2 citations · 2 across the 4 of their papers we have counts for
4 papers
Modeling Volatility of Disaster-Affected Populations: A Non-Homogeneous Geometric-Skew Brownian Motion Approach
Giacomo Ascione, Michele Bufalo, Giuseppe Orlando
This paper delves into the impact of natural disasters on affected populations and underscores the imperative of reducing disaster-related fatalities through proactive strategies.…
Modeling COVID-19 pandemic with financial markets models: The case of Jaén (Spain)
Julio Guerrero, Maria del Carmen Galiano, Giuseppe Orlando
The main objective of this work is to test whether some stochastic models typically used in financial markets could be applied to the COVID-19 pandemic. To this end we have impleme…
Foreign exchange options on Heston-CIR model under Lévy process framework
Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando +1
In this paper, we consider the Heston-CIR model with Lévy process for pricing in the foreign exchange (FX) market by providing a new formula that better fits the distribution of pr…
Identification of the nature of dynamical systems with recurrence plots and convolution neural networks: A preliminary test
Daniel Han, Giuseppe Orlando, Sergei Fedotov
In this study, we present a method for classifying dynamical systems using a hybrid approach involving recurrence plots and a convolution neural network (CNN). This is performed by…