Sergio Bianchi

Orcid: 0000-0002-5574-6008

According to our database¹, Sergio Bianchi authored at least 10 papers between 2012 and 2023.

Collaborative distances:

Dijkstra number² of four.
Erdős number³ of four.

Timeline

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2023

Rough volatility via the Lamperti transform.

[BibT_eX]

[DOI]

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

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

[BibT_eX]

[DOI]

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.

[BibT_eX]

[DOI]

Massimiliano Frezza

Sergio Bianchi

Augusto Pianese

Comput. Manag. Sci., 2022

2017

Iterative Synchronization for Dually-Polarized Independent Transmission Streams.

[BibT_eX]

[DOI]

IEEE Trans. Commun., 2017

2016

Pragmatic phase noise compensation for high-order coded modulations.

[BibT_eX]

[DOI]

IET Commun., 2016

2015

Efficient Markets and Behavioral Finance: a Comprehensive multifractional Model.

[BibT_eX]

[DOI]

Sergio Bianchi

Alexandre Pantanella

Augusto Pianese

Adv. Complex Syst., 2015

Phase noise compensation for dually-polarized systems with independent transmission streams.

[BibT_eX]

[DOI]

Proceedings of the 2015 International Symposium on Wireless Communication Systems (ISWCS), 2015

Reduced-complexity synchronization for high-order coded modulations.

[BibT_eX]

[DOI]

Proceedings of the 2015 IEEE International Conference on Communications, 2015

2014

Multifractional processes in finance.

[BibT_eX]

[DOI]

Sergio Bianchi

Augusto Pianese

Risk Decis. Anal., 2014

2012

Sustainability of a pay-as-you-go pension system by dynamic immigration control.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2012

Sergio Bianchi

Timeline

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