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pro vyhledávání: '"De Angelis, Luca"'
Sports betting markets are proven real-world laboratories to test theories of asset pricing anomalies and risky behaviour. Using a high-frequency dataset provided directly by a major bookmaker, containing the odds and amounts staked throughout German
Externí odkaz:
http://arxiv.org/abs/2211.06052
In this paper we propose a new time-varying econometric model, called Time-Varying Poisson AutoRegressive with eXogenous covariates (TV-PARX), suited to model and forecast time series of counts. {We show that the score-driven framework is particularl
Externí odkaz:
http://arxiv.org/abs/2207.11003
Standard methods, such as sequential procedures based on Johansen's (pseudo-)likelihood ratio (PLR) test, for determining the co-integration rank of a vector autoregressive (VAR) system of variables integrated of order one can be significantly affect
Externí odkaz:
http://arxiv.org/abs/2202.02532
Autor:
De Angelis, Luca <1978>
Negli ultimi decenni il concetto di variabile latente ha riscosso un enorme successo nelle discipline statistiche come attestano i numerosi lavori scientifici presenti in letteratura. In particolare, nelle scienze sociali e in psicometria, l’uso de
Externí odkaz:
http://amsdottorato.unibo.it/2525/
Autor:
Bao, Ming, De Angelis, Luca, Rada, Marlyn S., Baird, Marriah, Arman, Hadi, Wherritt, Daniel, Doyle, Michael P.
Publikováno v:
In Chem Catalysis 19 October 2023 3(10)
Publikováno v:
In European Journal of Operational Research 16 February 2022 297(1):120-132
Publikováno v:
In International Journal of Forecasting January-March 2022 38(1):282-299
Akademický článek
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Autor:
De Angelis, Luca
Publikováno v:
La Rassegna Mensile di Israel, 2020 Jan 01. 86(1), 35-50.
Externí odkaz:
https://www.jstor.org/stable/27202955
Autor:
De Angelis, Luca1 (AUTHOR) l.deangelis@unibo.it, Reade, J. James2 (AUTHOR)
Publikováno v:
Annals of Operations Research. Jun2023, Vol. 325 Issue 1, p391-418. 28p.