Federico Cornalba
Fischer Group
5 Publications
2023 | Epub ahead of print | Journal Article | IST-REx-ID: 14451 |

Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading
F. Cornalba, C. Disselkamp, D. Scassola, C. Helf, Neural Computing and Applications (2023).
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F. Cornalba, C. Disselkamp, D. Scassola, C. Helf, Neural Computing and Applications (2023).
2023 | Published | Journal Article | IST-REx-ID: 14554 |

The regularised inertial Dean' Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime
F. Cornalba, T. Shardlow, ESAIM: Mathematical Modelling and Numerical Analysis 57 (2023) 3061–3090.
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F. Cornalba, T. Shardlow, ESAIM: Mathematical Modelling and Numerical Analysis 57 (2023) 3061–3090.
2023 | Published | Journal Article | IST-REx-ID: 10551 |

The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles
F. Cornalba, J.L. Fischer, Archive for Rational Mechanics and Analysis 247 (2023).
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F. Cornalba, J.L. Fischer, Archive for Rational Mechanics and Analysis 247 (2023).
2021 | Published | Journal Article | IST-REx-ID: 9240 |

Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions
F. Cornalba, T. Shardlow, J. Zimmer, Journal of Differential Equations 284 (2021) 253–283.
[Published Version]
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F. Cornalba, T. Shardlow, J. Zimmer, Journal of Differential Equations 284 (2021) 253–283.
2020 | Published | Journal Article | IST-REx-ID: 7637 |

From weakly interacting particles to a regularised Dean-Kawasaki model
F. Cornalba, T. Shardlow, J. Zimmer, Nonlinearity 33 (2020) 864–891.
[Preprint]
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F. Cornalba, T. Shardlow, J. Zimmer, Nonlinearity 33 (2020) 864–891.
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5 Publications
2023 | Epub ahead of print | Journal Article | IST-REx-ID: 14451 |

Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading
F. Cornalba, C. Disselkamp, D. Scassola, C. Helf, Neural Computing and Applications (2023).
[Published Version]
View
| DOI
| Download Published Version (ext.)
| arXiv
F. Cornalba, C. Disselkamp, D. Scassola, C. Helf, Neural Computing and Applications (2023).
2023 | Published | Journal Article | IST-REx-ID: 14554 |

The regularised inertial Dean' Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime
F. Cornalba, T. Shardlow, ESAIM: Mathematical Modelling and Numerical Analysis 57 (2023) 3061–3090.
[Published Version]
View
| Files available
| DOI
F. Cornalba, T. Shardlow, ESAIM: Mathematical Modelling and Numerical Analysis 57 (2023) 3061–3090.
2023 | Published | Journal Article | IST-REx-ID: 10551 |

The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles
F. Cornalba, J.L. Fischer, Archive for Rational Mechanics and Analysis 247 (2023).
[Published Version]
View
| Files available
| DOI
| WoS
| arXiv
F. Cornalba, J.L. Fischer, Archive for Rational Mechanics and Analysis 247 (2023).
2021 | Published | Journal Article | IST-REx-ID: 9240 |

Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions
F. Cornalba, T. Shardlow, J. Zimmer, Journal of Differential Equations 284 (2021) 253–283.
[Published Version]
View
| Files available
| DOI
| WoS
F. Cornalba, T. Shardlow, J. Zimmer, Journal of Differential Equations 284 (2021) 253–283.
2020 | Published | Journal Article | IST-REx-ID: 7637 |

From weakly interacting particles to a regularised Dean-Kawasaki model
F. Cornalba, T. Shardlow, J. Zimmer, Nonlinearity 33 (2020) 864–891.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv
F. Cornalba, T. Shardlow, J. Zimmer, Nonlinearity 33 (2020) 864–891.