Zobrazeno 1 - 10
of 384
pro vyhledávání: '"P Livieri"'
We develop a model based on mean-field games of competitive firms producing similar goods according to a standard AK model with a depreciation rate of capital generating pollution as a byproduct. Our analysis focuses on the widely-used cap-and-trade
Externí odkaz:
http://arxiv.org/abs/2407.12754
Predicting the conditional evolution of Volterra processes with stochastic volatility is a crucial challenge in mathematical finance. While deep neural network models offer promise in approximating the conditional law of such processes, their effecti
Externí odkaz:
http://arxiv.org/abs/2405.20094
We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate the stability of the associated Markov chain, show the weak convergen
Externí odkaz:
http://arxiv.org/abs/2305.13475
Autor:
Leocata, Marta, Livieri, Giulia, Morlacchi, Silvia, Corvino, Fausto, Flandoli, Franco, Pirni, Alberto Eugenio Ermenegildo
We propose a Markovian model to understand how Italy's public sphere behaves on the green energy transition theme. The paper uses the example of solar photovoltaics as a point of reference. The adoption decision is assumed to be sequentially influenc
Externí odkaz:
http://arxiv.org/abs/2304.11213
Transition risk can be defined as the business-risk related to the enactment of green policies, aimed at driving the society towards a sustainable and low-carbon economy. In particular, the value of certain firms' assets can be lower because they nee
Externí odkaz:
http://arxiv.org/abs/2303.12483
Autor:
Flandoli, Franco, Corvino, Fausto, Leocata, Marta, Livieri, Giulia, Morlacchi, Silvia, Pirni, Alberto Eugenio Ermenegildo
This paper develops two mathematical models to understand subjects' behavior in response to the urgency of a change and inputs from governments e.g., (subsides) in the context of the diffusion of the solar photovoltaic in Italy. The first model is a
Externí odkaz:
http://arxiv.org/abs/2212.01329
Causal operators (CO), such as various solution operators to stochastic differential equations, play a central role in contemporary stochastic analysis; however, there is still no canonical framework for designing Deep Learning (DL) models capable of
Externí odkaz:
http://arxiv.org/abs/2210.13300
We consider the problem of learning Stochastic Differential Equations of the form $dX_t = f(X_t)dt+\sigma(X_t)dW_t $ from one sample trajectory. This problem is more challenging than learning deterministic dynamical systems because one sample traject
Externí odkaz:
http://arxiv.org/abs/2209.12086
Autor:
Sally L. Bornbusch, Alexandra Bamford, Piper Thacher, Adrienne Crosier, Paul Marinari, Robyn Bortner, Della Garelle, Travis Livieri, Rachel Santymire, Pierre Comizzoli, Michael Maslanka, Jesús E. Maldonado, Klaus-Peter Koepfli, Carly R. Muletz-Wolz, Alexandra L. DeCandia
Publikováno v:
Communications Biology, Vol 7, Iss 1, Pp 1-13 (2024)
Abstract Reproductive microbiomes contribute to reproductive health and success in humans. Yet data on reproductive microbiomes, and links to fertility, are absent for most animal species. Characterizing these links is pertinent to endangered species
Externí odkaz:
https://doaj.org/article/f9df2f43c48b49bc8c00442f3c7a2f0d
We study a random version of the population-market model proposed by Arlot, Marmi and Papini in Arlot et al. (2019). The latter model is based on the Yoccoz-Birkeland integral equation and describes a time evolution of livestock commodities prices wh
Externí odkaz:
http://arxiv.org/abs/2205.09796