| Publication | Date of Publication | Type |
|---|
Statistical methods for decision support systems in finance: how Benford's law predicts financial risk
Annals of Operations Research | 2025-01-20 | Paper |
Clustering networked funded European research activities through rank-size laws
Annals of Operations Research | 2025-01-20 | Paper |
Bivariate tail conditional co-expectation for elliptical distributions
Insurance Mathematics & Economics | 2025-01-17 | Paper |
Fuzzy clustering of time series based on weighted conditional higher moments
Computational Statistics | 2025-01-13 | Paper |
Higher-order assortativity for directed weighted networks and Markov chains
European Journal of Operational Research | 2024-08-13 | Paper |
Probabilistic and statistical methods in commodity risk management
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
A stochastic model for evaluating the peaks of commodities' returns
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
Multiway clustering with time-varying parameters
Computational Statistics | 2024-05-14 | Paper |
Financial interbanking networks resilience under shocks propagation
Annals of Operations Research | 2024-02-08 | Paper |
Environmental policies in a Stackelberg differential game
Naval Research Logistics | 2023-10-25 | Paper |
Severe testing of Benford's law
Test | 2023-09-20 | Paper |
Rational expectations as a tool for predicting failure of weighted \(k\)-out-of-\(n\) reliability systems
Annals of Operations Research | 2023-07-31 | Paper |
A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league ``Serie A
Annals of Operations Research | 2023-07-13 | Paper |
Fuzzy clustering of time series with time-varying memory
International Journal of Approximate Reasoning | 2023-01-06 | Paper |
Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs: Voronoi clustering and outlier effects perspective
Simplicity of Complexity in Economic and Social Systems | 2022-11-29 | Paper |
The complex interplay between COVID-19 and economic activity
Mathematical Social Sciences | 2022-10-04 | Paper |
Monte Carlo Markov chains constrained on graphs for a target with disconnected support
Electronic Journal of Statistics | 2022-08-31 | Paper |
A generalized error distribution copula-based method for portfolios risk assessment
Physica A | 2022-07-26 | Paper |
Influence measures in subnetworks using vertex centrality
Soft Computing | 2022-07-12 | Paper |
Influence measures in subnetworks using vertex centrality
Soft Computing | 2022-07-12 | Paper |
A new concept of reliability system and applications in finance
Annals of Operations Research | 2022-06-30 | Paper |
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy
Econometrics Journal | 2022-06-22 | Paper |
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy
Econometrics Journal | 2022-06-22 | Paper |
Data validity and statistical conformity with Benford's law
Chaos, Solitons and Fractals | 2022-04-26 | Paper |
A new measure of the resilience for networks of funds with applications to socially responsible investments
Physica A | 2022-03-09 | Paper |
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes
Journal of Applied Statistics | 2022-02-23 | Paper |
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes
Journal of Applied Statistics | 2022-02-23 | Paper |
Long memory and crude oil's price predictability
Annals of Operations Research | 2021-11-08 | Paper |
Systemic risk assessment through high order clustering coefficient
Annals of Operations Research | 2021-11-08 | Paper |
Systemic risk assessment through high order clustering coefficient
Annals of Operations Research | 2021-11-08 | Paper |
Model-based fuzzy time series clustering of conditional higher moments
International Journal of Approximate Reasoning | 2021-10-27 | Paper |
An optimization model for minimizing systemic risk
Mathematics and Financial Economics | 2021-05-05 | Paper |
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
Information Sciences | 2021-04-19 | Paper |
Earthquakes economic costs through rank-size laws
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Earthquakes economic costs through rank-size laws
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Cross ranking of cities and regions: population versus income
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
The skew normal multivariate risk measurement framework
Computational Management Science | 2020-05-27 | Paper |
Exploring the financial risk of a temperature index: a fractional integrated approach
Annals of Operations Research | 2020-01-20 | Paper |
Non-exchangeable copulas and multivariate total positivity
Information Sciences | 2019-12-13 | Paper |
Panel stationary tests against changes in persistence
Statistical Papers | 2019-11-28 | Paper |
Civic capital and support for the welfare state
Social Choice and Welfare | 2019-09-27 | Paper |
A game for exploring political and bureaucratic corruption
