Ruolo editoriale nella rivista «Applications and Applied Mathematics: An International Journal»
Parvini, Navid; Ahmadian, Davood; Ballestra, Luca Vincenzo, Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization, «COMPUTATIONAL ECONOMICS», 2025, 66, pp. 3167 - 3196 [articolo]
Ballestra, Luca Vincenzo; De Blasis, Riccardo; Pacelli, Graziella, Multivariate GARCH models with spherical parameterizations: an oil price application, «FINANCIAL INNOVATION», 2025, 11, Article number: 37, pp. 1 - 20 [articolo]Open Access
Ballestra, Luca Vincenzo, Review of the conference book Corporate governance: Participants, mechanisms and performance by T. O. Sigurjonsson, A. Kostyuk, & D. Govorun, in: Responsible Business Review, Gagarina, VirtusInterpress, 2025, pp. 26 - 28 [introduzione]
Tezza, Christian; Ballestra, Luca Vincenzo; Foschi, Paolo, A comparison of multi-factor stochastic models for commodity price, in: Proceedings of the Statistics and Data Science 2024 Conference, 2024, pp. 238 - 245 (atti di: SDS 2024, Palermo, 11-12 Aprile 2024) [Contributo in Atti di convegno]
Ballestra, LUCA VINCENZO; D'Innocenzo, Enzo; Tezza, Christian, A GARCH model with two volatility components and two stochastic factors, in: PROGRAMME AND ABSTRACTS CFE-CMStatistics 2024, 2024, pp. 89 - 89 (atti di: CFE-CMStatistics 2024, Londra, 14-16 Dicembre 2024) [Contributo in Atti di convegno]
Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2024, 314, pp. 1185 - 1194 [articolo]Open Access
Ballestra, L. V.; Guardasoni, C., Boundary Elements and other mesh reduction methods for Finance, Economics, Probability and Statistics, «ENGINEERING ANALYSIS WITH BOUNDARY ELEMENTS», 2024, 164, pp. 1 - 1 [replica/breve intervento]Open Access
Rahimi, Vaz'he; Ahmadian, Davood; Ballestra, Luca Vincenzo, Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods, «APPLIED MATHEMATICS AND COMPUTATION», 2024, 470, Article number: 128570, pp. 1 - 11 [articolo]
Ballestra, L. V., EDITORIAL: Themes and challenges in contemporary financial research, «RISK GOVERNANCE & CONTROL: FINANCIAL MARKETS & INSTITUTIONS», 2024, 14, pp. 4 - 5 [articolo]Open Access
Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»
Parvini, Navid; Ahmadian, Davood; Ballestra, Luca Vincenzo, Forecasting Cryptocurrency Prices Using Support Vector Regression Enhanced by Particle Swarm Optimization, «COMPUTATIONAL ECONOMICS», 2024, In press, Article number: 108655, pp. 1 - 30 [articolo]
Scuotto, V.; Ballestra, L. V.; Cuomo, M. T.; Del Giudice, M., Increasing lower incomes and reducing material deprivation: The beneficial role of social robots, «TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE», 2024, 206, Article number: 123577, pp. 1 - 10 [articolo]Open Access
Ballestra, Luca Vincenzo; Guizzardi, Andrea; Mazzucchelli, Lorenzo, Integrating narrow and wide framing disposition effect: A novel approach incorporating perceived risk and realized asset performance, «JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION», 2024, 220, pp. 422 - 432 [articolo]Open Access
Ballestra, Luca Vincenzo; Molent, Andrea; Pacelli, Graziella, Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models, «COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION», 2024, 53, pp. 4596 - 4606 [articolo]