2 papers
q-fin.PR2025
A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling
Nicola Jean, Giacomo Le Pera, Lorenzo Giada +1
We present a novel framework for pricing waterfall structures by simulating the uncertainty of the cashflow generated by the underlying assets in terms of value, time, and confiden…
cs.LG2024
Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
Andrea Vidali, Nicola Jean, Giacomo Le Pera
The Statistical Classification of Economic Activities in the European Community (NACE) is the standard classification system for the categorization of economic and industrial activ…