Lorella Fatone

Available identifiers

zbMath Open fatone.lorellaMaRDI QIDQ428365

List of research outcomes

Publication	Date of Publication	Type
Electromagnetic fields simulating a rotating sphere and its exterior with implications to the modeling of the heliosphere	2023-12-21	Paper
High-order discretization of backward anisotropic diffusion and application to image processing	2022-10-18	Paper
The use of grossone in elastic net regularization and sparse support vector machines	2022-07-21	Paper
A decision-making machine learning approach in Hermite spectral approximations of partial differential equations	2022-06-24	Paper
Optimal solution of the liquidation problem under execution and price impact risks	2022-05-27	Paper
High-Order Discretization of Backward Anisotropic Diffusion and Application to Image Processing	2022-04-28	Paper
On the use of Hermite functions for the Vlasov-Poisson system	2021-12-02	Paper
Arbitrary-order time-accurate semi-Lagrangian spectral approximations of the Vlasov-Poisson system	2020-12-10	Paper
Optimal solution of the liquidation problem under execution risk	2020-11-05	Paper
A new Remez-type algorithm for best polynomial approximation	2020-09-21	Paper
A semi-Lagrangian spectral method for the Vlasov-Poisson system based on Fourier, Legendre and Hermite polynomials	2020-01-27	Paper
Systemic risk governance in a dynamical model of a banking system	2019-12-03	Paper
Isospectral domains for discrete elliptic operators	2018-04-26	Paper
Optimal Collocation Nodes for Fractional Derivative Operators	2015-06-23	Paper
The use of statistical tests to calibrate the normal SABR model	2013-09-26	Paper
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility	2012-06-19	Paper
Data Fusion and Filtering Via Calculus of Variations	2011-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q3068487	2011-01-15	Paper
A method to solve an acoustic inverse scattering problem involving smart obstacles	2010-07-30	Paper
Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model	2009-07-03	Paper
A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term	2009-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3538711	2008-11-24	Paper
Finite-difference preconditioners for superconsistent pseudospectral approximations	2008-01-21	Paper
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds	2007-12-17	Paper
A convergence analysis for the superconsistent Chebyshev method	2007-12-14	Paper
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles	2007-07-27	Paper
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering	2007-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q5482740	2006-08-28	Paper
Direct and inverse acoustic scattering problems involving smart obstacles	2006-04-28	Paper
Finite‐difference schemes for transport‐dominated equations using special collocation nodes	2005-08-29	Paper
Furtivity and masking problems in time-dependent electromagnetic obstacle scattering.	2005-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q4450204	2004-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q4786493	2002-12-17	Paper
Multimodels for incompressible flows: iterative solutions for the Navier-Stokes/Oseen coupling	2002-03-20	Paper
An image fusion approach to the numerical inversion of multifrequency electromagnetic scattering data	2002-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q2702678	2001-03-12	Paper
Time harmonic electromagnetic scattering from a bounded obstacle: An existence theorem and a computational method	2000-08-16	Paper
Multimodels for incompressible flows	2000-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q4357691	1998-06-01	Paper

Research outcomes over time

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