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Federico Gatta

Observed name: Gatta, Federico
ORCID: 0000-0001-9772-1274
Observed ORCID: 0000-0001-9772-1274
OpenAlex ID: A5000313985
Meshless methods for American option pricing through Physics-Informed Neural Networks
2023 · Federico Gatta, Vincenzo Schiano Di Cola, et al. · Engineering Analysis with Boundary Elements · 33
Predictive maintenance for offshore oil wells by means of deep learning features extraction
2022 · Federico Gatta, Fabio Giampaolo, et al. · Expert Systems · 30
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Neural networks generative models for time series
2022 · Federico Gatta, Fabio Giampaolo, et al. · Journal of King Saud University - Computer and Information Sciences · 27
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An unsupervised learning framework for marketneutral portfolio
2021 · Salvatore Cuomo, Federico Gatta, et al. · Expert Systems with Applications · 13
ENCODE - Ensemble neural combination for optimal dimensionality encoding in time-series forecasting
2023 · Fabio Giampaolo, Federico Gatta, et al. · Information Fusion · 12
Statistical arbitrage in the stock markets by the means of multiple time horizons clustering
2023 · Federico Gatta, Carmela Iorio, et al. · Neural Computing and Applications · 7
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A machine learning-based approach for mercury detection in marine waters
2022 · Francesco Piccialli, Fabio Giampaolo, et al. · IEEE ... International Conference on Data Mining workshops · 1
Deviations from tradition: stylized facts in the era of DeFi
2026 · Daniele Maria Di Nosse, Federico Gatta, et al. · Quantitative Finance
Optimizing liquidity provision in Uniswap v3 via physics-informed neural networks
2026 · Salvatore Cuomo, Federico Gatta, et al. · Journal of Computational and Applied Mathematics
Tempting the Agent: The Economics of Reputation without Persistent Identity in AI Agent Markets
2026 · Federico Gatta, Manuel Naviglio, et al. · SSRN Electronic Journal
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A high-frequency Approach to Realized Risk Measures
2025 · Federico Gatta, Fabrizio Lillo, et al. · SSRN Electronic Journal
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
2024 · Di Nosse, Daniele Maria, Gatta, Federico · RePEc: Research Papers in Economics
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A Multi-step Approach for Minimizing Risk in Decentralized Exchanges - the Siag/fme Code Quest 2023 Winning Strategy
2024 · Daniele Maria Di Nosse, Federico Gatta · SSRN Electronic Journal
CAESar: Conditional Autoregressive Expected Shortfall
2024 · Federico Gatta, Fabrizio Lillo, et al. · SSRN Electronic Journal
Works count: 16
Citation count: 123
H-index: 6
I10-index: 5
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