MARIANI, Francesca

MARIANI, Francesca  

Dipartimento Scienze Economiche e Sociali  

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Titolo Data di pubblicazione Autore(i) File
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 1-gen-2007 Mariani, Francesca; Pacelli, Graziella; Zirilli, F.
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 1-gen-2008 Mariani, Francesca; Pacelli, Graziella; F., Zirilli
A (critical) look to composite indicator construction for European Regions 1-gen-2021 Ciommi, M.; Mariani, F.
A Cooperative Sensor Network: Optimal Deployment and Functioning 1-gen-2010 Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
A Filtering Problem for the Stein and Stein Stochastic volatility model 1-gen-2005 Mariani, Francesca; Pacelli, Graziella; Scoccia, Adina; Zirilli, F.
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 1-gen-2022 Fatone, Lorella; Mariani, Francesca; Zirilli, Francesco
A multiscale stochastic volatility model in mathematical finance 1-gen-2011 L., Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; F., Zirilli
A new class of composite indicators: The penalized power mean 1-gen-2024 Mariani, F.; Ciommi, M.; Recchioni, M. C.
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 1-gen-2002 Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
A software environment for the evaluation of medical images reconstruction methods 1-gen-2002 Bonetto, P.; Mariani, Francesca; Canfora, M.; Comis, G.; Formiconi, A. R.
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 1-gen-2022 Chelli, F; Ciommi, M; Mariani, F; Polinesi, G; Recchioni, Mc; Lamonica, Gr; Salvati, L
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 1-gen-2022 Mariani, F.; Polinesi, G.; Recchioni, M. C.
A Trading Execution Model Based on Mean Field Games and Optimal Control 1-gen-2014 Lorella, Fatone; Mariani, Francesca; Recchioni, MARIA CRISTINA; Francesco, Zirilli
A Video Game Based on Elementary Differential Equations 1-gen-2013 Giacinti, Marco; Mariani, Francesca; Recchioni, MARIA CRISTINA; Francesco, Zirilli
A Video Game Based on Optimal Control and Elementary Statistics 1-gen-2013 Giacinti, Marco; Mariani, Francesca; Recchioni, MARIA CRISTINA; Francesco, Zirilli
Agglomeration economies and the spatial configuration of local labour systems in Italy 1-gen-2021 Ciommi, M.; Mariani, F.; Polinesi, G.
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 1-gen-2022 Mariani, Francesca; Ciommi, Mariateresa
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 1-gen-2009 Fatone, L.; Mariani, Francesca; Recchioni, MARIA CRISTINA; Zirilli, F.
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 1-gen-2020 Mariani, F.; Ciommi, M.; Chelli, F. M.; Recchioni, M. C.
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 1-gen-2023 Ciommi, Mariateresa; Gigliarano, Chiara; Mariani, Francesca; Polinesi, Gloria