Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Giribone, Pier Giuseppe"'
Autor:
Guerrazzi, Marco1 (AUTHOR) guerrazzi@economia.unige.it, Giribone, Pier Giuseppe1 (AUTHOR)
Publikováno v:
Bulletin of Economic Research. Oct2022, Vol. 74 Issue 4, p1075-1094. 20p. 1 Diagram, 5 Charts, 2 Graphs.
Publikováno v:
International Journal of Financial Engineering; Sep2023, Vol. 10 Issue 3, p1-39, 39p
Publikováno v:
Risk Management Magazine, Vol 16, Iss 1, Pp 43-57 (2021)
This study proposes an algorithmic approach for selecting among different Value at Risk (VaR) estimation methods. The proposed metaheuristic, denominated as “Commitment Machine” (CM), has a strong focus on assets cross-correlation and allows to m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a9655e4a7715a6f0229b5704d93f8e7
https://doi.org/10.47473/2020rmm0083
https://doi.org/10.47473/2020rmm0083
Autor:
GIRIBONE, PIER GIUSEPPE
The first part of my PhD Thesis deals with different Machine Learning techniques mainly applied to solve financial engineering and risk management issues. After a short literary review, every chapter analyzes a particular topic linked to the implemen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e5a3a03484e93c8b1d5ee51a6088ed8
In this paper, we explore the dynamics of working hours and wages in a model economy where a firm and its workforce are linked to each other by an implicit contract. Specifically, we develop a deterministic and a stochastic framework in which the fir
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a01834ae68a67f93a3d0b6fe66cec5a6
https://hdl.handle.net/10419/233008
https://hdl.handle.net/10419/233008