Luca Di Persio

According to our database, Luca Di Persio authored at least 20 papers between 2011 and 2024.

Collaborative distances:

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

2024

Enhancing Multi-step Brent Oil Price Forecasting with Ensemble Multi-scenario Bi-GRU Networks.

Mohammed Alruqimi, Luca Di Persio

Int. J. Comput. Intell. Syst., December, 2024

Minimum-energy switching geometric filter on lie groups for differential-drive wheeled mobile robots.

Federico Vesentini, Damiano Rigo, Nicola Sansonetto, Luca Di Persio, Riccardo Muradore

Eur. J. Control, 2024

Enhancing Multistep Brent Oil Price Forecasting with a Multi-Aspect Metaheuristic Optimization Approach and Ensemble Deep Learning Models.

Mohammed Alruqimi, Luca Di Persio

CoRR, 2024

2023

Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies.

Luca Di Persio, Matteo Garbelli, Fatemeh Mottaghi, Kai Wallbaum

Expert Syst. Appl., November, 2023

Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems.

Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore

SIAM J. Control. Optim., October, 2023

From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks.

Luca Di Persio, Matteo Garbelli

Symmetry, September, 2023

A Brownian-Markov stochastic model for cart-like wheeled mobile robots.

Federico Vesentini, Luca Di Persio, Riccardo Muradore

Eur. J. Control, March, 2023

2022

Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance.

Luca Di Persio, Gianni Turatta

Symmetry, 2022

Stochastic Port-Hamiltonian Systems.

Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore

J. Nonlinear Sci., 2022

Discrete stochastic port-Hamiltonian systems.

Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore

Autom., 2022

2021

Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective.

Luca Di Persio, Matteo Garbelli

Symmetry, 2021

Stabilization of bilateral teleoperators with asymmetric stochastic delay.

Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore

Syst. Control. Lett., 2021

Stabilization of planar non-Markovian switched linear systems with unbounded random delays.

Viktor Bezborodov, Luca Di Persio, Riccardo Muradore

Eur. J. Control, 2021

Minimal controllability time for systems with nonlinear drift under a compact convex state constraint.

Viktor Bezborodov, Luca Di Persio, Riccardo Muradore

Autom., 2021

2020

A lending scheme for a system of interconnected banks with probabilistic constraints of failure.

Francesco Giuseppe Cordoni, Luca Di Persio, Luca Prezioso

Autom., 2020

2018

Mild solutions to the dynamic programming equation for stochastic optimal control problems.

Viorel Barbu, Chiara Benazzoli, Luca Di Persio

Autom., 2018

2017

Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time.

Michele Bonollo, Luca Di Persio, Luca Mammi, Immacolata Oliva

Int. J. Appl. Math. Comput. Sci., 2017

2016

Gibbs sampling approach to regime switching analysis of financial time series.

Luca Di Persio, Matteo Frigo

J. Comput. Appl. Math., 2016

Optimal control of stochastic FitzHugh-Nagumo equation.

Viorel Barbu, Francesco Giuseppe Cordoni, Luca Di Persio

Int. J. Control, 2016

2011

Gaussian estimates on networks with applications to optimal control.

Luca Di Persio, Giacomo Ziglio

Networks Heterog. Media, 2011