Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better? - Alessia Cafferata; Pier Giuseppe Giribone; Marco Neffelli; Marina Resta (Neural Advances in Processing Nonlinear Dynamic Signals, 2020)

Implementation of a Commitment Machine for an Adaptive and Robust Expected Shortfall Estimation. - Marco Bagnato; Anna Bottasso; Pier Giuseppe Giribone (Frontiers Artif. Intell., 2021)