Ruolo editoriale nella rivista «Advances and Applications in Statistics»
Ruolo editoriale nella rivista «Computational Methods for Differential Equations»
Shokrollahi, F.; Ahmadian, D.; Ballestra, L. V., Corrigendum to “Pricing Asian options under the mixed fractional Brownian motion with jumps”, «MATHEMATICS AND COMPUTERS IN SIMULATION», in corso di stampa, In press, pp. 1 - 19 [Comment or similar]
Ruolo editoriale nella rivista «Engineering Analysis with Boundary Elements»
Ahmadian, Davood; Chalak Qazani, Mohammad Reza; Parvini, Navid; Norouzi, Vahid; Ballestra, Luca Vincenzo; Pedrammehr, Siamak, Forecasting Volatility Using Hybrid Machine Learning Method: Sequencing Block, Multi-layer Perceptron, and Bayesian Optimization, «COMPUTATIONAL ECONOMICS», in corso di stampa, In press, pp. 1 - 26 [Scientific article]
Ruolo editoriale nella rivista «International Journal of Advanced Mathematical Sciences»
Ruolo editoriale nella rivista «International Journal of Scientific World»
Ruolo editoriale nella rivista «International Mathematical Forum»
Coordination of a Research Project: Modeling and valuation of financial instruments for climate and energy risk mitigation.
Ruolo editoriale nella rivista «Risk Governance and Control: Financial Markets & Institutions»
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Tezza, Christian, A GARCH model with two volatility components and two driving factors, «JOURNAL OF EMPIRICAL FINANCE», 2026, 85, Article number: 101671 , pp. 1 - 24 [Scientific article]Open Access
Ballestra, Luca Vincenzo; Tezza, Christian, A multi-factor model for improved commodity pricing: calibration and an application to the oil market, «QUANTITATIVE FINANCE», 2026, 26, pp. 449 - 466 [Scientific article]
Norouzi, Vahid; Ahmadian, Davood; Ballestra, Luca Vincenzo; Almasizadeh, Jaafar, An interpretable BNN framework with alpha divergence and normalizing flows for customer lifetime prediction using personality traits, «NEUROCOMPUTING», 2026, 687, Article number: 133723 , pp. 1 - 17 [Scientific article]
Shahir, Adnan Abdulaziz; Ballestra, Luca Vincenzo; Mazzaferro, Carlo; Morciano, Marcello, Integrating Long-Term Care into the Italian Retirement Pension System, 2026. [Technical report]
Guerra, Maria Letizia; Ballestra, Luca Vincenzo; Amicizia, Benedetta; Sorini, Laerte; Stefanini, Luciano, Modelling the Impact of Climate Variables on Agriculture through the F-Transform, «SCIENTIFIC REPORTS», 2026, 2026, pp. 1 - 34 [Scientific article]Open Access
