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Luca Di Persio
Luca Di Persio
Department of Computer Science - Verona University
Verified email at univr.it - Homepage
Title
Cited by
Cited by
Year
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
1162017
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
802016
Stochastic modeling of wind derivatives in energy markets
FE Benth, L Di Persio, S Lavagnini
Risks 6 (2), 56, 2018
502018
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
352016
Stochastic systems with memory and jumps
DR Bańos, F Cordoni, G Di Nunno, L Di Persio, EE Rřse
Journal of Differential Equations 266 (9), 5772-5820, 2019
342019
Analysis of recurrent neural networks for short-term energy load forecasting
L Di Persio, O Honchar
AIP Conference Proceedings 1906 (1), 2017
322017
Multitask machine learning for financial forecasting
L Di Persio, O Honchar
International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018
312018
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
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
302011
Optimal control of stochastic FitzHugh–Nagumo equation
V Barbu, F Cordoni, LD Persio
International Journal of Control 89 (4), 746-756, 2016
292016
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
262017
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
232020
Polynomial chaos expansion approach to interest rate models
L Di Persio, G Pellegrini, M Bonollo
Journal of Probability and Statistics 2015, 2015
232015
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
192023
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
192013
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
182019
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
182019
Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable
F Cordoni, L Di Persio
arXiv preprint arXiv:1705.10227, 2017
182017
A BSDE with delayed generator approach to pricing under counterparty risk and collateralization
FG Cordoni, L Di Persio
International Journal of Stochastic Analysis, 1-11, 2016
182016
Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
F Cordoni, L Di Persio
International Journal of Stochastic Analysis, 1-11, 2014
162014
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