Items where Author is "Marmi, Stefano"
Number of items: 7.
Article
Analysis of bank leverage via dynamical systems and deep neural networks.
Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; Vaienti, Sandro
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Kelly betting with quantum payoff:a continuous variable approach.
Tirone, Salvatore; Ghio, Maddalena; Livieri, Giulia; Giovannetti, Vittorio; Marmi, Stefano
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Uncertainty in firm valuation and a cross-sectional misvaluation measure.
Bottazzi, Giulio; Cordoni, Francesco; Livieri, Giulia; Marmi, Stefano
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Unimodal maps perturbed by heteroscedastic noise:an application to a financial systems.
Lillo, Fabrizio; Livieri, Giulia; Marmi, Stefano; Solomko, Anton; Vaienti, Sandro
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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