Posts by Collection

Portfolio item number 1

Short description of portfolio item number 1

Portfolio item number 2

Short description of portfolio item number 2

Generative adversarial network for market hourly discrimination

Published in Proceedings of the 3rd International Conference on Mathematical and Related Sciences (ICMRS 2020), 2020

Recommended citation: Grilli, L., & Santoro, D. (2020). "Generative adversarial network for market hourly discrimination." Proceedings of the 3rd International Conference on Mathematical and Related Sciences (ICMRS 2020), pp. 106–113.
Download Paper

Machine-deep learning and finance: A review of recent results

Published in Proceedings of the 4th International Conference on Mathematical and Related Sciences (ICMRS 2021), 2021

Recommended citation: Grilli, L., & Santoro, D. (2021). "Machine-deep learning and finance: A review of recent results." Proceedings of the 4th International Conference on Mathematical and Related Sciences (ICMRS 2021).
Download Paper

A statistical ensemble based approach for entropy in cryptocurrencies markets

Published in Proceedings of the 13th International Chaotic Modeling and Simulation International Conference, 2021

Recommended citation: Grilli, L., & Santoro, D. (2021). "A statistical ensemble based approach for entropy in cryptocurrencies markets." Proceedings of the 13th International Chaotic Modeling and Simulation International Conference, p. 1091.

Deep learning for knowledge tracing in learning analytics: An overview

Published in Proceedings of the First Workshop on Technology Enhanced Learning Environments for Blended Education (teleXbe 2021), 2021

Recommended citation: Casalino, G., Grilli, L., Limone, P., Santoro, D., & Schicchi, D. (2021). "Deep learning for knowledge tracing in learning analytics: An overview." Proceedings of the First Workshop on Technology Enhanced Learning Environments for Blended Education (teleXbe 2021), Vol. 2817, CEUR Workshop Proceedings.
Download Paper

Cryptocurrencies markets and entropy: A statistical ensemble based approach

Published in Applied Mathematical Sciences, 2021

Recommended citation: Grilli, L., & Santoro, D. (2021). "Cryptocurrencies markets and entropy: A statistical ensemble based approach." Applied Mathematical Sciences, 15(7), 297–320.
Download Paper

A statistical ensemble based approach for entropy in cryptocurrencies markets

Published in Chaotic Modeling and Simulation (CMSIM), 2021

Recommended citation: Grilli, L., & Santoro, D. (2021). "A statistical ensemble based approach for entropy in cryptocurrencies markets." Chaotic Modeling and Simulation (CMSIM), 2, 91–103.
Download Paper

Sustainable mobility in universities: The case of the University of Foggia (Italy)

Published in Environments, 2021

Recommended citation: Cappelletti, G. M., Grilli, L., Santoro, D., & Russo, C. (2021). "Sustainable mobility in universities: The case of the University of Foggia (Italy)." Environments, 8, 57.
Download Paper

Real R&D options under sentimental information analysis

Published in MAF 2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022

Recommended citation: Santoro, D., & Villani, G. (2022). "Real R&D options under sentimental information analysis." In M. Corazza (Ed.), MAF 2022 – Mathematical and Statistical Methods for Actuarial Sciences and Finance, Chap. 67, pp. 1–6. Springer Nature Switzerland AG.
Download Paper

AlBERTino for stock price prediction: A Gibbs sampling approach

Published in Information Sciences, 2022

Recommended citation: Colasanto, F., Grilli, L., Santoro, D., & Villani, G. (2022). "AlBERTino for stock price prediction: A Gibbs sampling approach." Information Sciences, 597, 341–357. https://doi.org/10.1016/j.ins.2022.03.051
Download Paper

Generative adversarial network to evaluate quantity of information in financial markets

Published in Neural Computing & Applications, 2022

Recommended citation: Santoro, D., & Grilli, L. (2022). "Generative adversarial network to evaluate quantity of information in financial markets." Neural Computing & Applications, 34, 17473–17490. https://doi.org/10.1007/s00521-022-07401-3
Download Paper

BERT’s sentiment score for portfolio optimization: A fine-tuned view in Black–Litterman model

Published in Neural Computing & Applications, 2022

Recommended citation: Colasanto, F., Grilli, L., Santoro, D., & Villani, G. (2022). "BERT’s sentiment score for portfolio optimization: A fine-tuned view in Black–Litterman model." Neural Computing & Applications, 34, 17507–17521. https://doi.org/10.1007/s00521-022-07403-1
Download Paper

To learn or not to learn? Evaluating autonomous, adaptive, automated traders in cryptocurrencies financial bubbles

Published in Neural Computing & Applications, 2022

Recommended citation: Guarino, A., Grilli, L., Santoro, D., Messina, F., & Zaccagnino, R. (2022). "To learn or not to learn? Evaluating autonomous, adaptive, automated traders in cryptocurrencies financial bubbles." Neural Computing & Applications, 34, 20715–20756. https://doi.org/10.1007/s00521-022-07543-4
Download Paper

