Stefano Marmi

According to our database, Stefano Marmi authored at least 8 papers between 2010 and 2025.

Collaborative distances:

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

2025

Price predictability at ultra-high frequency: Entropy-based randomness test.

Andrey Shternshis, Stefano Marmi

Commun. Nonlinear Sci. Numer. Simul., 2025

2023

Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks.

Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko, Sandro Vaienti

SIAM J. Financial Math., June, 2023

The Yoccoz-Birkeland livestock population model coupled with random price dynamics.

Riccardo Ceccon, Giulia Livieri, Stefano Marmi

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

2022

Bond-CDS implied rating systems.

Tommaso Colozza, Stefano Marmi, Aldo Nassigh, Daniele Regoli

Inf. Sci., 2022

Efficiency of the Moscow Stock Exchange before 2022.

Andrey Shternshis, Piero Mazzarisi, Stefano Marmi

Entropy, 2022

2021

Kelly Betting with Quantum Payoff: a continuous variable approach.

Salvatore Tirone, Maddalena Ghio, Giulia Livieri, Vittorio Giovannetti, Stefano Marmi

Quantum, 2021

2016

When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification.

Fulvio Corsi, Stefano Marmi, Fabrizio Lillo

Oper. Res., 2016

2010

Generalized Brjuno functions associated to alpha-continued fractions.

Laura Luzzi, Stefano Marmi, Hitoshi Nakada, Rie Natsui

J. Approx. Theory, 2010