Zobrazeno 1 - 10
of 2 643
pro vyhledávání: '"P. Storti"'
Autor:
L. Notarfranchi, F. Accardi, B. Dalla Palma, C. Mancini, E. Martella, S. Bonomini, P. Storti, D. Toscani, J. Burroughs, V. Marchica, G. Sammarelli, N. Giuliani
Publikováno v:
HemaSphere, Vol 7, Iss S2, Pp 42-43 (2023)
Externí odkaz:
https://doaj.org/article/82308448d8ee4988b8bc48931804dc98
Realised volatility has become increasingly prominent in volatility forecasting due to its ability to capture intraday price fluctuations. With a growing variety of realised volatility estimators, each with unique advantages and limitations, selectin
Externí odkaz:
http://arxiv.org/abs/2411.17136
This paper compares the accuracy of tail risk forecasts with a focus on including realized skewness and kurtosis in "additive" and "multiplicative" models. Utilizing a panel of 960 US stocks, we conduct diagnostic tests, employ scoring functions, and
Externí odkaz:
http://arxiv.org/abs/2409.13516
Autor:
P. Storti, V. Marchica, R. Vescovini, V. Franceschi, L. Russo, V. Raimondi, D. Toscani, J. Burroughs Garcia, N. T. Iannozzi, B. Dalla Palma, M. T. Giaimo, L. Notarfranchi, G. Donofrio, N. Giuliani
Publikováno v:
HemaSphere, Vol 6, Pp 744-745 (2022)
Externí odkaz:
https://doaj.org/article/e96061ea0d2f42fa8855849592e3b08c
In order to meet the increasingly stringent global standards of banking management and regulation, several methods have been proposed in the literature for forecasting tail risk measures such as the Value-at-Risk (VaR) and Expected Shortfall (ES). Ho
Externí odkaz:
http://arxiv.org/abs/2406.06235
Publikováno v:
IEEE Internet of Things Journal 2024
Recently, the Industry 5.0 is gaining attention as a novel paradigm, defining the next concrete steps toward more and more intelligent, green-aware and user-centric digital systems. In an era in which smart devices typically adopted in the industry d
Externí odkaz:
http://arxiv.org/abs/2401.06667
Autor:
Corcho, Oscar, Ekaputra, Fajar J., Heibi, Ivan, Jonquet, Clement, Micsik, Andras, Peroni, Silvio, Storti, Emanuele
Publikováno v:
Scientific Data, 11, 479
This work presents a maturity model for assessing catalogues of semantic artefacts, one of the keystones that permit semantic interoperability of systems. We defined the dimensions and related features to include in the maturity model by analysing th
Externí odkaz:
http://arxiv.org/abs/2305.06746
Autor:
Enrico Storti, Patricia Kaiser, Marc Neumann, Alban Metallari, Filippo Gobbin, Hamada Elsayed, Jana Hubálková, Paolo Colombo, Christos G. Aneziris
Publikováno v:
Open Ceramics, Vol 20, Iss , Pp 100668- (2024)
In this work, refractory components based on alumina were produced by binder jetting using a large-scale 3D printer. The formulation contained several particle fractions up to a grain size of 3 mm, equal to the printer resolution. The binder system c
Externí odkaz:
https://doaj.org/article/03b635f1c78b4b16a949908439d9988d
Publikováno v:
Actas Dermo-Sifiliográficas, Vol 115, Iss 10, Pp T1052-T1053 (2024)
Externí odkaz:
https://doaj.org/article/b82dca71ac784780a5c14e9199957672
Publikováno v:
Actas Dermo-Sifiliográficas, Vol 115, Iss 10, Pp 1052-1053 (2024)
Externí odkaz:
https://doaj.org/article/f697af5ef68547d098a5fc0110092467