility measure for spatial birth-and-death processes 61
Gaussian estimates on networks with dynamic stochastic boundary conditions 61
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 61
Maximum Likelihood Approach to Markov Switching Models 61
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 60
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 60
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 60
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 60
Mild solutions to the dynamic programming equation for stochastic optimal control problems 60
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 59
Measure-valued affine and polynomial diffusions 58
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 57
A discrete trinomial model for the birth and death of stock financial bubbles 57
Local invariants for a finite multipartite quantum system 57
Feedback Optimal Controllers for the Heston Model 56
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 55
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 55
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 55
Bayesian Approach to Energy Load Forecast with Neural Networks 55
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 54
Asymptotic expansion for some local volatility models arising in finance 53
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 53
Fecundity regulation in a spatial birth-and-death process 52
Multivariate Option Pricing with Pair-Copulas 51
Invariant measures for stochastic differential equations on networks 50
Polynomial Chaos Expansion Approach to Interest Rate Models 50
Optimal execution strategy in liquidity framework 50
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 50
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 50
Stochastic Modeling of Wind Derivatives in Energy Markets 49
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 48
The Default Risk Charge approach to regulatory risk measurement processes 47
A maximum principle for a stochastic control problem with multiple random terminal times 45
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity 44
Stochastic systems with memory and jumps 44
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 44
SMALL NOISE EXPANSION FOR THE LÉVY PERTURBED VASICEK MODEL 43
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 43
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 42
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 42
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 39
Preface of the Symposium "advanced Engineering Systems and Computer Applications: Theory and Practice" 38
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 38
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 35
Stabilization of bilateral teleoperators with asymmetric stochastic delay 34
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 33
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 33
Stabilization of planar non-Markovian switched linear systems with unbounded random delays 33
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 33
Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case 32
A quantization approach to the counterparty credit exposure estimation 32
The continuous-time frog model can spread arbitrarily fast 32
Discrete stochastic port-Hamiltonian systems 32
DIFFUSION APPROXIMATION FOR TRANSPORT EQUATIONS WITH DISSIPATIVE DRIFTS 28
Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance 24
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 24
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 23
Explosion and non-explosion for the continuous-time frog model 22
Measure-valued processes for energy markets 21
Totale 8.521
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Categoria #
all - tutte 26.130
article - articoli 23.687
book - libri 0
conference - conferenze 725
curatela - curatele 0
other - altro 439
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.279
Totale 52.260
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020506 0 6 7 22 102 57 32 8 17 115 67 73
2020/2021971 86 107 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
2023/20243.105 210 212 179 182 264 206 230 748 75 241 338 220
2024/2025460 265 195 0 0 0 0 0 0 0 0 0 0
Totale 8.731