Sergio Bianchi

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 8

Top Topics

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Adv. Complex Syst.

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)
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
Iterative Synchronization for Dually-Polarized Independent Transmission Streams. IEEE Trans. Commun. 65 (6) (2017)
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
Pragmatic phase noise compensation for high-order coded modulations. IET Commun. 10 (15) (2016)
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
Reduced-complexity synchronization for high-order coded modulations. ICC (2015)
Sergio Bianchi, Alexandre Pantanella, Augusto Pianese
Efficient Markets and Behavioral Finance: a Comprehensive multifractional Model. Adv. Complex Syst. 18 (1-2) (2015)
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
Phase noise compensation for dually-polarized systems with independent transmission streams. ISWCS (2015)
Sergio Bianchi, Augusto Pianese
Multifractional processes in finance. Risk Decis. Anal. 5 (1) (2014)
Massimo Angrisani, Anna Attias, Sergio Bianchi, Zoltán Varga
Sustainability of a pay-as-you-go pension system by dynamic immigration control. Appl. Math. Comput. 219 (5) (2012)