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Giulia Livieri - MaRDI portal

Giulia Livieri

From MaRDI portal
Person:2077350

Available identifiers

zbMath Open livieri.giuliaWikidataQ109140357 ScholiaQ109140357MaRDI QIDQ2077350

List of research outcomes

PublicationDate of PublicationType
Affine Volterra processes with jumps2024-01-12Paper
Unimodal maps perturbed by heteroscedastic noise: an application to financial systems2023-11-06Paper
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks2023-07-04Paper
Understanding the householder solar panel consumer: a Markovian Model and its Societal implications2023-04-21Paper
Uncertainty in firm valuation and a cross-sectional misvaluation measure2023-04-04Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics2023-02-16Paper
One-shot learning of stochastic differential equations with data adapted kernels2023-01-17Paper
Multiscale modeling of Green Energy Transition: Structural properties and an example2022-11-24Paper
Mean-field games of finite-fuel capacity expansion with singular controls2022-10-31Paper
Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis2022-10-24Paper
\(N\)-player games and mean field games of moderate interactions2022-09-12Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics2022-05-19Paper
Liquidity fluctuations and the latent dynamics of price impact2022-04-05Paper
\(N\)-player games and mean-field games with smooth dependence on past absorptions2022-02-25Paper
$N$-player games and mean field games of moderate interactions2021-04-08Paper
The continuous-time limit of score-driven volatility models2021-03-24Paper
A closed-form formula characterization of the Epps effect2020-09-14Paper
Statistical inferences for price staleness2020-06-18Paper
Asymptotic results for the Fourier estimator of the integrated quarticity2020-01-31Paper
A backward Monte Carlo approach to exotic option pricing2018-07-13Paper
Continuous time mean-variance portfolio optimization through the mean field approach2017-01-12Paper

Research outcomes over time


Doctoral students

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