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20132025
most citedDeep Convolutional Neural Networks on Cartoon Functions

10 citations · 18 across the 14 of their papers we have counts for

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Showing 2018Show all

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q-fin.PM2018

Optimal Portfolio in Intraday Electricity Markets Modelled by Lévy-Ornstein-Uhlenbeck Processes

Marco Piccirilli, Tiziano Vargiolu

We study an optimal portfolio problem designed for an agent operating in intraday electricity markets. The investor is allowed to trade in a single risky asset modelling the contin…