المؤلفون: Lorenzo Mercuri

المصدر: Nuova Antologia Militare, Vol 3, Iss 9, Pp 275-326 (2022)

مصطلحات موضوعية: History (General) and history of Europe, Military Science

وصف الملف: electronic resource

Relation: https://www.tabedizioni.it/web/content/138333; https://doaj.org/toc/2704-9795

URL الوصول: https://doaj.org/article/3f31ce1722704553b36730f4280d1f15

المؤلفون: Andrea Frattini, Ilaria Bianchini, Alessio Garzonio, Lorenzo Mercuri

المصدر: Risks, Vol 10, Iss 12, p 225 (2022)

مصطلحات موضوعية: trading strategy, XGBoost, LightGBM, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-9091/10/12/225; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/88e91a22a77a4b2ba001091f356eef1f

المؤلفون: Stefano M. Iacus, Lorenzo Mercuri, Edit Rroji

المصدر: Journal of Statistical Software, Vol 80, Iss 1, Pp 1-49 (2017)

مصطلحات موضوعية: COGARCH(p, q) processes, inference, YUIMA project, Statistics, HA1-4737

وصف الملف: electronic resource

Relation: https://www.jstatsoft.org/index.php/jss/article/view/3244; https://doaj.org/toc/1548-7660

URL الوصول: https://doaj.org/article/628decad9ff34012a2807d561831ae2c

المؤلفون: Francesco Bianchi, Lorenzo Mercuri, Edit Rroji

المصدر: Springer;Swiss Society for Financial Market Research, Financial Markets and Portfolio Management. 36(1):57-85

الإتاحة: https://ideas.repec.org/a/kap/fmktpm/v36y2022i1d10.1007_s11408-021-00387-3.html

المؤلفون: Edit Rroji, Andrea Perchiazzo, Lorenzo Mercuri

المساهمون: Mercuri, L, Perchiazzo, A, Rroji, E

المصدر: SIAM Journal on Financial Mathematics. 12:1416-1458

مصطلحات موضوعية: Physics, Numerical Analysis, Finite mixture, transition density, continuous-time ARMA processe, Applied Mathematics, Mathematical analysis, pricing derivative, Computational Finance (q-fin.CP), Quadrature (mathematics), FOS: Economics and business, Quantitative Finance - Computational Finance, Transition density, Finance, Brownian motion

وصف الملف: ELETTRONICO

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9413db628dada1e5ab093c7da3d34dcf
https://doi.org/10.1137/20m1363248

المؤلفون: Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara

المصدر: Electronic Journal of Statistics. 16

مصطلحات موضوعية: Statistics and Probability, Noise Inference, Gaussian quasi-likelihood function, SDE driven by a Lévy process, Statistics, Probability and Uncertainty

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f60cbabddb56d8dec56519eb3713291c
https://doi.org/10.1214/22-ejs2006

المؤلفون: Fabio Bellini, Edit Rroji, Lorenzo Mercuri

المساهمون: Bellini, F, Mercuri, L, Rroji, E

المصدر: Quantitative Finance. 20:1839-1848

مصطلحات موضوعية: 050208 finance, Index (economics), 05 social sciences, Structure (category theory), Implied volatility, Measure (mathematics), ARMA-GARCH, Copula, Implicit expectile, Interexpectile Difference, 0502 economics and business, Econometrics, VIX, 050207 economics, General Economics, Econometrics and Finance, Finance, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::619fb9d6446c1f9948a1af57b54f1d2f
https://doi.org/10.1080/14697688.2020.1761029

المؤلفون: Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji

المصدر: Springer;Associazione per la Matematica, Decisions in Economics and Finance. 42(1):205-227

الإتاحة: https://ideas.repec.org/a/spr/decfin/v42y2019i1d10.1007_s10203-019-00248-9.html

المؤلفون: Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji

المصدر: Springer, Computational Management Science. 16(1):71-95

الإتاحة: https://ideas.repec.org/a/spr/comgts/v16y2019i1d10.1007_s10287-018-0306-0.html

المؤلفون: Francesco Bianchi, Edit Rroji, Lorenzo Mercuri

المساهمون: Bianchi, F, Mercuri, L, Rroji, E

المصدر: Financial Markets and Portfolio Management

مصطلحات موضوعية: Risk measure, Autoregressive conditional heteroskedasticity, Context (language use), 01 natural sciences, Article, 010104 statistics & probability, C51, Independent Component Analysi, Irregular grid, 0502 economics and business, Econometrics, Market price, Economics, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, 0101 mathematics, Continuous GARCH, C11, Selection (genetic algorithm), 050205 econometrics, G17, 05 social sciences, Irregular grids, Risk measures, Grid, Independent Component Analysis, Independent component analysis, Identification (information), Portfolio

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aca16d4e5ed0bef4b7561926f8082fae
https://pubmed.ncbi.nlm.nih.gov/34765079