Search Results - Luca Di Persio

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  1. 1

    Autoregressive approaches to import–export time series II: a concrete case study by Luca Di Persio, Chiara Segala

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  2. 2

    Probabilistic Forecasting of Crude Oil Prices Using Conditional Generative Adversarial Network Model with Lévy Process by Mohammed Alruqimi, Luca Di Persio

    Published in Mathematics (2025-01-01)
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  3. 3

    Multistep Brent oil price forecasting with a multi-aspect meta-heuristic optimization and ensemble deep learning model by Mohammed Alruqimi, Luca Di Persio

    Published in Energy Informatics (2024-11-01)
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  4. 4

    Exploring Optimisation Strategies Under Jump-Diffusion Dynamics by Luca Di Persio, Nicola Fraccarolo

    Published in Mathematics (2025-02-01)
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  5. 5

    Investment and Bidding Strategies for Optimal Transmission Management Dynamics: The Italian Case by Luca Di Persio, Nicola Fraccarolo

    Published in Energies (2023-08-01)
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  6. 6

    Hybrid SDE-Neural Networks for Interpretable Wind Power Prediction Using SCADA Data by Mehrdad Ghadiri, Luca Di Persio

    Published in Electricity (2025-09-01)
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  7. 7

    Enhancing Multi-step Brent Oil Price Forecasting with Ensemble Multi-scenario Bi-GRU Networks by Mohammed Alruqimi, Luca Di Persio

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  8. 8

    Gaussian estimates on networks with applications to optimal control by Luca Di Persio, Giacomo Ziglio

    Published in Networks and Heterogeneous Media (2011-05-01)
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  9. 9

    Herd Behavior and Financial Crashes: An Interacting Particle System Approach by Vincenzo Crescimanna, Luca Di Persio

    Published in Journal of Mathematics (2016-01-01)
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  10. 10

    Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX by Luca Di Persio, Samuele Vettori

    Published in Journal of Mathematics (2014-01-01)
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  11. 11

    An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market by Luca Di Persio, Isacco Perin

    Published in Journal of Probability and Statistics (2015-01-01)
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  12. 12

    2D Object Detection: A Survey by Emanuele Malagoli, Luca Di Persio

    Published in Mathematics (2025-03-01)
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  13. 13

    Energy Consumption Forecasts by Gradient Boosting Regression Trees by Luca Di Persio, Nicola Fraccarolo

    Published in Mathematics (2023-02-01)
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  14. 14

    Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis by Luca Di Persio, Tamirat Temesgen Dufera

    Published in Mathematics (2024-11-01)
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  15. 15

    Polynomial Chaos Expansion Approach to Interest Rate Models by Luca Di Persio, Gregorio Pellegrini, Michele Bonollo

    Published in Journal of Probability and Statistics (2015-01-01)
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  16. 16

    Classical Gasses with Singular Densities by Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan

    Published in Mathematics (2024-12-01)
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  17. 17

    Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case by Emma Viviani, Luca Di Persio, Matthias Ehrhardt

    Published in Energies (2021-01-01)
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  18. 18

    Electricity Price Forecasting via Statistical and Deep Learning Approaches: The German Case by Aurora Poggi, Luca Di Persio, Matthias Ehrhardt

    Published in AppliedMath (2023-04-01)
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  19. 19

    A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks by Luca Di Persio, Luca Prezioso, Yilun Jiang

    Published in Risks (2023-03-01)
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  20. 20

    Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis by Luca Di Persio, Matteo Garbelli, Kai Wallbaum

    Published in Risks (2021-02-01)
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