The following pages link to Filippo Petroni (Q496969):
Displaying 16 items.
- Performance analysis of second order semi-Markov chains: an application to wind energy production (Q496971) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Insuring wind energy production (Q1620260) (← links)
- Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
- Hedging the risk of wind power production using dispatchable energy source (Q2054938) (← links)
- ROCOF of higher order for semi-Markov processes (Q2101996) (← links)
- A new approach to the modeling of financial volumes (Q2329121) (← links)
- Multi-state models for evaluating conversion options in life insurance (Q2360594) (← links)
- Optimal control of a dispatchable energy source for wind energy management (Q2420763) (← links)
- (Q2940155) (← links)
- Step semi-Markov models and application to manpower management (Q2954250) (← links)
- The study of basic risk processes by discrete-time non-homogeneous Markov processes (Q4686485) (← links)
- Wind speed modeled as an indexed semi‐Markov process (Q6069079) (← links)
- Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)
- The mixture transition distribution approach to networks: evidence from stock markets (Q6128239) (← links)
- A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)
