Výsledky vyhledávání - "Ligato, Simone"

Implementazione della fuzzy logic alla gestione ottimale del portafoglio: la modellizzazione dell’avversione al rischio di un investitore attraverso tecniche di soft-computing

Autor: Giribone, Pier Giseppe, Caligaris, Ottavio, Fioribello, Simone, Ligato, Simone .

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3710::55dde6fc44149ee2344036c88a7b4b94
http://hdl.handle.net/11567/856742

Zobrazit plný text záznamu

Akademický článek

Combining robust dynamic neural networks with traditional technical indicators for generating mechanic trading signals.

Autor: Giribone, Pier Giuseppe, Ligato, Simone, Penone, Francesco

Publikováno v: International Journal of Financial Engineering; Dec2018, Vol. 5 Issue 4, pN.PAG-N.PAG, 44p

Zobrazit plný text záznamu

Akademický článek

Negative interest rates effects on option pricing: Back to basics?

Autor: Burro, Giacomo, Giribone, Pier Giuseppe, Ligato, Simone, Mulas, Martina, Querci, Francesca

Publikováno v: International Journal of Financial Engineering; Jun-Sep2017, Vol. 4 Issue 2/3, p-1, 27p

Zobrazit plný text záznamu

Akademický článek

The effects of negative interest rates on the estimation of option sensitivities: The impact of switching from a log-normal to a normal model.

Autor: Giribone, Pier Giuseppe, Ligato, Simone, Mulas, Martina

Publikováno v: International Journal of Financial Engineering; Mar2017, Vol. 4 Issue 1, p-1, 42p

Zobrazit plný text záznamu

Periodical

Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains

Autor: Giribone, Pier Giuseppe, Ligato, Simone

Publikováno v: International Journal of Financial Engineering; June 2016, Vol. 3 Issue: 2

Zobrazit plný text záznamu

Periodical

Option pricing via radial basis functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing

Autor: Giribone, Pier Giuseppe, Ligato, Simone

Publikováno v: International Journal of Financial Engineering; June 2015, Vol. 2 Issue: 2

Zobrazit plný text záznamu