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Lillo, Fabrizio, Livieri, Giulia ORCID: 0000-0002-3777-7329, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro
(2023)
Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems.
Journal of Statistical Physics, 190 (10).
ISSN 0022-4715
Lillo, Fabrizio, Livieri, Giulia ORCID: 0000-0002-3777-7329, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro
(2023)
Analysis of bank leverage via dynamical systems and deep neural networks.
SIAM Journal on Financial Mathematics, 14 (2).
598 - 643.
ISSN 1945-497X
Ceccon, Riccardo, Livieri, Giulia ORCID: 0000-0002-3777-7329 and Marmi, Stefano
(2023)
The Yoccoz–Birkeland livestock population model coupled with random price dynamics.
Communications in Nonlinear Science and Numerical Simulation, 118.
ISSN 1007-5704
Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia ORCID: 0000-0002-3777-7329 and Marmi, Stefano
(2023)
Uncertainty in firm valuation and a cross-sectional misvaluation measure.
Annals of Finance, 19 (1).
63 - 93.
ISSN 1614-2446
Toscano, Giacomo, Livieri, Giulia ORCID: 0000-0002-3777-7329, Mancino, Maria Elvira and Marmi, Stefano
(2022)
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized Facts.
Journal of Financial Econometrics, 22 (1).
252 - 296.
ISSN 1479-8409
Tirone, Salvatore, Ghio, Maddalena, Livieri, Giulia ORCID: 0000-0002-3777-7329, Giovannetti, Vittorio and Marmi, Stefano
(2021)
Kelly betting with quantum payoff: a continuous variable approach.
Quantum (5).
ISSN 2521-327X
Corsi, Fulvio, Hosni, Hykel and Marmi, Stefano (2013) Risk allocation: the double face of financial derivatives. . London School of Economics and Political Science.