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Marco Morandotti

10 papers hereh-index 27 citations11 works total

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

author position
  • first author1
  • middle author3
  • last author6

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.AP3
  • math.DS3
  • math.CA1
  • math.NA1
  • math.OC1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20242026
most citedCalibrating the Heston model with deep differential networks

1 citations · 1 across the 9 of their papers we have counts for

collaborators
Showing 2024Show all

4 papers · 1 filter

math.AP2024

Geometrically constrained walls in three dimensions

Riccardo Cristoferi, Gabriele Fissore, Marco Morandotti

We study geometrically constrained magnetic walls in a three dimensional geometry where two bulks are connected by a thin neck. Without imposing any symmetry assumption on the doma…

math.DS2024

Space-time evolution of Volterra disclinations

Pierluigi Cesana, Alfio Grillo, Marco Morandotti +1

The dynamics of a system of particles subject to a 4th order potential field modeling the space-time evolution of wedge disclinations is studied, focusing on finite systems of disc…

q-fin.CP2024★ 1 cited

Calibrating the Heston model with deep differential networks

Giovanni Amici, Marco Morandotti, Chen Zhang

We propose a gradient-based deep learning framework to calibrate the Heston option pricing model (Heston, 1993). Our neural network, henceforth deep differential network (DDN), lea…

math.AP2024

Characterizing BV- and BD-ellipticity for a class of positively 1-homogeneous surface energy densities

Dominik Engl, Carolin Kreisbeck, Marco Morandotti

Lower semicontinuity of surface energies in integral form is known to be equivalent to BV-ellipticity of the surface density. In this paper, we prove that BV-ellipticity coincides…

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