2 citations · 4 across the 20 of their papers we have counts for
21 papers
Stochastic Port-Hamiltonian Neural Networks: Universal Approximation with Passivity Guarantees
Luca Di Persio, Matthias Ehrhardt, Youness Outaleb
Stochastic port-Hamiltonian systems represent open dynamical systems with dissipation, inputs, and stochastic forcing in an energy based form. We introduce stochastic port-Hamilton…
Mild Solutions for Path-Dependent Parabolic PDEs with Neumann Boundary Conditions via Generalized BSDEs
Luca Di Persio, Matteo Garbelli, Adrian Zalinescu
We study a system of Forward-Backward Stochastic Differential Equations (FBSDEs) with time-delayed generators. The forward process includes a reflection component expressed via a S…
Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting
Mohammed Alruqimi, Luca Di Persio
This paper investigates an optimal integration of deep learning with financial models for robust asset price forecasting. Specifically, we developed a hybrid framework combining a…
Port-Hamiltonian Neural Networks: From Theory to Simulation of Interconnected Stochastic Systems
Luca Di Persio, Matthias Ehrhardt, Youness Outaleb +1
This work introduces a new framework integrating port-Hamiltonian systems (PHS) and neural network architectures. This framework bridges the gap between deterministic and stochasti…
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
Stefana-Lucia Anita, Luca Di Persio
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specif…
Measure-valued processes for energy markets
Christa Cuchiero, Luca Di Persio, Francesco Guida +1
We introduce a framework that allows to employ (non-negative) measure-valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the p…