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 [Scientific article]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 [Comment or similar]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 [Scientific article]
Ballestra, L. V., EDITORIAL: Themes and challenges in contemporary financial research, «RISK GOVERNANCE & CONTROL: FINANCIAL MARKETS & INSTITUTIONS», 2024, 14, pp. 4 - 5 [Scientific article]Open Access
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 [Scientific article]
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 [Scientific article]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 [Scientific article]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 [Scientific article]
Ballestra, LUCA VINCENZO, Modeling economic growth with spatial migration: A stability analysis of the long-run equilibrium based on semigroup theory, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2024, 531, Article number: 127794 , pp. 127794-1 - 127794-33 [Scientific article]Open Access
Vantadori, S.; Iacoviello, F.; Fantuzzi, N.; Carpinteri, A.; Ballestra, L., Preface, «PROCEDIA STRUCTURAL INTEGRITY», 2024, 66, pp. 1 - 2 [Scientific article]Open Access
Shokrollahi, F.; Ahmadian, D.; Ballestra, L. V., Pricing Asian options under the mixed fractional Brownian motion with jumps, «MATHEMATICS AND COMPUTERS IN SIMULATION», 2024, 226, pp. 172 - 183 [Scientific article]Open Access
Ballestra, L. V.; D'Amato, V.; Fersini, P.; Forte, S.; Greco, F., Pricing Cyber Insurance: A Geospatial Statistical Approach, «APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY», 2024, 40, pp. 1365 - 1376 [Scientific article]Open Access
Guizzardi, Andrea; Ballestra, Luca Vincenzo; D’Innocenzo, Enzo, Reverse engineering the last-minute on-line pricing practices: an application to hotels, «STATISTICAL METHODS & APPLICATIONS», 2024, 33, pp. 943 - 971 [Scientific article]Open Access
Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea, Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options, «JOURNAL OF FINANCIAL ECONOMETRICS», 2024, 22, pp. 375 - 406 [Scientific article]Open Access
Ballestra, LUCA VINCENZO, Themes and challenges in contemporary financial research, «RISK GOVERNANCE & CONTROL: FINANCIAL MARKETS & INSTITUTIONS», 2024, 14, pp. 4 - 5 [Comment or similar]
