Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system. - Augusto Pianese; Anna Attias; Zoltán Varga (Decis. Support Syst., 2014)

Multifractional processes in finance. - Sergio Bianchi; Augusto Pianese (Risk Decis. Anal., 2014)

Efficient Markets and Behavioral Finance: a Comprehensive multifractional Model. - Sergio Bianchi; Alexandre Pantanella; Augusto Pianese (Adv. Complex Syst., 2015)

Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. - Massimiliano Frezza; Sergio Bianchi; Augusto Pianese (Comput. Manag. Sci., 2022)

Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity. - Massimiliano Frezza; Sergio Bianchi; Augusto Pianese (Commun. Nonlinear Sci. Numer. Simul., 2023)

Rough volatility via the Lamperti transform. - Sergio Bianchi; Daniele Angelini; Augusto Pianese; Massimiliano Frezza (Commun. Nonlinear Sci. Numer. Simul., 2023)

A new tool to detect financial data scaling. - Sergio Bianchi; Augusto Pianese; Massimiliano Frezza; Daniele Angelini (Frontiers Appl. Math. Stat., 2025)