A neural network contribute to reverse cryptographic processes in bitcoin systems: attention on SHA256

Published in Applied Mathematical Sciences, 2022

Recommended citation: Colasanto, F., Grilli, L., Santoro, D., & Villani, G. (2022). "A neural network contribute to reverse cryptographic processes in bitcoin systems: attention on SHA256." Applied Mathematical Sciences, 16(4), 215–232. https://doi.org/10.12988/ams.2022.916778
Download Paper

Directional derivatives in non-Hausdorff TVS: topological filter techniques without metric structures

Published in Applied Mathematical Sciences, 2022

Recommended citation: Colasanto, F., Grilli, L., & Santoro, D. (2022). "Directional derivatives in non-Hausdorff TVS: topological filter techniques without metric structures." Applied Mathematical Sciences, 16(5), 251–260. https://doi.org/10.12988/ams.2022.916795
Download Paper

Forecasting Financial Time Series with Boltzmann Entropy through Neural Networks

Published in Computational Management Sciences, 2022

Recommended citation: Grilli, L., & Santoro, D. (2022). "Forecasting Financial Time Series with Boltzmann Entropy through Neural Networks." Computational Management Sciences, 19, 665–681. https://doi.org/10.1007/s10287-022-00430-2
Download Paper

Machine learning and sustainable mobility: The case of the University of Foggia (Italy)

Published in Applied Sciences, 2022

Recommended citation: Cappelletti, G. M., Grilli, L., Santoro, D., & Russo, C. (2022). "Machine learning and sustainable mobility: The case of the University of Foggia (Italy)." Applied Sciences, 12(17):8774. https://doi.org/10.3390/app12178774
Download Paper

Benchmarking Sustainable Mobility in Higher Education

Published in Sustainability, 2023

Recommended citation: Cappelletti, G. M., Grilli, L., Russo, C., & Santoro, D. (2023). "Benchmarking Sustainable Mobility in Higher Education." Sustainability, 15(6), 5190. https://doi.org/10.3390/su15065190
Download Paper

On the efficacy of ‘herd behavior’ in the commodities market: A neuro-fuzzy agent ‘herding’ on deep learning traders

Published in Applied Stochastic Models in Business and Industry, 2023

Recommended citation: Guarino, A., Grilli, L., Santoro, D., Messina, F., & Zaccagnino, R. (2024). "On the efficacy of 'herd behavior' in the commodities market: A neuro-fuzzy agent 'herding' on deep learning traders." Applied Stochastic Models in Business and Industry, 40(2), 348–372. https://doi.org/10.1002/asmb.2793
Download Paper

The impact of polarity score on real option valuation for multistage projects

Published in Quality & Quantity, 2023

Recommended citation: Di Bari, A., Santoro, D., Tarrazon-Rodon, M. A., & Villani, G. (2024). "The impact of polarity score on real option valuation for multistage projects." Quality & Quantity, 58, 57–76. https://doi.org/10.1007/s11135-023-01635-6
Download Paper

Harnessing the power of blockchain in the agri-food sector: a meta-analysis of current research and best practices

Published in Applied Mathematical Sciences, 2023

Recommended citation: Cappelletti, M. G., Caputo, R., Cariglia, M., Grilli, L., Russo, C., Santoro, D., & Sgarro, G. A. (2023). "Harnessing the power of blockchain in the agri-food sector: a meta-analysis of current research and best practices." Applied Mathematical Sciences, 17(10), 477–501. https://doi.org/10.12988/ams.2023.917473
Download Paper

Optimal multivariate mixture: a genetic algorithm approach

Published in Annals of Operations Research, 2024

Recommended citation: Sgarro, G. A., Grilli, L., & Santoro, D. (2024). "Optimal multivariate mixture: a genetic algorithm approach." Annals of Operations Research. https://doi.org/10.1007/s10479-024-06045-x
Download Paper

EvoFolio: a portfolio optimization method based on multi-objective evolutionary algorithms

Published in Neural Computing & Applications, 2024

Recommended citation: Guarino, A., Santoro, D., Grilli, L., Zaccagnino, R., & Balbi, M. (2024). "EvoFolio: a portfolio optimization method based on multi-objective evolutionary algorithms." Neural Computing & Applications, 36, 7221–7243. https://doi.org/10.1007/s00521-024-09456-w
Download Paper

Ant Colony Optimization for solving Directed Chinese Postman Problem

Published in Neural Computing & Applications, 2024

Recommended citation: Sgarro, G. A., Santoro, D., & Grilli, L. (2024). "Ant Colony Optimization for solving Directed Chinese Postman Problem." Neural Computing & Applications, 36, 17615–17630. https://doi.org/10.1007/s00521-024-10052-1
Download Paper

