The following pages link to Alessandro Spelta (Q506817):
Displaying 14 items.
- Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs (Q506818) (← links)
- Managing monetary policy in a New Keynesian model with many beliefs types (Q1672750) (← links)
- Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
- Network models to improve robot advisory portfolios (Q2151657) (← links)
- Better to stay apart: asset commonality, bipartite network centrality, and investment strategies (Q2241062) (← links)
- Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics (Q5079388) (← links)
- Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices (Q6088757) (← links)
- A multi-way analysis of similarity patterns in longevity improvements (Q6122782) (← links)
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)
- Statistically validated coeherence and intensity in temporal networks of information flows (Q6580624) (← links)
- Explainable machine learning for financial risk management: two practical use cases (Q6633384) (← links)
- Evaluating SAFE AI principles using Wasserstein distance: a comparative study of Machine Learning models (Q6648825) (← links)
- Wasserstein barycenter for link prediction in temporal networks (Q6655310) (← links)
- Graphical Network Models for International Financial Flows (Q6667064) (← links)
