4 papers
Sentiment-driven prediction of financial returns: a Bayesian-enhanced FinBERT approach
Raffaele Giuseppe Cestari, Simone Formentin
Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data. Enhancing prediction models' performance hinges…
Model Predictive Control with adaptive resilience for Denial-of-Service Attacks mitigation on a Regulated Dam
Raffaele Giuseppe Cestari, Stefano Longari, Stefano Zanero +1
In recent years, SCADA (Supervisory Control and Data Acquisition) systems have increasingly become the target of cyber attacks. SCADAs are no longer isolated, as web-based applicat…
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…
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…