Optimal Control of the FitzHugh–Nagumo Stochastic Model with Nonlinear Diffusion von Cordoni, Francesco, Persio, Luca Di

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Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective von Persio, Luca Di, Garbelli, Matteo

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Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time von Bonollo, Michele, Persio, Luca Di, Mammi, Luca, Olivad, Immacolata

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Heat transfer analysis of fractional model of couple stress Casson tri-hybrid nanofluid using dissimilar shape nanoparticles in blood with biomedical applications von Arif, Muhammad, Di Persio, Luca, Kumam, Poom, Watthayu, Wiboonsak, Akgül, Ali

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Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks von Cordoni, Francesco, Di Persio, Luca, Muradore, Riccardo

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

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

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The Default Risk Charge approach to regulatory risk measurement processes von Bonollo, Michele, Persio, Luca Di, Prezioso, Luca

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Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems von Cordoni, Francesco, Di Persio, Luca

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Stochastic Approaches to Energy Markets: From Stochastic Differential Equations to Mean Field Games and Neural Network Modeling von Di Persio, Luca, Alruqimi, Mohammed, Garbelli, Matteo

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The proportional Caputo operator approach to the thermal transport of Jeffery tri-hybrid nanofluid in a rotating frame with thermal radiation von Arif, Muhammad, Kumam, Poom, Watthayu, Wiboonsak, Di Persio, Luca

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

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

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From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks von Di Persio, Luca, Garbelli, Matteo

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Maximizing Profitability and Occupancy: An Optimal Pricing Strategy for Airbnb Hosts Using Regression Techniques and Natural Language Processing von Di Persio, Luca, Lalmi, Enis

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

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Stochastic Port-Hamiltonian Systems von Cordoni, Francesco, Di Persio, Luca, Muradore, Riccardo

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Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance von Di Persio, Luca, Turatta, Gianni

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Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth von Bezborodov, Viktor, Di Persio, Luca, Mishura, Yuliya

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Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations von Di Persio, Luca, Garbelli, Matteo, Zălinescu, Adrian

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