Simone Scotti

According to our database, Simone Scotti authored at least 7 papers between 2013 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version.

Dorival Leão, Alberto Ohashi, Simone Scotti, Adolfo M. D. da Silva

CoRR, April, 2026

2024

Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data.

Iacopo Raffaelli, Simone Scotti, Giacomo Toscano

Ann. Oper. Res., May, 2024

2023

Interest Rates Term Structure Models Driven by Hawkes Processes.

Guillaume Bernis, Matthieu Garcin, Simone Scotti, Carlo Sgarra

SIAM J. Financial Math., December, 2023

2022

Optimal harvesting under marine reserves and uncertain environment.

M'hamed Gaïgi, Vathana Ly Vath, Simone Scotti

Eur. J. Oper. Res., 2022

2017

Alpha-CIR model with branching processes in sovereign interest rate modeling.

Ying Jiao, Chunhua Ma, Simone Scotti

Finance Stochastics, 2017

2014

Flight trial demonstration of seamless aeronautical networking.

Simon Plass, Romain Hermenier, Oliver Lücke, Dirk Gomez Depoorter, Théophile Tordjman, Mark Chatterton, Massimiliano Amirfeiz, Simone Scotti, Yongqiang Jay Cheng, Prashant Pillai, Thomas Gräupl, Frederic Durand, Ken Murphy, Andrew Marriott, Alexander Zaytsev

IEEE Commun. Mag., 2014

2013

An Optimal Dividend and Investment Control Problem under Debt Constraints.

Etienne Chevalier, Vathana Ly Vath, Simone Scotti

SIAM J. Financial Math., 2013