4 citations · 5 across the 12 of their papers we have counts for
12 papers
High-Quality Synthetic Financial Time-Series using a GAN-Diffusion Framework
Giuseppe Masi, Andrea Coletta, Novella Bartolini
In recent years, financial institutions and firms have increasingly adopted synthetic data to address data scarcity and to generate counterfactual market scenarios. However, reprod…
Spatio-Temporal Shifting to Reduce Carbon, Water, and Land-Use Footprints of Cloud Workloads
Giulio Attenni, Youssef Moawad, Novella Bartolini +1
In this paper, we investigate the potential of spatial and temporal cloud workload shifting to reduce carbon, water, and land use footprints. Specifically, we perform a simulation…
Environmentally-Conscious Cloud Orchestration Considering Geo-Distributed Data Centers
Giulio Attenni, Novella Bartolini
This paper presents a theoretical discussion for environmentally-conscious job deployment and migration in cloud environments, aiming to minimize the environmental impact of resour…
Robust Causal Discovery in Real-World Time Series with Power-Laws
Matteo Tusoni, Giuseppe Masi, Andrea Coletta +3
Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climat…
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
Matteo Prata, Giuseppe Masi, Leonardo Berti +6
The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL mod…
Towards Realistic Market Simulations: a Generative Adversarial Networks Approach
Andrea Coletta, Matteo Prata, Michele Conti +5
Simulated environments are increasingly used by trading firms and investment banks to evaluate trading strategies before approaching real markets. Backtesting, a widely used approa…