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G. Servizi

3 papers hereh-index 10409 citations40 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author2

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech1
  • math.NA1
  • nlin.CD1

identity via Semantic Scholar / OpenAlex

activity
20002017
most citedLearning short-option valuation in the presence of rare events

8 citations · 9 across the 2 of their papers we have counts for

collaborators

3 papers

math.NA2017

On the multiplicity of Laplacian eigenvalues and Fiedler partitions

Eleonora Andreotti, Armando Bazzani, Daniel Remondini +1

In this paper we study two classes of graphs, the (m,k)-stars and l-dependent graphs, investigating the relation between spectrum characteristics and graph structure: conditions on…

nlin.CD2002★ 1 cited

Locating periodic orbits by Topological Degree theory

C. Polymilis, G. Servizi, Ch. Skokos +2

We consider methods based on the topological degree theory to compute periodic orbits of area preserving maps. Numerical approximations of the Kronecker integral and the applicatio…

cond-mat.stat-mech2000★ 8 cited

Learning short-option valuation in the presence of rare events

M. Raberto, G. Cuniberti, E. Scalas +3

We present a neural-network valuation of financial derivatives in the case of fat-tailed underlying asset returns. A two-layer perceptron is trained on simulated prices taking into…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.