Login / Signup
Sandro Vaienti
Publication Activity (10 Years)
Years Active: 2012-2023
Publications (10 Years): 2
Top Topics
Dynamical Systems
Arma Model
Exponential Smoothing
Moving Average
Top Venues
SIAM J. Financial Math.
Commun. Nonlinear Sci. Numer. Simul.
</>
Publications
</>
Fabrizio Lillo
,
Giulia Livieri
,
Stefano Marmi
,
Anton Solomko
,
Sandro Vaienti
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks.
SIAM J. Financial Math.
14 (2) (2023)
Davide Faranda
,
Flavio Maria Emanuele Pons
,
Eugenio Giachino
,
Sandro Vaienti
,
Bérengère Dubrulle
Early warnings indicators of financial crises via auto regressive moving average models.
Commun. Nonlinear Sci. Numer. Simul.
29 (Issues) (2015)
Davide Faranda
,
Valerio Lucarini
,
Giorgio Turchetti
,
Sandro Vaienti
Generalized Extreme Value Distribution parameters as Dynamical indicators of stability.
Int. J. Bifurc. Chaos
22 (11) (2012)