IMA Journal of Management Mathematics | 2019-09-25 | Paper |
| Constrained Monte Carlo Markov Chains on Graphs | 2019-06-28 | Paper |
Risk and uncertainty in the patent race: a probabilistic model
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
A theory of misperception in a stochastic dominance framework and its application to structured financial products
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Corruption, evasion and environmental policy: a game theory approach
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation
European Journal of Operational Research | 2019-03-27 | Paper |
Copulas, uncertainty, and false discovery rate control
International Journal of Approximate Reasoning | 2018-09-21 | Paper |
Intriguing yet simple skewness - kurtosis relation in economic and demographic data distributions; pointing to preferential attachment processes
(available as arXiv preprint) | 2018-07-18 | Paper |
Stochastic Ising model with flipping sets of spins and fast decreasing temperature
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-29 | Paper |
Stochastic Ising model with flipping sets of spins and fast decreasing temperature
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-29 | Paper |
Relevant states and memory in Markov chain bootstrapping and simulation
European Journal of Operational Research | 2018-05-24 | Paper |
A network approach to risk theory and portfolio selection
Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-03-26 | Paper |
| G-games with coalitions | 2018-03-05 | Paper |
Patent valuation under spatial point processes with delayed and decreasing jump intensity
The B.E. Journal of Theoretical Economics | 2017-10-26 | Paper |
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
Annals of Operations Research | 2017-03-07 | Paper |
Forecasting macroeconomic fundamentals in economic crises
Annals of Operations Research | 2017-03-03 | Paper |
Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption
Chaos, Solitons and Fractals | 2017-02-10 | Paper |
Approximating Markov chains for bootstrapping and simulation
Springer Proceedings in Mathematics & Statistics | 2016-11-18 | Paper |
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption
Annals of Operations Research | 2016-11-07 | Paper |
Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion
European Journal of Operational Research | 2016-10-07 | Paper |
Optimal investment in research and development under uncertainty
Journal of Optimization Theory and Applications | 2016-03-09 | Paper |
Approximating multivariate Markov chains for bootstrapping through contiguous partitions
OR Spectrum | 2015-08-03 | Paper |
Mean-variance portfolio selection in presence of infrequently traded stocks
European Journal of Operational Research | 2015-02-03 | Paper |
Corruption, growth and ethnic fractionalization: a theoretical model
Journal of Economics | 2014-09-05 | Paper |
A tabu search heuristic procedure in Markov chain bootstrapping
European Journal of Operational Research | 2014-07-28 | Paper |
A disutility-based drift control for exchange rates
Optimization | 2014-05-02 | Paper |
Economic interactions and social tolerance: a dynamic perspective
Economics Letters | 2014-04-16 | Paper |
Extension of dependence properties to semi-copulas and applications to the mean-variance model
Fuzzy Sets and Systems | 2014-04-14 | Paper |
New results on the convergence of random matrices
Statistics | 2013-11-21 | Paper |
The perspective of a bank in granting credits: an optimization model
Optimization Letters | 2012-11-07 | Paper |
Financing policies via stochastic control: a dynamic programming approach
Journal of Global Optimization | 2012-09-27 | Paper |
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach
Applied Mathematics and Computation | 2012-06-19 | Paper |
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Memory Property in Heterogeneously Populated Markets
Preferences and Decisions | 2010-12-22 | Paper |
Some nonparametric asymptotic results for a class of stochastic processes
Communications in Statistics. Theory and Methods | 2010-09-21 | Paper |
| scientific article; zbMATH DE number 5723912 (Why is no real title available?) | 2010-06-21 | Paper |
Options with underlying asset driven by a fractional Brownian motion: crossing barriers estimates
New Mathematics and Natural Computation | 2010-04-08 | Paper |
A dynamic stochastic model of asset pricing with heterogeneous beliefs
Computational Economics | 2010-03-02 | Paper |
On the asymptotic behaviour of random matrices in a multivariate statistical model
Statistics & Probability Letters | 2009-09-30 | Paper |
| Dynamic programming via measurable selection | 2009-06-03 | Paper |
| Dynamics of financial time series in an inhomogeneous aggregation framework | 2008-03-20 | Paper |
Productivity and costs for firms in presence of technology renewal processes
International Transactions in Operational Research | 2008-01-24 | Paper |
