Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach. - Roberto Baviera; Giulia Bianchi (J. Glob. Optim., 2021)

Tree-Based Learning in RNNs for Power Consumption Forecasting. - Roberto Baviera; Pietro Manzoni (CoRR, 2022)

Tailoring the Tails: Enhancing the Reliability of Probabilistic Load Forecasts. - Roberto Baviera; Pietro Manzoni (COPA, 2024)

Short-time implied volatility of additive normal tempered stable processes. - Michele Azzone; Roberto Baviera (Ann. Oper. Res., 2024)