Items where Author is "Marmi, Stefano"

Number of items: 7.
  • Analysis of bank leverage via dynamical systems and deep neural networks. Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; Vaienti, Sandro picture_as_pdf
  • Kelly betting with quantum payoff:a continuous variable approach. Tirone, Salvatore; Ghio, Maddalena; Livieri, Giulia; Giovannetti, Vittorio; Marmi, Stefano picture_as_pdf
  • Risk allocation: the double face of financial derivatives. Corsi, Fulvio; Hosni, Hykel; Marmi, Stefano
  • Uncertainty in firm valuation and a cross-sectional misvaluation measure. Bottazzi, Giulio; Cordoni, Francesco; Livieri, Giulia; Marmi, Stefano picture_as_pdf
  • Unimodal maps perturbed by heteroscedastic noise:an application to a financial systems. Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; 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; Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
  • The Yoccoz–Birkeland livestock population model coupled with random price dynamics. Ceccon, Riccardo; Livieri, Giulia; Marmi, Stefano