Marco Papi

Orcid: 0000-0001-7583-4702

According to our database1, Marco Papi authored at least 11 papers between 2006 and 2025.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

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Bibliography

2025
A GARCH-temporal fusion transformer model for the volatility prediction of exchange traded funds.
Neural Comput. Appl., September, 2025

2024
Investigating Stock Prediction Using LSTM Networks and Sentiment Analysis of Tweets Under High Uncertainty: A Case Study of North American and European Banks.
IEEE Access, 2024

2023
Parameter Identification in Metabolic Reaction Networks by Means of Multiple Steady-State Measurements.
Symmetry, February, 2023

2021
Predictor-Based Output-Feedback Control of Linear Stochastic Systems With Large I/O Delays.
IEEE Trans. Autom. Control., 2021

2020
Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions.
IEEE Trans. Autom. Control., 2020

2019
Predictor-based control of stochastic systems with nonlinear diffusions and input delay.
Autom., 2019

2018
Distributed Utility Estimation With Heterogeneous Relative Information.
IEEE Control. Syst. Lett., 2018

A Suite of Distributed Methodologies to Solve the Sparse Analytic Hierarchy Process Problem.
Proceedings of the 16th European Control Conference, 2018

2017
Optimal linear filter for a class of nonlinear stochastic differential systems with discrete measurements.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2012
Singular risk-neutral valuation equations.
Finance Stochastics, 2012

2006
Optimal asset-liability management with constraints: A dynamic programming approach.
Appl. Math. Comput., 2006


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