Luca Di Persio
Luca Di Persio
Department of Computer Science - Verona University
Verified email at univr.it - Homepage
Title
Cited by
Cited by
Year
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
482016
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
362017
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
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
252016
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
212017
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
A class of Lévy driven SDEs and their explicit invariant measures
S Albeverio, L Di Persio, E Mastrogiacomo, B Smii
Potential Analysis 45 (2), 229-259, 2016
162016
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
152019
Multitask machine learning for financial forecasting
L Di Persio, O Honchar
International Journal of Circuits, Systems and Signal Processing 12, 444-451, 2018
152018
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 (03 …, 2015
152015
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems.
F Cordoni, L Di Persio
International Journal of Stochastic Analysis, 2014
152014
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
142007
Stochastic modeling of wind derivatives in energy markets
FE Benth, L Di Persio, S Lavagnini
Risks 6 (2), 56, 2018
132018
Default contagion in financial networks
C Benazzoli, L Di Persio
Int J Math Comput Simul 10, 112-7, 2016
132016
Maximum likelihood approach to markov switching models
L Di Persio, M Frigo
WSEAS Transactions on Business and Economics 12, 239-242, 2015
132015
Analysis of recurrent neural networks for short-term energy load forecasting
L Di Persio, O Honchar
AIP Conference Proceedings 1906 (1), 190006, 2017
122017
Some stochastic dynamical models in neurobiology: recent developments
S Albeverio, L Di Persio
European Communications in Mathematical and Theoretical Biology 14, 44-53, 2011
122011
Gaussian estimates on networks with dynamic stochastic boundary conditions
F Cordoni, L Di Persio
Infinite Dimensional Analysis, Quantum Probability and Related Topics 20 (01 …, 2017
112017
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