Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective. - Luca Di Persio; Matteo Garbelli (Symmetry, 2021)

From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks. - Luca Di Persio; Matteo Garbelli (Symmetry, 2023)

Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies. - Luca Di Persio; Matteo Garbelli; Fatemeh Mottaghi; Kai Wallbaum (Expert Syst. Appl., 2023)