Luca Di Persio

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Oleksandr HoncharUniversity of VeronaEmail verificata su studenti.univr.it
Riccardo MuradoreDepartment of Computer Science, University of VeronaEmail verificata su univr.it
Boubaker SmiiAProfessor of Mathematics, King Fahd University of Petroleum and MineralsEmail verificata su kfupm.edu.sa
Luciano CampiUniversità degli Studi di MilanoEmail verificata su unimi.it
Viorel BarbuUniversity Al.I.Cuza and Romanian AcademyEmail verificata su uaic.ro
Matteo FrigoSenior R&D Scientist, CorsmedEmail verificata su corsmed.com
Tyll KrügerWroclaw University of TechnologyEmail verificata su pwr.wroc.pl
Lucian MaticiucFaculty of Mathematics, "Alexandru Ioan Cuza" University, Iasi, RomaniaEmail verificata su uaic.ro
Fred Espen BenthDepartment of Mathematics, University of Oslo, NorwayEmail verificata su math.uio.no
Silvia LavagniniAssistant Professor, BI Norwegian Business SchoolEmail verificata su bi.no
Yuri KondratievBielefeld UniversityEmail verificata su math.uni-bielefeld.de
Giulia Di NunnoProfessor at University of Oslo and Adjunct Professor at NHH BergenEmail verificata su math.uio.no
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of KyivEmail verificata su knu.ua
Carlo MarinelliDepartment of Mathematics, University College LondonEmail verificata su ucl.ac.uk
Sonia Mazzucchiassociate professor in probabilityEmail verificata su unitn.it
Mario CollottaKore University of EnnaEmail verificata su unikore.it
vincenzo crescimannauniversity of stirlingEmail verificata su stir.ac.uk

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Luca Di Persio

Department of Computer Science - Verona University

Email verificata su univr.it - Home page

Stochastic processes SPDEs Mathematical Finance


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Recurrent Neural Networks Approach to the Financial Forecast of Google Assets OH Luca Di Persio International Journal of Mathematics and Computers in Simulation 11, 7-13, 2017	144	2017
Artificial neural networks approach to the forecast of stock market price movements L Di Persio, O Honchar International Journal of Economics and Management Systems 1 (Anno 2016), 158-162, 2016	90	2016
Stochastic modeling of wind derivatives in energy markets FE Benth, L Di Persio, S Lavagnini Risks 6 (2), 56, 2018	57	2018
Heat transfer analysis of fractional model of couple stress Casson tri-hybrid nanofluid using dissimilar shape nanoparticles in blood with biomedical applications M Arif, L Di Persio, P Kumam, W Watthayu, A Akgül Scientific Reports 13 (1), 4596, 2023	51	2023
Gibbs sampling approach to regime switching analysis of financial time series L Di Persio, M Frigo Journal of Computational and Applied Mathematics 300, 43-55, 2016	36	2016
Analysis of recurrent neural networks for short-term energy load forecasting L Di Persio, O Honchar AIP Conference Proceedings 1906 (1), 2017	35	2017
Mean field games with controlled jump–diffusion dynamics: Existence results and an illiquid interbank market model C Benazzoli, L Campi, L Di Persio Stochastic Processes and their Applications 130 (11), 6927-6964, 2020	34	2020
Stochastic systems with memory and jumps DR Baños, F Cordoni, G Di Nunno, L Di Persio, EE Røse Journal of Differential Equations 266 (9), 5772-5820, 2019	34	2019
Multitask machine learning for financial forecasting L Di Persio, O Honchar International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018	34	2018
Novel approaches to the energy load unbalance forecasting in the Italian electricity market L Di Persio, A Cecchin, F Cordoni Journal of Mathematics in Industry 7, 1-15, 2017	31	2017
A class of Lévy driven SDEs and their explicit invariant measures S Albeverio, LD Persio, E Mastrogiacomo, B Smii Potential Analysis 45, 229-259, 2016	31	2016
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded nonlinearity S Albeverio, L Di Persio, E Mastrogiacomo Tohoku Mathematical Journal, Second Series 63 (4), 877-898, 2011	31	2011
Optimal control of stochastic FitzHugh–Nagumo equation V Barbu, F Cordoni, LD Persio International Journal of Control 89 (4), 746-756, 2016	29	2016
Polynomial chaos expansion approach to interest rate models L Di Persio, G Pellegrini, M Bonollo Journal of Probability and Statistics 2015 (1), 369053, 2015	23	2015
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth V Bezborodov, L Di Persio, Y Mishura Methodology and Computing in Applied Probability 21, 331-366, 2019	22	2019
Electricity price forecasting via statistical and deep learning approaches: The german case A Poggi, L Di Persio, M Ehrhardt AppliedMath 3 (2), 316-342, 2023	21	2023
ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps C Benazzoli, L Campi, L Di Persio Statistics & Probability Letters 154, 108522, 2019	21	2019
Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable F Cordoni, L Di Persio arXiv preprint arXiv:1705.10227, 2017	20	2017
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps C Marinelli, L Di Persio, G Ziglio Journal of Functional Analysis 264 (12), 2784-2816, 2013	20	2013
Default contagion in financial networks C Benazzoli, L Di Persio Int J Math Comput Simul 10, 112-7, 2016	19	2016

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