| Publication | Date of Publication | Type |
|---|
Graphical Network Models for International Financial Flows
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Monitoring COVID-19 contagion growth
Statistics in Medicine | 2024-10-29 | Paper |
Safe machine learning
Statistics | 2024-10-14 | Paper |
Vector error correction models to measure connectedness of bitcoin exchange markets
Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
Bayesian time‐varying autoregressive models of COVID‐19 epidemics
Biometrical Journal | 2024-03-04 | Paper |
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach
Annals of Operations Research | 2024-02-08 | Paper |
Network models to improve robot advisory portfolios
Annals of Operations Research | 2022-07-05 | Paper |
NetVIX -- a network volatility index of financial markets
Physica A | 2022-03-17 | Paper |
Financial contagion through space-time point processes
Statistical Methods and Applications | 2021-12-13 | Paper |
Cyber risk ordering with rank-based statistical models
AStA. Advances in Statistical Analysis | 2021-12-09 | Paper |
Crypto price discovery through correlation networks
Annals of Operations Research | 2021-11-08 | Paper |
Lorenz model selection
Journal of Classification | 2021-01-25 | Paper |
Bayesian selection of systemic risk networks
Advances in Econometrics | 2020-11-10 | Paper |
A Bayesian h‐index: How to measure research impact
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
Markov chain Monte Carlo methods for probabilistic network model determination
Journal of the Italian Statistical Society | 2020-09-29 | Paper |
A threshold based approach to merge data in financial risk management
Journal of Applied Statistics | 2020-09-29 | Paper |
Cyber risk measurement with ordinal data
Statistical Methods and Applications | 2020-04-07 | Paper |
Sovereign risk in the Euro Area: a multivariate stochastic process approach
Quantitative Finance | 2018-11-19 | Paper |
Financial data science
Statistics & Probability Letters | 2018-06-20 | Paper |
Credit risk assessment with Bayesian model averaging
Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
Lorenz zonoids and dependence measures: a proposal
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
Editorial [Special issue: Statistical models for financial risk management]
Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
Modelling operational risk losses with graphical models and copula functions
Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
Bayesian inference for graphical factor analysis models
Psychometrika | 2014-08-06 | Paper |
Non parametric statistical models for on-line text classification
Advances in Data Analysis and Classification. ADAC | 2013-01-02 | Paper |
On the distribution of functionals of discrete ordinal variables
Statistics & Probability Letters | 2012-10-17 | Paper |
| Bayesian churn models | 2011-06-27 | Paper |
On the Gini measure decomposition
Statistics & Probability Letters | 2011-01-14 | Paper |
| Statistical models for customer lifetime value | 2011-01-13 | Paper |
| scientific article; zbMATH DE number 5769726 (Why is no real title available?) | 2010-08-12 | Paper |
| Models for questionnaires data in injury risk management | 2010-01-26 | Paper |
Statistical models for e-learning data
Statistical Methods and Applications | 2009-10-13 | Paper |
A Bayesian approach to estimate the marginal loss distributions in operational risk management
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
| Applied Data Mining for Business and Industry | 2009-04-20 | Paper |
Global prior distributions for the analysis of discrete graphical models
Journal of the Italian Statistical Society | 2009-02-03 | Paper |
Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-05-09 | Paper |
Likelihood‐Ratio Tests for Hidden Markov Models
Biometrics | 2005-04-22 | Paper |
Markov chain Monte Carlo model selection for DAG models
Statistical Methods and Applications | 2005-03-03 | Paper |
| scientific article; zbMATH DE number 2090715 (Why is no real title available?) | 2004-08-13 | Paper |
| scientific article; zbMATH DE number 2062408 (Why is no real title available?) | 2004-03-28 | Paper |
Improving Markov chain Monte Carlo model search for data mining
Machine Learning | 2003-07-01 | Paper |
Mixtures of products of Dirichlet processes for variable selection in survival analysis
Journal of Statistical Planning and Inference | 2003-04-09 | Paper |
Data mining of association structures to model consumer behaviour.
Computational Statistics and Data Analysis | 2002-03-03 | Paper |
Statistical models for data mining
Data Mining and Knowledge Discovery | 2002-01-22 | Paper |
Signature-based methods for data streams
Data Mining and Knowledge Discovery | 2001-10-10 | Paper |
Association models for web mining
Data Mining and Knowledge Discovery | 2001-10-10 | Paper |
| scientific article; zbMATH DE number 1522726 (Why is no real title available?) | 2000-10-30 | Paper |
Decomposable graphical Gaussian model determination
Biometrika | 2000-07-17 | Paper |
Nonparametric estimation of survival functions by means of partial exchangeability structures
Test | 2000-05-18 | Paper |
Smoothing sparse contingency tables: a graphical Bayesian approach
Metron | 1999-11-09 | Paper |
Bayesian Testing of Relative Mortality, with Application to Occupational Cohort Studies
Biometrical Journal | 1998-07-15 | Paper |
Bayes factors for zero partial covariances
Journal of Statistical Planning and Inference | 1996-03-06 | Paper |
Measuring multidimensional inequality: a new proposal based on the Fourier transform
(available as arXiv preprint) | N/A | Paper |
