Augusto Pianese

According to our database, Augusto Pianese authored at least 6 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Rough volatility via the Lamperti transform.

Sergio Bianchi, Daniele Angelini, Augusto Pianese, Massimiliano Frezza

Commun. Nonlinear Sci. Numer. Simul., December, 2023

Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity.

Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Commun. Nonlinear Sci. Numer. Simul., June, 2023

2022

Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process.

Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Comput. Manag. Sci., 2022

2015

Efficient Markets and Behavioral Finance: a Comprehensive multifractional Model.

Sergio Bianchi, Alexandre Pantanella, Augusto Pianese

Adv. Complex Syst., 2015

2014

Multifractional processes in finance.

Sergio Bianchi, Augusto Pianese

Risk Decis. Anal., 2014

Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system.

Augusto Pianese, Anna Attias, Zoltán Varga

Decis. Support Syst., 2014