GIRIBONE, PIER GIUSEPPE
GIRIBONE, PIER GIUSEPPE
100012 - Dipartimento di Economia
Analisi e progettazione di un sistema di misure quantitative per il monitoraggio dei rischi finanziari delle garanzie di origine.
2019-01-01 Bottasso, Anna; Giribone, PIER GIUSEPPE; Martorana, Matilde
Analysis of numerical integration schemes for the Heston model: a case study based on the pricing of investment certificates
2023-01-01 Fusaro, Michelangelo; Giribone, PIER GIUSEPPE; Tissone, Alessio
Applicazione delle reti neurali feed-forward per la ricostruzione di superfici di volatilità
2015-01-01 Caligaris, Ottavio; Giribone, P. G.; Ligato, S.
Attraction Force Optimization (AFO): A deterministic nature-inspired heuristic for solving optimization problems in stochastic simulation
2016-01-01 Bendato, Ilaria; Cassettari, Lucia; Giribone, P. G.; Fioribello, S.
Certificate pricing using Discrete Event Simulations and System Dynamics theory
2021-01-01 Giribone, PIER GIUSEPPE; Revetria, Roberto
Combining robust Dynamic Neural Networks with traditional technical indicators for generating mechanic trading signals
2018-01-01 Giribone, PIER GIUSEPPE; Ligato, Simone; Penone, Francesco
Confronto tra l’approccio tradizionale e le tecniche di Machine Learning per la modellizzazione della stagionalità nella valorizzazione degli swap indicizzati all’inflazione
2018-01-01 Caligaris, Ottavio; Giribone, PIER GIUSEPPE
Critical analysis of the most widespread methodologies for the simulation of the short rate dynamics under extreme market conditions
2020-01-01 Giribone, PIER GIUSEPPE
Current and prospective estimate of counterparty risk through dynamic neural networks
2022-01-01 Querci, F.; Agnese, A.; Giribone, P.
Deep Learning for seasonality modelling in Inflation-Indexed Swap pricing
2021-01-01 Giribone, PIER GIUSEPPE; Martelli, Duccio
Design of an algorithm for an adaptive Value at Risk measurement through the implementation of robust methods in relation to asset cross-correlation
2021-01-01 Bagnato, Marco; Bottasso, Anna; Giribone, PIER GIUSEPPE
Design of an Artificial Neural Network battery for an optimal recognition of patterns in financial time series
2018-01-01 Giribone, PIER GIUSEPPE; Fioribello, Simone
Design, implementation and validation of advanced lattice techniques for pricing EAKO — European American Knock-Out option
2020-01-01 Giribone, PIER GIUSEPPE; Fabbri, Mattia
Dynamic Wage Bargaining and Labour Market Fluctuations: The Role of Productivity Shocks
2021-01-01 Guerrazzi, Marco; Giribone, PIER GIUSEPPE
Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains
2016-01-01 Giribone, PIER GIUSEPPE; Ligato, Simone
I paradigmi di apprendimento non supervisionato per reti neurali in campo finanziario: progettazione di self-organizing maps per il rintracciamento di anomalie di mercato
2017-01-01 Cafferata, Alessia; Giribone, PIER GIUSEPPE
Implementation of a Commitment Machine for an Adaptive and Robust Expected Shortfall Estimation
2021-01-01 Bagnato, Marco; Bottasso, Anna; Giribone, PIER GIUSEPPE
Implementation of variance reduction techniques applied to the pricing of investment certificates
2023-01-01 Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier Giuseppe; Tissone, Alessio
Implementazione della tecnica AFO per la stima dei parametri di un modello GARCH(1,1). Analisi di robustezza e confronto prestazionale con i solver tradizionali
2018-01-01 Giribone, PIER GIUSEPPE
Investment Certificates pricing using a Quasi Monte Carlo framework: case-studies based on the Italian market
2023-01-01 Bottasso, Anna; Fusaro, Michelangelo; Giribone, PIER GIUSEPPE; Tissone, Alessio