| Deep learning and mean-field games: A stochastic optimal control perspective LD Persio, M Garbelli Symmetry 13 (1), 14, 2020 | 14 | 2020 |
| Forward-looking volatility estimation for risk-managed investment strategies during the covid-19 crisis L Di Persio, M Garbelli, K Wallbaum Risks 9 (2), 33, 2021 | 13 | 2021 |
| Volatility forecasting with hybrid neural networks methods for risk parity investment strategies L Di Persio, M Garbelli, F Mottaghi, K Wallbaum Expert Systems with Applications 229, 120418, 2023 | 5 | 2023 |
| The Master Equation in a Bounded Domain with Absorption L Di Persio, M Garbelli, M Ricciardi arXiv preprint arXiv:2203.15583, 2022 | 3 | 2022 |
| Time-delayed generalized BSDEs L Di Persio, M Garbelli, L Maticiuc, A Zălinescu Stochastic Processes and their Applications 170, 104277, 2024 | 1 | 2024 |
| Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations L Di Persio, M Garbelli, A Zălinescu Nonlinear Differential Equations and Applications NoDEA 30 (6), 72, 2023 | 1 | 2023 |
| From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks L Di Persio, M Garbelli Symmetry 15 (9), 1724, 2023 | 1 | 2023 |
| SDEs and MFGs towards Machine Learning applications M Garbelli Università degli studi di Trento, 2023 | | 2023 |
