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researcher

R. Baviera

22 papers hereh-index 10257 citations49 works total

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

author position
  • sole author3
  • first author10
  • middle author2
  • last author6

Across the 21 of 22 papers where every author was matched, so the position is known.

fields
  • cond-mat.dis-nn6
  • q-fin.MF4
  • cond-mat.stat-mech3
  • q-fin.PM2
  • q-fin.PR2
  • q-fin.ST2

identity via Semantic Scholar / OpenAlex

activity
19972023
most citedGrowth Optimal Investment and Pricing of Derivatives

38 citations · 106 across the 20 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

cs.LG2022

RNN(p) for Power Consumption Forecasting

Roberto Baviera, Pietro Manzoni

An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p). It is a powerful forec…

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