Stochastic Differential Equations

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Research interests

Luca Di Persio: Associate Professor

Research interests
Topic	People	Description
Stochastic data-driven forecasting	Luca Di Persio	Stochastic Data-Driven Forecasting focuses on integrating stochastic analysis with data-driven methods to enhance predictive accuracy in systems governed by random processes. By utilizing stochastic models, such as stochastic differential equations and time series with noise components, and calibrating them through machine learning on observed data, this field aims to yield robust probabilistic forecasts. Applications include dynamic systems in finance, climatology, and energy, where accurate uncertainty quantification is essential for predictive reliability and risk evaluation.