Giordano, Luca M.
- SPDEs with fractional noise in space: continuity in law with respect to\n the Hurst index
2018/10/08 by Luca Giordano, Maria Jolis, Giordano, Luca M. +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management
- Reinforcement Learning for Bidding Strategy Optimization in Day-Ahead Energy Market
2024/11/25 by Luca Di Persio, Di Persio, Luca, Matteo Garbelli +3 · 1 citation
Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Smart Grid Energy Management
- SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
2019/11/27 by Giordano, Luca M., Jolis, Maria, Quer-Sardanyons, Lluís · 1 citation
#60B10 #60H07 #60H15 #FOS: Mathematics #Probability (math.PR)