ติดตาม
Luca Di Persio
Luca Di Persio
Department of Computer Science - Verona University
ยืนยันอีเมลแล้วที่ univr.it - หน้าแรก
ชื่อ
อ้างโดย
อ้างโดย
ปี
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
1422017
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
872016
Stochastic modeling of wind derivatives in energy markets
FE Benth, L Di Persio, S Lavagnini
Risks 6 (2), 56, 2018
592018
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
542023
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
362016
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
352019
Analysis of recurrent neural networks for short-term energy load forecasting
L Di Persio, O Honchar
AIP Conference Proceedings 1906 (1), 2017
342017
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
332020
Multitask machine learning for financial forecasting
L Di Persio, O Honchar
International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018
332018
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
332011
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
312017
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
312016
Optimal control of stochastic FitzHugh–Nagumo equation
V Barbu, F Cordoni, LD Persio
International Journal of Control 89 (4), 746-756, 2016
292016
Polynomial chaos expansion approach to interest rate models
L Di Persio, G Pellegrini, M Bonollo
Journal of Probability and Statistics 2015 (1), 369053, 2015
232015
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
222023
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
212019
Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
F Cordoni, L Di Persio
arXiv preprint arXiv:1705.10227, 2017
212017
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
202013
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
192019
Markov switching model analysis of implied volatility for market indexes with applications to S&P 500 and dax
L Di Persio, S Vettori
Journal of Mathematics 2014 (1), 753852, 2014
192014
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บทความ 1–20