Simone Scotti

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 4

Top Topics

Model Construction

Robot Programming

Top Venues

Finance Stochastics

Ann. Oper. Res.

SIAM J. Financial Math.

IEEE Commun. Mag.

Publications

Iacopo Raffaelli, Simone Scotti, Giacomo Toscano
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data. Ann. Oper. Res. 336 (1-2) (2024)
Guillaume Bernis, Matthieu Garcin, Simone Scotti, Carlo Sgarra
Interest Rates Term Structure Models Driven by Hawkes Processes. SIAM J. Financial Math. 14 (4) (2023)
M'hamed Gaïgi, Vathana Ly Vath, Simone Scotti
Optimal harvesting under marine reserves and uncertain environment. Eur. J. Oper. Res. 301 (3) (2022)
Ying Jiao, Chunhua Ma, Simone Scotti
Alpha-CIR model with branching processes in sovereign interest rate modeling. Finance Stochastics 21 (3) (2017)
Simon Plass, Romain Hermenier, Oliver Lücke, Dirk Gomez Depoorter, Théophile Tordjman, Mark Chatterton, Massimiliano Amirfeiz, Simone Scotti, Yongqiang Jay Cheng, Prashant Pillai, Thomas Gräupl, Frederic Durand, Ken Murphy, Andrew Marriott, Alexander Zaytsev
Flight trial demonstration of seamless aeronautical networking. IEEE Commun. Mag. 52 (5) (2014)
Etienne Chevalier, Vathana Ly Vath, Simone Scotti
An Optimal Dividend and Investment Control Problem under Debt Constraints. SIAM J. Financial Math. 4 (1) (2013)