Matteo Garbelli

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 3

Top Topics

Infinite Horizon

Optimal Control

Brownian Motion

Top Venues

Expert Syst. Appl.

Publications

Luca Di Persio, Matteo Garbelli, Fatemeh Mottaghi, Kai Wallbaum
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies. Expert Syst. Appl. 229 (Part A) (2023)
Luca Di Persio, Matteo Garbelli
From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks. Symmetry 15 (9) (2023)
Luca Di Persio, Matteo Garbelli
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective. Symmetry 13 (1) (2021)