Augusto Pianese

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 4

Top Topics

Terrain Modeling

Stochastic Process

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Decis. Support Syst.

Adv. Complex Syst.

Risk Decis. Anal.

Publications

Massimiliano Frezza, Sergio Bianchi, Augusto Pianese
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity. Commun. Nonlinear Sci. Numer. Simul. 121 (2023)
Sergio Bianchi, Daniele Angelini, Augusto Pianese, Massimiliano Frezza
Rough volatility via the Lamperti transform. Commun. Nonlinear Sci. Numer. Simul. 127 (2023)
Massimiliano Frezza, Sergio Bianchi, Augusto Pianese
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. Comput. Manag. Sci. 19 (1) (2022)
Sergio Bianchi, Alexandre Pantanella, Augusto Pianese
Efficient Markets and Behavioral Finance: a Comprehensive multifractional Model. Adv. Complex Syst. 18 (1-2) (2015)
Augusto Pianese, Anna Attias, Zoltán Varga
Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system. Decis. Support Syst. 64 (2014)
Sergio Bianchi, Augusto Pianese
Multifractional processes in finance. Risk Decis. Anal. 5 (1) (2014)