Giacomo Ascione

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 10

Top Topics

Foreign Exchange

Reinforcement Learning

Brownian Motion

Top Venues

J. Comput. Appl. Math.

Publications

Giacomo Ascione, Michele Bufalo, Giuseppe Orlando
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model. J. Comput. Appl. Math. 451 (2024)
Giacomo Ascione, Michele Bufalo, Giuseppe Orlando
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach. Commun. Nonlinear Sci. Numer. Simul. 130 (2024)
Giacomo Ascione, Daniele Castorina, Francesco Solombrino
Mean-Field Sparse Optimal Control of Systems with Additive White Noise. SIAM J. Math. Anal. 55 (6) (2023)
Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando, Oldouz Samimi
Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. Appl. Math. Comput. 446 (2023)
Giacomo Ascione, Salvatore Cuomo
A sojourn-based approach to semi-Markov Reinforcement Learning. CoRR (2022)
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues. Symmetry 14 (3) (2022)
Giacomo Ascione, Salvatore Cuomo
A Sojourn-Based Approach to Semi-Markov Reinforcement Learning. J. Sci. Comput. 92 (2) (2022)
Giacomo Ascione, Maria Francesca Carfora, Enrica Pirozzi
A stochastic model for interacting neurons in the olfactory bulb. Biosyst. 185 (2019)
Giacomo Ascione
Simulation of an α-Stable Time-Changed SIR Model. EUROCAST (1) (2019)
Giacomo Ascione, Enrica Pirozzi
On Fractional Stochastic Modeling of Neuronal Activity Including Memory Effects. EUROCAST (2) (2017)