CATALOGO DEI PRODOTTI DELLA RICERCA

DI PERSIO, Luca
 Distribuzione geografica
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Continente #
EU - Europa 3.707
AS - Asia 3.468
NA - Nord America 2.965
SA - Sud America 245
AF - Africa 213
OC - Oceania 143
Continente sconosciuto - Info sul continente non disponibili 2
Totale 10.743
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Nazione #
US - Stati Uniti d'America 2.863
GB - Regno Unito 1.017
SG - Singapore 912
CN - Cina 826
IT - Italia 654
DE - Germania 353
VN - Vietnam 297
RU - Federazione Russa 290
IN - India 286
FR - Francia 263
IE - Irlanda 249
SE - Svezia 221
HK - Hong Kong 209
BR - Brasile 195
FI - Finlandia 177
TW - Taiwan 138
ID - Indonesia 136
AU - Australia 121
TR - Turchia 108
IR - Iran 105
KR - Corea 86
JP - Giappone 76
CA - Canada 68
NL - Olanda 65
PK - Pakistan 58
UA - Ucraina 58
CH - Svizzera 43
MY - Malesia 42
AT - Austria 38
ES - Italia 38
PL - Polonia 38
PH - Filippine 36
BE - Belgio 35
NG - Nigeria 35
ZA - Sudafrica 35
MA - Marocco 33
CZ - Repubblica Ceca 26
NO - Norvegia 24
MX - Messico 23
NZ - Nuova Zelanda 22
RO - Romania 22
BD - Bangladesh 21
GR - Grecia 20
TG - Togo 20
SA - Arabia Saudita 19
ET - Etiopia 18
EG - Egitto 16
IQ - Iraq 15
TH - Thailandia 14
DZ - Algeria 13
AE - Emirati Arabi Uniti 12
AR - Argentina 12
LK - Sri Lanka 12
CO - Colombia 11
DK - Danimarca 11
PE - Perù 10
HU - Ungheria 9
IL - Israele 9
LT - Lituania 9
TN - Tunisia 9
KZ - Kazakistan 8
MO - Macao, regione amministrativa speciale della Cina 8
PT - Portogallo 8
CL - Cile 7
NP - Nepal 7
VE - Venezuela 7
ZW - Zimbabwe 7
BG - Bulgaria 6
JO - Giordania 6
AL - Albania 5
GH - Ghana 5
KE - Kenya 5
CY - Cipro 4
DO - Repubblica Dominicana 4
RS - Serbia 4
SK - Slovacchia (Repubblica Slovacca) 4
SY - Repubblica araba siriana 4
CM - Camerun 3
CR - Costa Rica 3
HR - Croazia 3
LB - Libano 3
MK - Macedonia 3
MT - Malta 3
UG - Uganda 3
BH - Bahrain 2
BS - Bahamas 2
BY - Bielorussia 2
EE - Estonia 2
EU - Europa 2
FO - Isole Faroe 2
KH - Cambogia 2
LU - Lussemburgo 2
MU - Mauritius 2
MW - Malawi 2
NA - Namibia 2
RW - Ruanda 2
UZ - Uzbekistan 2
AZ - Azerbaigian 1
BN - Brunei Darussalam 1
EC - Ecuador 1
Totale 10.730
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Città #
Singapore 747
Southend 675
Chandler 465
Dublin 244
Jacksonville 220
Ann Arbor 218
Ashburn 207
Los Angeles 159
Dong Ket 154
Woodbridge 144
Verona 142
Hong Kong 109
Beijing 108
Houston 101
Lawrence 95
Jakarta 93
Princeton 92
Wilmington 81
Helsinki 77
Milan 53
Nanjing 51
Shenyang 50
Jinan 48
Seattle 47
Sydney 43
Tokyo 41
Central 40
Southampton 34
Trento 33
Redwood City 32
Rome 31
Tehran 31
Frankfurt am Main 30
Ho Chi Minh City 29
Shanghai 29
Chennai 28
São Paulo 28
Guangzhou 27
Taipei 27
Sindelfingen 26
Istanbul 25
Pune 25
Vienna 25
Brussels 24
Hebei 24
Falkenstein 23
New York 22
San Jose 22
Santa Clara 22
London 21
Nuremberg 21
Tappahannock 21
Ankara 20
Council Bluffs 20
Lomé 20
Nanchang 20
Amsterdam 19
Birmingham 19
Hangzhou 19
Lagos 19
Montreal 19
Moscow 19
Seoul 19
Zurich 19
Changsha 18
Mumbai 18
Tianjin 18
Cape Town 17
Delhi 17
Elk Grove Village 17
Fairfield 17
Hyderabad 17
Kuala Lumpur 17
Melbourne 17
Warsaw 17
Auckland 16
Gold Coast 16
Zhengzhou 16
Bengaluru 15
New Taipei 15
Ningbo 15
Athens 14
Brisbane 14
Edinburgh 14
Prague 14
Stockholm 14
Boardman 13
Chengdu 13
Chicago 13
Madrid 13
New Delhi 13
Toronto 13
Glasgow 12
Haikou 12
Leeds 12
Munich 12
Trieste 12
Wuhan 12
Karachi 11
Lancaster 11
Totale 5.921
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Nome #
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 2.205
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets 1.075
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 390
Multitask Machine Learning for Financial Forecasting 389
Implicit Trigger Price Determination for Contingent Convertible Bond 120
Gibbs sampling approach to regime switching analysis of financial time series 114
Analysis of recurrent neural networks for short-term energy load forecasting 114
LIE SYMMETRY APPROACH TO THE CEV MODEL 113
Collision avoidance and dynamic modeling for wheeled mobile robots and industrial manipulators 104
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 101
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 100
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time 98
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 96
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 96
Autoregressive approaches to import–export time series II: a concrete case study 93
Explicit Computation of the Post-crisis Spot LIBOR in a Jump-Diffusion Framework 90
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 90
Gaussian estimates on networks with applications to optimal control 88
Default Contagion in Financial Networks 88
Gibbs Sampling Approach to Markov Switching Models in Finance 87
Volatility of prices of financial assets 86
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 84
Counterparty Credit Risk evaluation for Accumulator derivatives: the Brownian Local Time approach 84
Stochastic Modeling of Wind Derivatives in Energy Markets 84
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 84
Autoregressive approaches to import–export time series I: basic techniques 83
Some stochastic dynamical models in neurobiology: recent developments 82
