Items where Author is "Livieri, Giulia"

Number of items: 14.
Article
  • Pricing transition risk with a jump-diffusion credit risk model:evidences from the CDS market. (2024) Livieri, Giulia and Radi, Davide and Smaniotto, Elia picture_as_pdf
  • Affine Volterra processes with jumps. Bondi, Alessandro and Livieri, Giulia and Pulido, Sergio picture_as_pdf
  • Analysis of bank leverage via dynamical systems and deep neural networks. Lillo, Fabrizio and Livieri, Giulia and Marmi, Stefano and Solomko, Anton and Vaienti, Sandro picture_as_pdf
  • Kelly betting with quantum payoff:a continuous variable approach. Tirone, Salvatore and Ghio, Maddalena and Livieri, Giulia and Giovannetti, Vittorio and Marmi, Stefano picture_as_pdf
  • Liquidity fluctuations and the latent dynamics of price impact. Mertens, Luca Philippe and Ciacci, Alberto and Lillo, Fabrizio and Livieri, Giulia
  • Mean-field games of finite-fuel capacity expansion with singular controls. Campi, Luciano and de Angelis, Tiziano and Ghio, Maddalena and Livieri, Giulia
  • N-Player games and mean-field games with smooth dependence on past absorptions. Campi, Luciano and Ghio, Maddalena and Livieri, Giulia
  • N-player games and mean field games of moderate interactions. Flandoli, Franco and Ghio, Maddalena and Livieri, Giulia picture_as_pdf
  • One-shot learning of stochastic differential equations with data adapted kernels. Darcy, Matthieu and Hamzi, Boumediene and Livieri, Giulia and Owhadi, Houman and Tavallali, Peyman
  • Uncertainty in firm valuation and a cross-sectional misvaluation measure. Bottazzi, Giulio and Cordoni, Francesco and Livieri, Giulia and Marmi, Stefano picture_as_pdf
  • Unimodal maps perturbed by heteroscedastic noise:an application to a financial systems. Lillo, Fabrizio and Livieri, Giulia and Marmi, Stefano and Solomko, Anton and Vaienti, Sandro picture_as_pdf
  • Volatility of volatility estimation:central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized Facts. Toscano, Giacomo and Livieri, Giulia and Mancino, Maria Elvira and Marmi, Stefano
  • The Yoccoz–Birkeland livestock population model coupled with random price dynamics. Ceccon, Riccardo and Livieri, Giulia and Marmi, Stefano
  • The continuous-time limit of score-driven volatility models. Buccheri, Giuseppe and Corsi, Fulvio and Flandoli, Franco and Livieri, Giulia