VITALI, Sebastiano Statistiche
VITALI, Sebastiano
Dipartimento di Scienze Economiche
Fractional Brownian Motion to Generate Multistage Scenario Trees
2024-01-01 Barbano, Gioele; Moriggia, Vittorio; Vitali, Sebastiano
Investments in transmission lines and storage units considering second-order stochastic dominance constraints
2024-01-01 Domínguez, Ruth; Carrión, Miguel; Vitali, Sebastiano
Using interpolated implied volatility for analysing exogenous market changes
2024-01-01 Maciak, Matúš; Vitali, Sebastiano
Implied volatility smoothing at COVID-19 times
2023-01-01 Vitali, Sebastiano; Kopa, Miloš; Giana, Gabriele
Investment disputes and their explicit role in option market uncertainty and overall risk instability
2023-01-01 Drábek, Z.; Kopa, M.; Maciak, M.; Pešta, M.; Vitali, Sebastiano
Multistage stochastic dominance: an application to pension fund management
2023-11-10 Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano
The impact of socio-economic and educational background on expectations and concerns towards students’ international mobility
2023-01-01 Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
2021-01-01 Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; Moriggia, Vittorio
Comparing stage-scenario with nodal formulation for multistage stochastic problems
2021-01-01 Vitali, Sebastiano; Dominguez, R.; Moriggia, Vittorio
Insights for stochastic dominance extension in a multistage framework
2021-01-01 Vitali, Sebastiano
Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources
2021-01-01 Dominguez Martin, Maria Ruth; Vitali, Sebastiano
Pension fund management with investment certificates and stochastic dominance
2021-01-01 Vitali, Sebastiano; Moriggia, Vittorio
Evaluation of scenario reduction algorithms with nested distance
2020-01-01 Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio
Implied Volatility Surface Estimation via Quantile Regularization
2020-01-01 Maciak, Matúš; Pešta, Michal; Vitali, Sebastiano
Laboratorio di informatica. Excel
2020-01-01 Moriggia, Vittorio; Vitali, Sebastiano
Long-term individual financial planning under stochastic dominance constraints
2020-01-01 Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano
Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints
2019-01-01 Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano
Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
2019-01-01 Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano
The investment certificates in the Italian market: a comparison of quoted and estimated prices
2019-01-01 Viganò, Brando; Vitali, Sebastiano; Moriggia, Vittorio; Zanotti, Giovanna
Individual optimal pension allocation under stochastic dominance constraints
2018-01-01 Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano
Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
---|---|---|---|---|
1-gen-2024 | Fractional Brownian Motion to Generate Multistage Scenario Trees | Barbano, Gioele; Moriggia, Vittorio; Vitali, Sebastiano | 2.09 Dipartimento di Scienze Economiche::Working Papers of Department of Economics | |
1-gen-2024 | Investments in transmission lines and storage units considering second-order stochastic dominance constraints | Domínguez, Ruth; Carrión, Miguel; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2024 | Using interpolated implied volatility for analysing exogenous market changes | Maciak, Matúš; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2023 | Implied volatility smoothing at COVID-19 times | Vitali, Sebastiano; Kopa, Miloš; Giana, Gabriele | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2023 | Investment disputes and their explicit role in option market uncertainty and overall risk instability | Drábek, Z.; Kopa, M.; Maciak, M.; Pešta, M.; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
10-nov-2023 | Multistage stochastic dominance: an application to pension fund management | Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2023 | The impact of socio-economic and educational background on expectations and concerns towards students’ international mobility | Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.02 Abstract in atti di convegno - Conference abstracts | |
1-gen-2021 | Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints | Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2021 | Comparing stage-scenario with nodal formulation for multistage stochastic problems | Vitali, Sebastiano; Dominguez, R.; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2021 | Insights for stochastic dominance extension in a multistage framework | Vitali, Sebastiano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2021 | Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources | Dominguez Martin, Maria Ruth; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2021 | Pension fund management with investment certificates and stochastic dominance | Vitali, Sebastiano; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2020 | Evaluation of scenario reduction algorithms with nested distance | Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2020 | Implied Volatility Surface Estimation via Quantile Regularization | Maciak, Matúš; Pešta, Michal; Vitali, Sebastiano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
1-gen-2020 | Laboratorio di informatica. Excel | Moriggia, Vittorio; Vitali, Sebastiano | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
1-gen-2020 | Long-term individual financial planning under stochastic dominance constraints | Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2019 | Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints | Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
1-gen-2019 | Pension fund management with hedging derivatives, stochastic dominance and nodal contamination | Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2019 | The investment certificates in the Italian market: a comparison of quoted and estimated prices | Viganò, Brando; Vitali, Sebastiano; Moriggia, Vittorio; Zanotti, Giovanna | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
1-gen-2018 | Individual optimal pension allocation under stochastic dominance constraints | Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |