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
From Optimal Control to Optimal Transport via Stochastic Neural Networks in the Mean Field Setting
2023-01-01 Garbelli, Matteo; DI PERSIO, Luca
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