Livieri, Giulia

Number of items: 17.
LSE
  • Ceccon, Riccardo, Livieri, Giulia, Marmi, Stefano (2023). The Yoccoz–Birkeland livestock population model coupled with random price dynamics. Communications in Nonlinear Science and Numerical Simulation, 118, https://doi.org/10.1016/j.cnsns.2022.106982
  • Darcy, Matthieu, Hamzi, Boumediene, Livieri, Giulia, Owhadi, Houman, Tavallali, Peyman (2023). One-shot learning of stochastic differential equations with data adapted kernels. Physica D: Nonlinear Phenomena, 444, https://doi.org/10.1016/j.physd.2022.133583
  • Toscano, Giacomo, Livieri, Giulia, Mancino, Maria Elvira, 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. https://doi.org/10.1093/jjfinec/nbac035
  • Campi, Luciano, de Angelis, Tiziano, Ghio, Maddalena, Livieri, Giulia (2022). Mean-field games of finite-fuel capacity expansion with singular controls. Annals of Applied Probability, 32(5), 3674-3717. https://doi.org/10.1214/21-AAP1771
  • Flandoli, Franco, Ghio, Maddalena, Livieri, Giulia (2022). N-player games and mean field games of moderate interactions. Applied Mathematics and Optimization, 85(3). https://doi.org/10.1007/s00245-022-09834-7 picture_as_pdf
  • Tirone, Salvatore, Ghio, Maddalena, Livieri, Giulia, Giovannetti, Vittorio, Marmi, Stefano (2021). Kelly betting with quantum payoff: a continuous variable approach. Quantum, (5), https://doi.org/10.22331/Q-2021-09-21-545 picture_as_pdf
  • Mertens, Luca Philippe, Ciacci, Alberto, Lillo, Fabrizio, Livieri, Giulia (2021). Liquidity fluctuations and the latent dynamics of price impact. Quantitative Finance, 22(1), 149-169. https://doi.org/10.1080/14697688.2021.1947511
  • Buccheri, Giuseppe, Corsi, Fulvio, Flandoli, Franco, Livieri, Giulia (2021). The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221(2), 655-675. https://doi.org/10.1016/j.jeconom.2020.07.042
    • Statistics
  • Leocata, Marta, Livieri, Giulia, Morlacchi, Silvia, Corvino, Fausto, Flandoli, Franco, Pirni, Alberto Eugenio Ermenegildo (2026). Understanding the householder solar panel consumer: a Markovian model and its societal implications. Technological Forecasting and Social Change, 225, https://doi.org/10.1016/j.techfore.2026.124555
  • Flandoli, Franco, Leocata, Marta, Livieri, Giulia, Morlacchi, Silvia, Corvino, Fausto, Pirni, Alberto (2025). Structural properties in the diffusion of the solar photovoltaic in Italy: individual people/householder vs firms. Decisions in Economics and Finance, https://doi.org/10.1007/s10203-025-00532-x picture_as_pdf
  • Gambara, Matteo, Livieri, Giulia, Pallavicini, Andrea (2025). Machine-learning regression methods for American-style path-dependent contracts. Quantitative Finance, 25(6), 895 - 918. https://doi.org/10.1080/14697688.2025.2517272 picture_as_pdf
  • Livieri, Giulia, Radi, Davide, Smaniotto, Elia (2024). Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market. Review of Corporate Finance, 4(1–2), 177 - 201. https://doi.org/10.1561/114.00000064 picture_as_pdf
  • Bondi, Alessandro, Livieri, Giulia, Pulido, Sergio (2024). Affine Volterra processes with jumps. Stochastic Processes and Their Applications, 168, https://doi.org/10.1016/j.spa.2023.104264 picture_as_pdf
  • Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton, Vaienti, Sandro (2023). Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems. Journal of Statistical Physics, 190(10). https://doi.org/10.1007/s10955-023-03160-0 picture_as_pdf
  • Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton, Vaienti, Sandro (2023). Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14(2), 598 - 643. https://doi.org/10.1137/21M1412517 picture_as_pdf
  • Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia, Marmi, Stefano (2023). Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19(1), 63 - 93. https://doi.org/10.1007/s10436-022-00423-w picture_as_pdf
  • Campi, Luciano, Ghio, Maddalena, Livieri, Giulia (2021). N-Player games and mean-field games with smooth dependence on past absorptions. Annales de l'institut Henri Poincare (B) Probability and Statistics, 57(4), 1901-1939. https://doi.org/10.1214/20-AIHP1138