9 citations · 10 across the 4 of their papers we have counts for
4 papers
Stratified adaptive sampling for derivative-free stochastic trust-region optimization
Giovanni Amici, Sara Shashaani, Pranav Jain
There is emerging evidence that trust-region (TR) algorithms are very effective at solving derivative-free nonconvex stochastic optimization problems in which the objective functio…
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…
Multivariate Lévy models: calibration and pricing
Giovanni Amici, Paolo Brandimarte, Francesco Messeri +1
The goal of this paper is to investigate how the marginal and dependence structures of a variety of multivariate Lévy models affect calibration and pricing. To this aim, we study t…
The GEM Project: an International Collaboration to Survey Galactic Radiation Emission
S. Torres, V. Canon, R. Casas +9
The GEM (Galactic Emission Mapping) project is an international collaboration established with the aim of surveying the full sky at long wavelengths with a multi-frequency radio te…