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 81
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 79
A variable stochastic admittance control framework with energy tank 79
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 77
Optimal Execution Strategy in Liquidity Framework Under Exponential Temporary Market Impact 77
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 77
Wind Energy Production in Italy: A Forecasting Approach Based on Fractional Brownian Motion and Generative Adversarial Networks 76
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 76
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 75
Stock Financial Bubbles: a trinomial trees based analysis 75
Smart green applications: From renewable energy management to intelligent transportation systems 74
A Bank Salvage Model by Impulse Stochastic Controls 74
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 73
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 72
Maximum Likelihood Approach to Markov Switching Models 72
Optimal control of stochastic FitzHugh-Nagumo equation 71
Measure-valued affine and polynomial diffusions 70
Herd Behavior and Financial Crashes: An Interacting Particle System Approach 70
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 69
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 69
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 69
Gaussian estimates on networks with dynamic stochastic boundary conditions 69
Bayesian Approach to Energy Load Forecast with Neural Networks 69
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 69
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 68
A discrete trinomial model for the birth and death of stock financial bubbles 68
Training Neural Networks for Financial Forecasting: Backpropagation vs Particle Swarm Optimization 67
Maximal irreducibility measure for spatial birth-and-death processes 67
Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension 67
Mild solutions to the dynamic programming equation for stochastic optimal control problems 67
A maximum principle for a stochastic control problem with multiple random terminal times 64
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 63
Feedback Optimal Controllers for the Heston Model 63
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 62
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 62
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 62
Local invariants for a finite multipartite quantum system 61
Asymptotic expansion for some local volatility models arising in finance 60
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 60
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 59
Fecundity regulation in a spatial birth-and-death process 59
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 58
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 58
Polynomial Chaos Expansion Approach to Interest Rate Models 57
Invariant measures for stochastic differential equations on networks 55
Multivariate Option Pricing with Pair-Copulas 55
Stochastic systems with memory and jumps 55
The Default Risk Charge approach to regulatory risk measurement processes 55
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies 54
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 54
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint 54
Optimal execution strategy in liquidity framework 53
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate 53
SMALL NOISE EXPANSION FOR THE LÉVY PERTURBED VASICEK MODEL 51
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 51
Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case 48
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity 46
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure 46
Stabilization of bilateral teleoperators with asymmetric stochastic delay 44
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 44
Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case 43
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 43
A quantization approach to the counterparty credit exposure estimation 43
Discrete stochastic port-Hamiltonian systems 43
Preface of the Symposium "advanced Engineering Systems and Computer Applications: Theory and Practice" 42
DIFFUSION APPROXIMATION FOR TRANSPORT EQUATIONS WITH DISSIPATIVE DRIFTS 41
Stabilization of planar non-Markovian switched linear systems with unbounded random delays 40
The continuous-time frog model can spread arbitrarily fast 39
Measure-valued processes for energy markets 39
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 38
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps 38
Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance 30
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 29
Totale 10.578
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Categoria #
all - tutte 34.283
article - articoli 31.416
book - libri 0
conference - conferenze 913
curatela - curatele 0
other - altro 380
patent - brevetti 0
selected - selezionate 0
volume - volumi 1.574
Totale 68.566
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020272 0 0 0 0 0 0 0 0 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
2023/20243.097 210 212 179 182 264 206 230 747 74 238 335 220
2024/20252.770 262 342 277 643 293 307 245 282 119 0 0 0
Totale 11.033