CORDONI, Francesco Giuseppe
CORDONI, Francesco Giuseppe
DIPARTIMENTO DI INFORMATICA
A Bank Salvage Model by Impulse Stochastic Controls
2020-01-01 Cordoni, Francesco; Di Persio, Luca; Jiang, Yilun
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization
2016-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
A deep learning unsupervised approach for fault diagnosis of household appliances
2020-01-01 Cordoni, Francesco Giuseppe; Bacchiega, Gianluca; Bondani, Giulio; Radu, Robert; Muradore, Riccardo
A lending scheme for a system of interconnected banks with probabilistic constraints of failure
2020-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca; Prezioso, Luca
A maximum principle for a stochastic control problem with multiple random terminal times
2020-01-01 Cordoni, Francesco; Di Persio, Luca
A multi–modal unsupervised fault detection system based on power signals and thermal imaging via deep AutoEncoder neural network
2022-01-01 Cordoni, Francesco; Bacchiega, Gianluca; Bondani, Giulio; Radu, Robert; Muradore, Riccardo
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
2017-01-01 DI PERSIO, Luca; Cordoni, Francesco Giuseppe; Oliva, Immacolata
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
2020-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Maticiuc, Lucian; Zalinescu, Adrian
A variable stochastic admittance control framework with energy tank
2020-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Muradore, Riccardo
Asymptotic expansion for some local volatility models arising in finance
2019-01-01 Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks
2021-01-01 Cordoni, Francesco; Di Persio, Luca; Muradore, Riccardo
Discrete stochastic port-Hamiltonian systems
2022-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca; Muradore, Riccardo
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Gaussian estimates on networks with dynamic stochastic boundary conditions
2017-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework
2015-01-01 DI PERSIO, Luca; Cordoni, Francesco Giuseppe
LIE SYMMETRY APPROACH TO THE CEV MODEL
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Novel approaches to the energy load unbalance forecasting in the Italian electricity market
2017-01-01 DI PERSIO, Luca; Cecchin, A.; Cordoni, Francesco Giuseppe
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable
2018-01-01 DI PERSIO, Luca; Cordoni, Francesco Giuseppe