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Disambiguation of "Baviera, Roberto"

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Antipersistent Markov behavior in foreign exchange markets

, , , , and . Physica A: Statistical Mechanics and its Applications, 312 (3-4): 565--576 (Sep 15, 2002)

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Roberto Cruccolini

Roberto Sala

Roberto Fornari

Roberto Minakawa

Roberto Ohrt

 

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Growth optimal investment and pricing of derivatives, , , , and . Physica A: Statistical Mechanics and its Applications, 280 (3-4): 505--521 (Jun 1, 2000)Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach., and . J. Glob. Optim., 81 (2): 469-491 (2021)Markovian approximation in foreign exchange markets, , and . Physica A: Statistical Mechanics and its Applications, 280 (3-4): 566--581 (Jun 1, 2000)Antipersistent Markov behavior in foreign exchange markets, , , , and . Physica A: Statistical Mechanics and its Applications, 312 (3-4): 565--576 (Sep 15, 2002)Vol-Bond: an analytical solution. Quantitative Finance, 3 (4): 285--287 (2003)A simple solution for sticky cap and sticky floor. Quantitative Finance, 7 (3): 285--287 (2007)Correlations and multi-affinity in high frequency financial datasets, , , , and . Physica A: Statistical Mechanics and its Applications, 300 (3-4): 551--557 (Nov 15, 2001)Tree-Based Learning in RNNs for Power Consumption Forecasting., and . CoRR, (2022)