Marco Papi

11 papers Journal 9Unranked 2
YearRankTypeTitle / Venue / Authors
2025 J jnl
A GARCH-temporal fusion transformer model for the volatility prediction of exchange traded funds.
Neural Comput. Appl.
Lorenzo Petrosino, Luca Bacco, Giuliano Salvati, Mario Merone, Marco Papi
2024 J jnl
Investigating Stock Prediction Using LSTM Networks and Sentiment Analysis of Tweets Under High Uncertainty: A Case Study of North American and European Banks.
IEEE Access
Luca Bacco, Lorenzo Petrosino, Domenico Arganese, Luca Vollero, Marco Papi, Mario Merone
2023 J jnl
Parameter Identification in Metabolic Reaction Networks by Means of Multiple Steady-State Measurements.
Symmetry
Giovanni Palombo, Alessandro Borri, Federico Papa, Marco Papi, Pasquale Palumbo
2021 J jnl
Predictor-Based Output-Feedback Control of Linear Stochastic Systems With Large I/O Delays.
IEEE Trans. Autom. Control.
Filippo Cacace, Alfredo Germani, Costanzo Manes, Marco Papi
2020 J jnl
Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions.
IEEE Trans. Autom. Control.
Filippo Cacace, Valerio Cusimano, Alfredo Germani, Pasquale Palumbo, Marco Papi
2019 J jnl
Predictor-based control of stochastic systems with nonlinear diffusions and input delay.
Autom.
Filippo Cacace, Alfredo Germani, Costanzo Manes, Marco Papi
2018 — conf
A Suite of Distributed Methodologies to Solve the Sparse Analytic Hierarchy Process Problem.
ECC
Marta Menci, Gabriele Oliva, Marco Papi, Roberto Setola, Antonio Scala
2018 J jnl
Distributed Utility Estimation With Heterogeneous Relative Information.
IEEE Control. Syst. Lett.
Marta Menci, Gabriele Oliva, Marco Papi, Roberto Setola, Marta Zoppello
2017 — conf
Optimal linear filter for a class of nonlinear stochastic differential systems with discrete measurements.
CDC
Filippo Cacace, Valerio Cusimano, Alfredo Germani, Pasquale Palumbo, Marco Papi
2012 J jnl
Singular risk-neutral valuation equations.
Finance Stochastics
Cristina Costantini, Marco Papi, Fernanda D'Ippoliti
2006 J jnl
Optimal asset-liability management with constraints: A dynamic programming approach.
Appl. Math. Comput.
Marco Papi, Simone Sbaraglia