Stefano Marmi

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 7

Top Topics

Hidden Variables

Dynamical Systems

Top Venues

SIAM J. Financial Math.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Riccardo Ceccon, Giulia Livieri, Stefano Marmi
The Yoccoz-Birkeland livestock population model coupled with random price dynamics. Commun. Nonlinear Sci. Numer. Simul. 118 (2023)
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)
Tommaso Colozza, Stefano Marmi, Aldo Nassigh, Daniele Regoli
Bond-CDS implied rating systems. Inf. Sci. 608 (2022)
Andrey Shternshis, Piero Mazzarisi, Stefano Marmi
Efficiency of the Moscow Stock Exchange before 2022. Entropy 24 (9) (2022)
Salvatore Tirone, Maddalena Ghio, Giulia Livieri, Vittorio Giovannetti, Stefano Marmi
Kelly Betting with Quantum Payoff: a continuous variable approach. Quantum 5 (2021)
Salvatore Tirone, Maddalena Ghio, Giulia Livieri, Vittorio Giovannetti, Stefano Marmi
Kelly Betting with Quantum Payoff: a continuous variable approach. CoRR (2020)
Fulvio Corsi, Stefano Marmi, Fabrizio Lillo
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Oper. Res. 64 (5) (2016)
Laura Luzzi, Stefano Marmi, Hitoshi Nakada, Rie Natsui
Generalized Brjuno functions associated to alpha-continued fractions. J. Approx. Theory 162 (1) (2010)