Search Results for author: Raffaele Giuseppe Cestari

Found 5 papers, 0 papers with code

Sentiment-driven prediction of financial returns: a Bayesian-enhanced FinBERT approach

no code implementations7 Mar 2024 Raffaele Giuseppe Cestari, Simone Formentin

Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data.

feature selection Language Modelling +2

Hawkes-based cryptocurrency forecasting via Limit Order Book data

no code implementations21 Dec 2023 Raffaele Giuseppe Cestari, Filippo Barchi, Riccardo Busetto, Daniele Marazzina, Simone Formentin

Accurately forecasting the direction of financial returns poses a formidable challenge, given the inherent unpredictability of financial time series.

Point Processes Time Series

Split-Boost Neural Networks

no code implementations6 Sep 2023 Raffaele Giuseppe Cestari, Gabriele Maroni, Loris Cannelli, Dario Piga, Simone Formentin

The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results.

Scenario-based model predictive control of water reservoir systems

no code implementations1 Sep 2023 Raffaele Giuseppe Cestari, Andrea Castelletti, Simone Formentin

The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives.

Model Predictive Control

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