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q-fin.ST2023
Hawkes-based cryptocurrency forecasting via Limit Order Book data
Raffaele Giuseppe Cestari, Filippo Barchi, Riccardo Busetto +2
Accurately forecasting the direction of financial returns poses a formidable challenge, given the inherent unpredictability of financial time series. The task becomes even more ard…
cs.LG2023
Split-Boost Neural Networks
Raffaele Giuseppe Cestari, Gabriele Maroni, Loris Cannelli +2
The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results. Key ob…
eess.SY2023
Scenario-based model predictive control of water reservoir systems
Raffaele Giuseppe Cestari, Andrea Castelletti, Simone Formentin
The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow,…