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 | 123 | 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 | 83 | 2016 |
Stochastic modeling of wind derivatives in energy markets FE Benth, L Di Persio, S Lavagnini Risks 6 (2), 56, 2018 | 50 | 2018 |
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 | 35 | 2016 |
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 |
Analysis of recurrent neural networks for short-term energy load forecasting L Di Persio, O Honchar AIP Conference Proceedings 1906 (1), 2017 | 33 | 2017 |
Multitask machine learning for financial forecasting L Di Persio, O Honchar International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018 | 31 | 2018 |
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 | 30 | 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 |
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 | 28 | 2023 |
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 | 28 | 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 | 25 | 2020 |
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 | 21 | 2019 |
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 | 19 | 2019 |
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 | 19 | 2013 |
Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable F Cordoni, L Di Persio arXiv preprint arXiv:1705.10227, 2017 | 18 | 2017 |
Default contagion in financial networks C Benazzoli, L Di Persio Int J Math Comput Simul 10, 112-7, 2016 | 18 | 2016 |
A BSDE with delayed generator approach to pricing under counterparty risk and collateralization F Cordoni, L Di Persio International Journal of Stochastic Analysis 2016 (1), 1059303, 2016 | 18 | 2016 |