University of Cagliari
Drawdown risk measures for asset portfolios with high frequency data
2023-01-01 Masala, Giovanni.; Petroni, Filippo
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
Change point dynamics for financial data: an indexed Markov chain approach
2019-01-01 D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo
Maintenance of wind turbine scheduling based on output power data and wind forecast
2018-01-01 D'Amico, Guglielmo; Petroni, Filippo; Sobolewski, Robert Adam
Multi-state models for evaluating conversion options in life insurance
2017-01-01 D'Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo; Petroni, Filippo
On the limit distribution of a second-order semi-Markov chain in state and duration
2017-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
Insuring wind energy production
2017-01-01 D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio
Tornadoes and related damage costs: statistical modelling with a semi-Markov approach
2016-01-01 D’Amico, Guglielmo; Manca, Raimondo; Corini, Chiara; Petroni, Filippo; Prattico, Flavio
Observability of market daily volatility
2016-01-01 Petroni, Filippo; Serva, Maurizio
Step semi-Markov models and application to manpower management
2016-01-01 Vlad Stefan, Barbu; Guglielmo, D’Amico; Raimondo, Manca; Petroni, Filippo
A test for the too-big-to-fail hypothesis for European banks during the financial crisis
2015-01-01 Mattana, Paolo; Petroni, Filippo; Rossi, STEFANIA PATRIZIA SONIA
Wind speed prediction for wind farm applications by Extreme Value Theory and Copulas
2015-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
Economic performance indicators of wind energy based on wind speed stochastic modeling
2015-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
Reliability measures for indexed semi-Markov chains applied to wind energy production
2015-01-01 Damico, Guglielmo; Petroni, Filippo; Prattico, Flavio
Performability analysis of the second order semi-Markov chains: an application to wind energy production
2015-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
Levenshtein's distance for measuring lexical evolution rates
2014-01-01 Petroni, F.; Serva, M.; Volchenkov, D.
Wind speed and energy forecasting at different time scales: a non parametric approach
2014-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
Multivariate high-frequency financial data via semi-Markov processes
2014-01-01 D’Amico, G; Petroni, Filippo
Threshold Model For Triggered Avalanches On Networks
2013-01-01 Ausloos, M; Petroni, Filippo
Semi-Markov Models In High Fre- quency Finance: A Review
2013-01-01 Petroni, Filippo; D'Amico, G; Prattico, F.
Reliability measures of second order semi-Markov chain applied to wind energy production.
2013-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
Wind speed modeled as an indexed semi-Markov process
2013-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
First and second order semi-Markov chains for wind speed modeling
2013-01-01 D’Amico, G.; Petroni, Filippo; Prattico, F.
A new hybrid infrared-ultrasonic electro- nic travel aids for blind people
2013-01-01 Prattico, F; Cera, C; Petroni, Filippo
Weighted-indexed semi-Markov models for modeling financial returns
2012-01-01 D’Amico, G; Petroni, Filippo
First and second order semi- Markov chains for wind speed modeling
2012-01-01 Petroni, Filippo; D’Amico, G; Prattico, F.
A reward semi-Markov process with memory for wind speed modeling
2012-01-01 Petroni, Filippo; D’Amico, G; Prattico, F.
Indexed semi-Markov process for wind speed modeling
2012-01-01 Petroni, Filippo; D’Amico, G; Prattico, F.
Performability analysis of the second order semi-Markov chains in state and duration for wind speed modeling
2012-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
A Semi-Markov approach for syn- thetic data generation of wind speed
2012-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
A Temporal-Spatial Semi-Markov Model for the Study of Earthquake Developments
2012-01-01 D’Amico, G; Guarino P., M; Manca, R; Petroni, Filippo
Unraveling the Tangles of Language Evolution
2012-01-01 Petroni, Filippo; Serva, M; Volchenkov, D.
The Choice between Homogeneous Parametric and non-Paramentric non-Homogeneous Semi-Markov Models
2012-01-01 D’Amico, G; Di Biase, G; Manca, R; Petroni, Filippo
Semi-Markov models for stock price returns
2012-01-01 D’Amico, G; Petroni, Filippo
Malagasy dialects and the peopling of Madagascar
2012-01-01 Serva, M.; Petroni, F.; Volchenkov, D.; Wichmann, S.
A semi-Markov model for price returns
2012-01-01 D’Amico, G; Petroni, Filippo
Weighted-indexed semi-Markov models for modeling financial returns
2012-01-01 D’Amico, G.; Petroni, F.
Semi-Markov models for price changes
2011-01-01 D’Amico, G; Petroni, Filippo
Non-homogeneous Parametric Semi- Markov Models
2011-01-01 D’Amico, G; Manca, R; Petroni, Filippo
A semi-Markov model with memory for price changes
2011-01-01 D’Amico, G.; Petroni, F.
Automated words stability and languages phylogeny
2011-01-01 Petroni, F.; Serva, M.
Geometric representations of language taxonomies
2011-01-01 Blanchard, P.; Petroni, F.; Serva, M.; Volchenkov, D.
Waiting Time Distribution in the Italian High Frequency Stock Market
2010-01-01 Petroni, Filippo
A parametric semi-Markov model for the study of mortality evolution
2010-01-01 Janssen, J; Manca, R; Petroni, Filippo
Measures of lexical distance between languages
2010-01-01 Petroni, Filippo; Serva, M.
Lexical evolution rates derived from automated stability measures
2010-01-01 Petroni, F.; Serva, M.
On World Religion Adherence Distribution Evolution
2010-01-01 Ausloos, M; Petroni, Filippo
Family trees: languages and genetics
2009-01-01 Petroni, F.; Prignano, L.; Serva, M.
Automated words stability and languages phylogeny
2009-01-01 Petroni, Filippo; Serva, M.
Statistical dynamics of religion evolutions
2009-01-01 Ausloos, M.; Petroni, F.
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