Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Rachele Foschi"'
Autor:
Rachele Foschi
Publikováno v:
Socio-Economic Planning Sciences. :101608
Public bicycle systems have attracted a great deal of attention in recent years. The success of this service heavily depends on the topology of the city and on the locations of bike stations in relation to potential demand. In fact, it is primarily i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::21c0e91cb7a535ed12782ac94a54c678
https://doi.org/10.1016/j.seps.2023.101608
https://doi.org/10.1016/j.seps.2023.101608
Publikováno v:
Dependence Modeling, Vol 9, Iss 1, Pp 394-423 (2021)
As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T 1, ..., Tr. In any case, we assume that T 1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1c9bf7444d438a43a56c4f5af9726ad
http://hdl.handle.net/11568/1116558
http://hdl.handle.net/11568/1116558
Publikováno v:
SSRN Electronic Journal.
Having observed a cluster of jumps in the discrete prices of a financial asset, we study and quantify the probability that the cluster is going to produce further jumps. Modeling the jump arrival times with an exponential Hawkes process, we provide s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a817f212d2ba0f3f6417131ce0a56367
https://doi.org/10.2139/ssrn.3639050
https://doi.org/10.2139/ssrn.3639050
Autor:
Rachele Foschi
Publikováno v:
SSRN Electronic Journal.
Poisson processes are widely used to model the occurrence of similar and independent events. However they turn out to be an inadequate tool to describe a sequence of (possibly differently) interacting events. Many phenomena can be modelled instead by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d44383204a7f951eb06d7e7653f4742
https://doi.org/10.2139/ssrn.3638202
https://doi.org/10.2139/ssrn.3638202
Autor:
Rachele Foschi
An interesting problem in reliability is to determine the optimal burn-in time. In Foschi and Spizzichino (Decis Anal 9:103–118, 2012), the solution of such a problem under a particular cost structure has been studied. It has been shown there that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f38454ceea6339943012475df996f9e
http://hdl.handle.net/11568/892259
http://hdl.handle.net/11568/892259
Autor:
Rachele Foschi, Fabio Spizzichino
Publikováno v:
Decision Analysis. 9:103-118
Several relevant problems in reliability can be looked at as problems of risk management and of decisions in the face of uncertainty. However, in this frame, the so-called burn-in problem can be seen as a problem of risk taking par excellence. In thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ed0ddf716889682a599a64d68b067ae
https://doi.org/10.1287/deca.1120.0236
https://doi.org/10.1287/deca.1120.0236
Publikováno v:
Statistics & Probability Letters. 78:2902-2909
a b s t r a c t Starting with a notion of positive dependenceP and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00e3fd2cb2138dcc6bd1aca77e587fc1
https://doi.org/10.1016/j.spl.2008.04.013
https://doi.org/10.1016/j.spl.2008.04.013
Publikováno v:
Physical Review E. 90
In this paper we develop a model for the evolution of multiple networks which is able to replicate the concentrated and sparse nature of world trade data. Our model is an extension of the preferential attachment growth model to the case of multiple n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::65946575e0157708b4b870ef70f99c78
https://doi.org/10.1103/physreve.90.022817
https://doi.org/10.1103/physreve.90.022817
Autor:
Fabrizio Durante, Rachele Foschi
We provide exact formulas about the survival copula of an exchangeable random vector of residual lifetimes when some of the components have failed. Specific computations are carried out in the case of Archimedean copulas and the evolution of dependen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::028521151aefe229f778f27fdeb952a3
http://hdl.handle.net/11568/818689
http://hdl.handle.net/11568/818689
Autor:
Fabio Spizzichino, Rachele Foschi
Publikováno v:
Stochastic Orders in Reliability and Risk ISBN: 9781461468912
We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results. In particular we aim to compare the univariate s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::166a11ceef066b4490b2e5c5afdd7214
https://doi.org/10.1007/978-1-4614-6892-9_3
https://doi.org/10.1007/978-1-4614-6892-9_3