Roberto Baviera

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 3

Top Topics

Feedforward Neural Networks

Decision Support System

Portfolio Selection

Top Venues

Ann. Oper. Res.

J. Glob. Optim.

Publications

Michele Azzone, Roberto Baviera
Short-time implied volatility of additive normal tempered stable processes. Ann. Oper. Res. 336 (1-2) (2024)
Roberto Baviera, Pietro Manzoni
Tree-Based Learning in RNNs for Power Consumption Forecasting. CoRR (2022)
Roberto Baviera, Giulia Bianchi
Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach. J. Glob. Optim. 81 (2) (2021)