Giulia Livieri

1. N-player games and mean-field games with smooth dependence on past\n absorptions
   2019/02/07 by Luciano Campi, Campi, Luciano, Maddalena Ghio +3 · 3 citations
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60B10 #60K35 #91A06 #93E20 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls
   2020/06/03 by Luciano Campi, Campi, Luciano, Tiziano De Angelis +5 · 2 citations
   Economics, Econometrics and Finance · Physics and Astronomy · #35R35 #60G40 #91A15 #91A16 #93E20 #Advanced Thermodynamics and Statistical Mechanics #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
3. Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis
   2022/10/24 by Luca Galimberti, Galimberti, Luca, Kratsios, Anastasis +2 · 3 citations
   Computer Science · Mathematics · Physics and Astronomy · #Computational Finance (q-fin.CP) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Markov Chains and Monte Carlo Methods #Model Reduction and Neural Networks
4. Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
   2023/03/22 by Giulia Livieri, Davide Radi, Livieri, Giulia +3 · 1 citation
   Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Climate Change Policy and Economics #Credit Risk and Financial Regulations #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Statistical Finance (q-fin.ST)
5. Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach
   2024/05/30 by Reza Arabpour, Arabpour, Reza, John Armstrong +7 · 1 citation
   Physics and Astronomy · Economics, Econometrics and Finance · Biochemistry, Genetics and Molecular Biology · #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and financial applications #Diffusion and Search Dynamics
6. NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes
   2026/07/15 by Anastasis Kratsios, Giulia Livieri, Philipp Schmocker
   #math.PR #cs.LG #q-fin.CP #stat.ML