A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions

Published in MAF 2024 – Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2024

Recommended citation: Di Bari, A., Grilli, L., Santoro, D., & Villani, G. (2024). "A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions." In M. Corazza et al. (Eds.), Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2024). Springer, Cham. https://doi.org/10.1007/978-3-031-64273-9_20
Download Paper

A comparison between machine and deep learning models on high stationarity data

Published in Scientific Reports, 2024

Recommended citation: Santoro, D., Ciano, T., & Ferrara, M. (2024). "A comparison between machine and deep learning models on high stationarity data." Scientific Reports, 14, 19409. https://doi.org/10.1038/s41598-024-70341-6
Download Paper

A new methodology to support wind investment decision: a combination of natural language processing and Monte Carlo option pricing technique

Published in Decisions in Economics and Finance, 2024

Recommended citation: Di Bari, A., Grilli, L., Santoro, D., & Villani, G. (2024). "A new methodology to support wind investment decision: a combination of natural language processing and Monte Carlo option pricing technique." Decisions in Economics and Finance. https://doi.org/10.1007/s10203-024-00486-6
Download Paper

MCMC Approach for Stock Price Forecasting Using an Italian-BERT Model

Published in SIS 2024 – Methodological and Applied Statistics and Demography II, 2025

Recommended citation: Santoro, D., Grilli, L., Sgarro, G. A., Colasanto, F., & Villani, G. (2025). "MCMC Approach for Stock Price Forecasting Using an Italian-BERT Model." In A. Pollice & P. Mariani (Eds.), Methodological and Applied Statistics and Demography II (SIS 2024). Springer, Cham. https://doi.org/10.1007/978-3-031-64350-7_96
Download Paper

A PPP Projects Valuation: Real Options, Competition and Anchoring Bias

Published in Computational Economics, 2025

Recommended citation: Anyebe, D., Di Bari, A., Santoro, D., & Villani, G. (2025). "A PPP Projects Valuation: Real Options, Competition and Anchoring Bias." Computational Economics. https://doi.org/10.1007/s10614-025-11109-6
Download Paper

MONTUR project: dataset for understanding and forecasting tourist flows

Published in PLOS ONE, 2025

Recommended citation: Alderighi, M., Ciano, T., Ferrara, M., & Santoro, D. (2025). "MONTUR project: dataset for understanding and forecasting tourist flows." PLOS ONE, 20(10): e0335190. https://doi.org/10.1371/journal.pone.0335190
Download Paper

Beyond the traditional classroom: innovation and inclusion in math teaching with AI

Published in Journal of Inclusive Methodology and Technology in Learning and Teaching, 2025

Recommended citation: Imperatrice, R. C. F., Melchiorre, L., Lorusso, D., Santoro, D., & Grilli, L. (2025). "Beyond the traditional classroom: innovation and inclusion in math teaching with AI." Journal of Inclusive Methodology and Technology in Learning and Teaching, 5(3).
Download Paper

Comparing Distance- and CO₂-Optimized Heuristics and Metaheuristics for the Multi-Depot Capacitated Vehicle Routing Problem in Agricultural Logistics

Published in 11th International Conference on Economics, Business & Management (ICEBM), 2025

Recommended citation: Sgarro, G. A., Santoro, D., Colasanto, F., Grilli, L., Russo, C., Cappelletti, G. M., Cusenza, M., & Vairo, A. (2025). "Comparing Distance- and CO₂-Optimized Heuristics and Metaheuristics for the Multi-Depot Capacitated Vehicle Routing Problem in Agricultural Logistics." Proceedings of the 11th International Conference on Economics, Business & Management (ICEBM), pp. 240–250. https://doi.org/10.56065/ICEBM2025.240
Download Paper

Identifying risk patterns for sudden cardiac death in athletes: A clustering and principal component analysis approach

Published in PLOS ONE, 2026

Recommended citation: Sgarro, G. A., Vasco, P., Santoro, D., Grilli, L., Giglio, M., Brunetti, N. D., Traetta, L., Cibelli, G., & Valenzano, A. A. (2026). "Identifying risk patterns for sudden cardiac death in athletes: A clustering and principal component analysis approach." PLOS ONE, 21(1): e0339377. https://doi.org/10.1371/journal.pone.0339377
Download Paper

Ant colony optimization for solving mixed Chinese postman problem on open real world data

Published in Neural Computing & Applications, 2026

Recommended citation: Sgarro, G. A., Santoro, D., & Grilli, L. (2026). "Ant colony optimization for solving mixed Chinese postman problem on open real world data." Neural Computing & Applications, 38, 134. https://doi.org/10.1007/s00521-026-11846-1
Download Paper

Talk 1 on Relevant Topic in Your Field

Published: March 01, 2012

This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!

Tutorial 1 on Relevant Topic in Your Field

Published: March 01, 2013

More information here

Talk 2 on Relevant Topic in Your Field

Published: February 01, 2014

More information here

Conference Proceeding talk 3 on Relevant Topic in Your Field

Published: March 01, 2014

This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.