Luca Di Persio
Luca Di Persio
Department of Computer Science - Verona University
Verified email at univr.it - Homepage
Title
Cited by
Cited by
Year
From Markov chains to non-equilibrium particle systems
M Chen
World scientific, 2004
7792004
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, 2016
532016
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
482017
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
292016
Optimal control of stochastic FitzHugh–Nagumo equation
V Barbu, F Cordoni, LD Persio
International Journal of Control 89 (4), 746-756, 2016
272016
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
272011
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), 1-15, 2017
222017
Multitask machine learning for financial forecasting
L Di Persio, O Honchar
International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018
212018
A class of LÚvy driven SDEs and their explicit invariant measures
S Albeverio, L Di Persio, E Mastrogiacomo, B Smii
Potential Analysis 45 (2), 229-259, 2016
202016
Stochastic systems with memory and jumps
DR Ba˝os, F Cordoni, G Di Nunno, L Di Persio, EE R°se
Journal of Differential Equations 266 (9), 5772-5820, 2019
182019
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization.
F Cordoni, L Di Persio
International Journal of Stochastic Analysis, 2016
182016
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
182013
Stochastic modeling of wind derivatives in energy markets
FE Benth, L Di Persio, S Lavagnini
Risks 6 (2), 56, 2018
162018
Polynomial chaos expansion approach to interest rate models
L Di Persio, G Pellegrini, M Bonollo
Journal of Probability and Statistics 2015, 2015
162015
Invariant measure for the Vasicek interest rate model in the Heath–Jarrow–Morton–Musiela framework
F Cordoni, L Di Persio
Infinite Dimensional Analysis, Quantum Probability and Related Topics 18 (03á…, 2015
162015
A rigorous approach to the Feynman-Vernon influence functional and its applications. I
S Albeverio, L Cattaneo, S Mazzucchi, L Di Persio
Journal of mathematical physics 48 (10), 102109, 2007
162007
Analysis of recurrent neural networks for short-term energy load forecasting
L Di Persio, O Honchar
AIP Conference Proceedings 1906 (1), 190006, 2017
152017
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems.
F Cordoni, L Di Persio
International Journal of Stochastic Analysis, 2014
152014
Maximum likelihood approach to markov switching models
L Di Persio, M Frigo
WSEAS Transactions on Business and Economics 12, 239-242, 2015
142015
Default contagion in financial networks
C Benazzoli, L Di Persio
International Journal of Mathematics and Computers in Simulation 10, 112-117, 2016
132016
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