Giulia Livieri

Available identifiers

zbMath Open livieri.giuliaWikidataQ109140357 ScholiaQ109140357MaRDI QIDQ2077350

List of research outcomes

Publication	Date of Publication	Type
Affine Volterra processes with jumps	2024-01-12	Paper
Unimodal maps perturbed by heteroscedastic noise: an application to financial systems	2023-11-06	Paper
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks	2023-07-04	Paper
Understanding the householder solar panel consumer: a Markovian Model and its Societal implications	2023-04-21	Paper
Uncertainty in firm valuation and a cross-sectional misvaluation measure	2023-04-04	Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics	2023-02-16	Paper
One-shot learning of stochastic differential equations with data adapted kernels	2023-01-17	Paper
Multiscale modeling of Green Energy Transition: Structural properties and an example	2022-11-24	Paper
Mean-field games of finite-fuel capacity expansion with singular controls	2022-10-31	Paper
Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis	2022-10-24	Paper
\(N\)-player games and mean field games of moderate interactions	2022-09-12	Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics	2022-05-19	Paper
Liquidity fluctuations and the latent dynamics of price impact	2022-04-05	Paper
\(N\)-player games and mean-field games with smooth dependence on past absorptions	2022-02-25	Paper
$N$-player games and mean field games of moderate interactions	2021-04-08	Paper
The continuous-time limit of score-driven volatility models	2021-03-24	Paper
A closed-form formula characterization of the Epps effect	2020-09-14	Paper
Statistical inferences for price staleness	2020-06-18	Paper
Asymptotic results for the Fourier estimator of the integrated quarticity	2020-01-31	Paper
A backward Monte Carlo approach to exotic option pricing	2018-07-13	Paper
Continuous time mean-variance portfolio optimization through the mean field approach	2017-01-12	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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