Optimal asset-liability management with constraints: A dynamic programming approach. - Marco Papi; Simone Sbaraglia (Appl. Math. Comput., 2006)

Singular risk-neutral valuation equations. - Cristina Costantini; Marco Papi; Fernanda D'Ippoliti (Finance Stochastics, 2012)

Optimal linear filter for a class of nonlinear stochastic differential systems with discrete measurements. - Filippo Cacace; Valerio Cusimano; Alfredo Germani; Pasquale Palumbo; Marco Papi (CDC, 2017)

A Suite of Distributed Methodologies to Solve the Sparse Analytic Hierarchy Process Problem. - Marta Menci; Gabriele Oliva; Marco Papi; Roberto Setola; Antonio Scala (ECC, 2018)

Distributed Utility Estimation With Heterogeneous Relative Information. - Marta Menci; Gabriele Oliva; Marco Papi; Roberto Setola; Marta Zoppello (IEEE Control. Syst. Lett., 2018)

Predictor-based control of stochastic systems with nonlinear diffusions and input delay. - Filippo Cacace; Alfredo Germani; Costanzo Manes; Marco Papi (Autom., 2019)

Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions. - Filippo Cacace; Valerio Cusimano; Alfredo Germani; Pasquale Palumbo; Marco Papi (IEEE Trans. Autom. Control., 2020)

Predictor-Based Output-Feedback Control of Linear Stochastic Systems With Large I/O Delays. - Filippo Cacace; Alfredo Germani; Costanzo Manes; Marco Papi (IEEE Trans. Autom. Control., 2021)

Parameter Identification in Metabolic Reaction Networks by Means of Multiple Steady-State Measurements. - Giovanni Palombo; Alessandro Borri; Federico Papa; Marco Papi; Pasquale Palumbo (Symmetry, 2023)

Investigating Stock Prediction Using LSTM Networks and Sentiment Analysis of Tweets Under High Uncertainty: A Case Study of North American and European Banks. - Luca Bacco; Lorenzo Petrosino; Domenico Arganese; Luca Vollero; Marco Papi; Mario Merone (IEEE Access, 2024)

A GARCH-temporal fusion transformer model for the volatility prediction of exchange traded funds. - Lorenzo Petrosino; Luca Bacco; Giuliano Salvati; Mario Merone; Marco Papi (Neural Comput. Appl., 2025)