| Publication | Date of Publication | Type |
|---|
| Cyber risk: statistical approaches and insights | 2026-09-04 | Paper |
Modelling emergency disaster mortality around the world: a network-based distributional inference approach
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-09-01 | Paper |
Short-term forecasting with optimal transport
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-08-18 | Paper |
Density-based machine learning model averaging for inflation forecasting
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2026-07-31 | Paper |
| Multidimensional visibility for describing the market dynamics around Brexit announcements | 2026-04-22 | Paper |
Big brothering the economy: nowcasting and forecasting with port satellite images
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy
AStA. Advances in Statistical Analysis | 2025-07-18 | Paper |
Network self-exciting point processes to measure health impacts of COVID-19
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-06-04 | Paper |
Graphical Network Models for International Financial Flows
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Wasserstein barycenter for link prediction in temporal networks
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
Evaluating SAFE AI principles using Wasserstein distance: a comparative study of Machine Learning models
Statistics | 2024-12-05 | Paper |
Explainable machine learning for financial risk management: two practical use cases
Statistics | 2024-11-05 | Paper |
Statistically validated coeherence and intensity in temporal networks of information flows
Statistical Methods and Applications | 2024-07-29 | Paper |
A multi-way analysis of similarity patterns in longevity improvements
Statistical Methods and Applications | 2024-03-01 | Paper |
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach
Annals of Operations Research | 2024-02-08 | Paper |
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
Computational Management Science | 2023-12-14 | Paper |
Mortality forecasting using the four-way CANDECOMP/PARAFAC decomposition
Scandinavian Actuarial Journal | 2023-09-11 | Paper |
Network models to improve robot advisory portfolios
Annals of Operations Research | 2022-07-05 | Paper |
Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics
Quantitative Finance | 2022-05-27 | Paper |
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
Annals of Operations Research | 2021-11-08 | Paper |
Identifying systemically important financial institutions: a network approach
Computational Management Science | 2019-02-18 | Paper |
Managing monetary policy in a New Keynesian model with many beliefs types
Economics Letters | 2018-09-11 | Paper |
Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs
Chaos, Solitons and Fractals | 2017-02-02 | Paper |
