GARBELLI, MATTEO
GARBELLI, MATTEO
DIPARTIMENTO DI INFORMATICA
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Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective
2021-01-01 Persio, Luca Di; Garbelli, Matteo
Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations
2023-01-01 Di Persio, Luca; Garbelli, Matteo; Zălinescu, Adrian
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis
2021-01-01 DI PERSIO, Luca; Garbelli, Matteo; Wallbaum, Kai
From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks
2023-01-01 DI PERSIO, Luca; Garbelli, Matteo
Time-delayed generalized BSDEs
2024-01-01 Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies
2023-01-01 DI PERSIO, Luca; Garbelli, Matteo; Mottaghi, Fatemeh; Wallbaum, Kai
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective | 1-gen-2021 | Persio, Luca Di; Garbelli, Matteo | |
Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations | 1-gen-2023 | Di Persio, Luca; Garbelli, Matteo; Zălinescu, Adrian | |
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis | 1-gen-2021 | DI PERSIO, Luca; Garbelli, Matteo; Wallbaum, Kai | |
From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks | 1-gen-2023 | DI PERSIO, Luca; Garbelli, Matteo | |
Time-delayed generalized BSDEs | 1-gen-2024 | Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian | |
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies | 1-gen-2023 | DI PERSIO, Luca; Garbelli, Matteo; Mottaghi, Fatemeh; Wallbaum, Kai |