| Monte Carlo method for pricing complex financial derivatives: an innovative approach to the control of convergence I Bendato, L Cassettari, PG Giribone, R Mosca Applied Mathematical Sciences 9 (124), 6167-6188, 2015 | 18 | 2015 |
| The stochastic analysis of investments in industrial plants by simulation models with control of experimental error: theory and application to a real business case L Cassettari, PG Giribone, M Mosca, R Mosca Applied Mathematical Sciences 4 (76), 3823-3840, 2010 | 17 | 2010 |
| Electricity Spot Prices Forecasting for MIBEL by using Deep Learning: a comparison between NAR, NARX and LSTM networks M de Simón-Martín, S Bracco, E Rosales-Asensio, G Piazza, F Delfino, ... 2020 IEEE International Conference on Environment and Electrical Engineering …, 2020 | 13 | 2020 |
| Option pricing via radial basis functions: Performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing PG Giribone, S Ligato International Journal of Financial Engineering 2 (02), 1550018, 2015 | 12 | 2015 |
| Yield curve estimation under extreme conditions: do RBF networks perform better? A Cafferata, PG Giribone, M Neffelli, M Resta Neural Advances in Processing Nonlinear Dynamic Signals 27, 241-251, 2019 | 10 | 2019 |
| Combining robust dynamic neural networks with traditional technical indicators for generating mechanic trading signals PG Giribone, S Ligato, F Penone International Journal of Financial Engineering 5 (04), 1850037, 2018 | 10 | 2018 |
| Ricostruzione di superfici di volatilità mediante l’utilizzo di reti neurali autoassociative: un caso studio basato sull’analisi non lineare delle component principali O Caligaris, PG Giribone, M Neffelli Risk Management Magazine 12 (3), 11-18, 2017 | 9 | 2017 |
| Modellizzare la curva dei rendimenti mediante metodologie di apprendimento artificiale: Analisi e confronto prestazionale tra le tecniche regressive tradizionali e le reti neurali O Caligaris, PG Giribone AIFIRM (Italian Association of Financial Industry Risk Management) Magazine …, 2015 | 9 | 2015 |
| Applicazioni delle reti neurali feed-forward per la ricostruzione di superfici di volatilità PG Giribone, S Ligato, O Caligaris AIFIRM Magazine (Financial Industry Risk Managers Association) 10 (1), 4-19, 2015 | 9 | 2015 |
| MSPE e Monte Carlo Pricing Method: tecniche di convergenza nei modelli finanziari R Mosca, L Cassettari, PG Giribone AIFIRM Magazine (Associazione Italiana Financial Industry Risk Managers) 5 (1), 2010 | 9 | 2010 |
| The effects of negative interest rates on the estimation of option sensitivities: The impact of switching from a log-normal to a normal model PG Giribone, S Ligato, M Mulas International Journal of Financial Engineering 4 (01), 1750015, 2017 | 8 | 2017 |
| Negative interest rates effects on option pricing: Back to basics? G Burro, PG Giribone, S Ligato, M Mulas, F Querci International Journal of Financial Engineering 4 (02n03), 1750034, 2017 | 7 | 2017 |
| Metodologie per migliorare la velocità di convergenza nei simulatori Monte Carlo: Analisi delle tecniche ed implementazione in un framework di pricing PG Giribone, S Ligato Associazione Italiana Financial Industry Risk Managers, 2013 | 7 | 2013 |
| Studio ed Implementazione della tecnica MSPE per un controllo affidabile della convergenza nei modelli stocastici per il pricing di opzioni”–Ph PG Giribone D Thesis–Relatore: Prof. Ing. R. Mosca, 2012 | 7 | 2012 |
| Flexible-forward pricing through Leisen–Reimer trees: Implementation and performance comparison with traditional Markov chains PG Giribone, S Ligato International Journal of Financial Engineering 3 (02), 1650010, 2016 | 6 | 2016 |
| Attraction Force Optimization (AFO): A deterministic nature-inspired heuristic for solving optimization problems in stochastic simulation I Bendato, L Cassettari, PG Giribone, S Fioribello Applied Mathematical Sciences 10 (20), 989-1011, 2016 | 6 | 2016 |
| Interest rates term structure models and their impact on actuarial forecasting A Cafferata, PG Giribone, M Resta Proceedings of the Quantitative Finance Workshop QFW18, 2018 | 5 | 2018 |
| The effects of negative nominal rates on the pricing of american calls: some theoretical and numerical insights A Cafferata, PG Giribone, M Resta Modern Economy 8 (07), 878, 2017 | 5 | 2017 |
| Considerazioni sullo stato attuale della valorizzazione delle opzioni cap e floor aventi come parametro di riferimento il tasso EURIBOR PG Giribone, S Ligato AIAF Newsletter 99, 45-53, 2016 | 5 | 2016 |
| Studio della convergenza dei modelli di pricing discreti multinomiali azionari: Teoria e applicazioni con tecniche di controllo dell’errore PG Giribone, S Ventura AIFIRM Magazine 6 (1), 24-35, 2011 | 5 | 2011 |
