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pro vyhledávání: '"Oliva, I"'
Federated learning (FL), as a type of distributed machine learning, is capable of significantly preserving client's private data from being shared among different parties. Nevertheless, private information can still be divulged by analyzing uploaded
Externí odkaz:
http://arxiv.org/abs/2402.02230
Autor:
Oliva, I., Ventura, M.
Publikováno v:
In Energy Economics July 2024 135
During recent years the counterparty risk subject has received a growing attention because of the so called Basel Accord. In particular the Basel III Accord asks the banks to fulfill finer conditions concerning counterparty credit exposures arising f
Externí odkaz:
http://arxiv.org/abs/1503.01754
Autor:
Di Nardo, E., Oliva, I.
Publikováno v:
Math. Methods Econ. Finance (2013)
By means of a symbolic method, in this paper we introduce a new family of multivariate polynomials such that multivariate L\'evy processes can be dealt with as they were martingales. In the univariate case, this family of polynomials is known as time
Externí odkaz:
http://arxiv.org/abs/1310.4254
Autor:
Di Nardo, E., Oliva, I.
Publikováno v:
Communications in Statistics - Theory and Methods (2013),42:21, 3974-3988
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to L\'evy processes: the Kailath-Segall and the time-space harmonic polynomials. We provide the Kailath-Segall
Externí odkaz:
http://arxiv.org/abs/1310.4005
Autor:
Hastings, K., Yu, H.A., Wei, W., Sanchez-Vega, F., DeVeaux, M., Choi, J., Rizvi, H., Lisberg, A., Truini, A., Lydon, C.A., Liu, Z., Henick, B.S., Wurtz, A., Cai, G., Plodkowski, A.J., Long, N.M., Halpenny, D.F., Killam, J., Oliva, I., Schultz, N., Riely, G.J., Arcila, M.E., Ladanyi, M., Zelterman, D., Herbst, R.S., Goldberg, S.B., Awad, M.M., Garon, E.B., Gettinger, S., Hellmann, M.D. *, Politi, K. *
Publikováno v:
In Annals of Oncology August 2019 30(8):1311-1320
Autor:
Di Nardo, E., Oliva, I.
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to this repres
Externí odkaz:
http://arxiv.org/abs/1108.1615
Autor:
Di Nardo, E., Oliva, I.
By means of a symbolic method, a new family of time-space harmonic polynomials with respect to L\'evy processes is given. The coefficients of these polynomials involve a formal expression of L\'evy processes by which many identities are stated. We sh
Externí odkaz:
http://arxiv.org/abs/1108.0788
Publikováno v:
In Journal of Economic Dynamics and Control September 2018 94:242-256