Search Results - "Frattarolo, Lorenzo"

Combining permutation tests to rank systemically important banks by Frattarolo, Lorenzo, Parpinel, Francesca, Pizzi, Claudio

“…In this work we propose the use of a nonparametric procedure to investigate the relationship between the Regulator’s Global Systemically Important Banks…”
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High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization by Billio, Monica, Frattarolo, Lorenzo, Guégan, Dominique

“…We use a recently proposed fast test of copula radial symmetry based on multiplier bootstrap and obtain an equivalent randomization test. The literature shows…”
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Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case by Billio, Monica, Frattarolo, Lorenzo, Guégan, Dominique

“…Given a -dimensional random vector = ( , . . ., ), if the standard uniform vector obtained by the component-wise probability integral transform (PIT) of has…”
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Real time transit dosimetry for the breath-hold radiotherapy technique: an initial experience by Piermattei, Angelo, Cilla, Savino, Grimaldi, Luca, Viola, Pietro, Frattarolo, Lorenzo, D'Onofrio, Guido, Craus, Maurizio, Fidanzio, Andrea, Azario, Luigi, Greco, Francesca, Digesu, Cinzia, Deodato, Francesco, Macchia, Gabriella, Morganti, Alessio G

“…The breath-hold is one of the techniques to obtain the dose escalation for lung tumors. However, the change of the patient's breath pattern can influence the…”
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Living on the Edge: An Unified Approach to Antithetic Sampling by Casarin, Roberto, Craiu, Radu V., Frattarolo, Lorenzo, Robert, Christian P.

“…We identify recurrent ingredients in the antithetic sampling literature leading to a unified sampling framework. We introduce a new class of antithetic schemes…”
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Networks in risk spillovers: A multivariate GARCH perspective by Billio, Monica, Caporin, Massimiliano, Frattarolo, Lorenzo, Pelizzon, Loriana

“…A spatiotemporal approach is proposed for modeling risk spillovers using time-varying proximity matrices based on observable financial networks and a new…”
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Testing big data in a big crisis: Nowcasting under Covid-19 by Barbaglia, Luca, Frattarolo, Lorenzo, Onorante, Luca, Pericoli, Filippo Maria, Ratto, Marco, Tiozzo Pezzoli, Luca

“…During the Covid-19 pandemic, economists have struggled to obtain reliable economic predictions, with standard models becoming outdated and their forecasting…”
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Hedge Fund Tail Risk: An Investigation in Stressed Markets by Billio, Monica, Frattarolo, Lorenzo, Pelizzon, Loriana

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Hedge Fund Tail Risk: An Investigation in Stressed Markets by Billio, Monica, Frattarolo, Lorenzo, Pelizzon, Loriana

“…This article develops several risk measures that capture the tail risk of single hedge fund strategies and the tail risk contribution of these hedge fund…”
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Living on the Edge: An Unified Approach to Antithetic Sampling by Casarin, Roberto, Craiu, Radu V, Frattarolo, Lorenzo, Robert, Christian P

“…We identify recurrent ingredients in the antithetic sampling literature leading to a unified sampling framework. We introduce a new class of antithetic schemes…”
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Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model by Barbaglia, Luca, Frattarolo, Lorenzo, Hauzenberger, Niko, Hirschbuehl, Dominik, Huber, Florian, Onorante, Luca, Pfarrhofer, Michael, Pezzoli, Luca Tiozzo

“…Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies…”
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Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth by Casarin, Roberto, Frattarolo, Lorenzo, Rossini, Luca

“…Discussion on "Random-projection ensemble classification" by T. Cannings and R. Samworth. We believe that the proposed approach can find many applications in…”
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