Sergio Bianchi

11 papers Journal 9Unranked 2
YearRankTypeTitle / Venue / Authors
2025 J jnl
A new tool to detect financial data scaling.
Frontiers Appl. Math. Stat.
Sergio Bianchi, Augusto Pianese, Massimiliano Frezza, Daniele Angelini
2023 J jnl
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity.
Commun. Nonlinear Sci. Numer. Simul.
Massimiliano Frezza, Sergio Bianchi, Augusto Pianese
2023 J jnl
Rough volatility via the Lamperti transform.
Commun. Nonlinear Sci. Numer. Simul.
Sergio Bianchi, Daniele Angelini, Augusto Pianese, Massimiliano Frezza
2022 J jnl
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process.
Comput. Manag. Sci.
Massimiliano Frezza, Sergio Bianchi, Augusto Pianese
2017 J jnl
Iterative Synchronization for Dually-Polarized Independent Transmission Streams.
IEEE Trans. Commun.
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
2016 J jnl
Pragmatic phase noise compensation for high-order coded modulations.
IET Commun.
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
2015 J jnl
Efficient Markets and Behavioral Finance: a Comprehensive multifractional Model.
Adv. Complex Syst.
Sergio Bianchi, Alexandre Pantanella, Augusto Pianese
2015 — conf
Phase noise compensation for dually-polarized systems with independent transmission streams.
ISWCS
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
2015 — conf
Reduced-complexity synchronization for high-order coded modulations.
ICC
Marco Martalò, Gianluigi Ferrari, Muhammad Asim, Jonathan Gambini, Christian Mazzucco, Giacomo Cannalire, Sergio Bianchi, Riccardo Raheli
2014 J jnl
Multifractional processes in finance.
Risk Decis. Anal.
Sergio Bianchi, Augusto Pianese
2012 J jnl
Sustainability of a pay-as-you-go pension system by dynamic immigration control.
Appl. Math. Comput.
Massimo Angrisani, Anna Attias, Sergio Bianchi, Zoltán Varga