Zobrazeno 1 - 10
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pro vyhledávání: '"Frasso, Gianluca"'
Autor:
Frasso, Gianluca, Eilers, Paul H.C.
Publikováno v:
In Analytica Chimica Acta 25 January 2024 1287
Autor:
Iorio, Carmela1 (AUTHOR) carmela.iorio@unina.it, Frasso, Gianluca2 (AUTHOR), D'Ambrosio, Antonio1 (AUTHOR), Siciliano, Roberta3 (AUTHOR)
Publikováno v:
Statistical Methods & Applications. Oct2023, Vol. 32 Issue 4, p1123-1140. 18p.
Autor:
Marvin, Hans J.P., Hoenderdaal, Wouter, Gavai, Anand K., Mu, Wenjuan, van den Bulk, Leonieke M., Liu, Ningjing, Frasso, Gianluca, Ozen, Neris, Elliott, Chris, Manning, Louise, Bouzembrak, Yamine
Publikováno v:
In Food Control July 2022 137
Autor:
Frasso, Gianluca, Eilers, Paul H. C.
We present a model for direct semi-parametric estimation of the State Price Density (SPD) implied in quoted option prices. We treat the observed prices as expected values of possible pay-offs at maturity, weighted by the unknown probability density f
Externí odkaz:
http://arxiv.org/abs/1610.08665
We introduce a parsimonious model-based framework for clustering time course data. In these applications the computational burden becomes often an issue due to the number of available observations. The measured time series can also be very noisy and
Externí odkaz:
http://arxiv.org/abs/1509.00729
Fuzzy clustering methods allow the objects to belong to several clusters simultaneously, with different degrees of membership. However, a factor that influences the performance of fuzzy algorithms is the value of fuzzifier parameter. In this paper, w
Externí odkaz:
http://arxiv.org/abs/1507.04905
Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems. In this paper we propose a smoothing approach regularized by a quasilinearized ODE-based penalty in order to ap
Externí odkaz:
http://arxiv.org/abs/1404.7370
Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the parameters inv
Externí odkaz:
http://arxiv.org/abs/1311.5727
Akademický článek
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Autor:
Frasso, Gianluca1 (AUTHOR), Eilers, Paul H.C.2 (AUTHOR)
Publikováno v:
Journal of Business & Economic Statistics. Jul2022, Vol. 40 Issue 3, p1179-1190. 12p.