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Filippo Petroni

Identifiers

  • name variant Filippo Petroni 0.60 · backfill

Papers (28)

  1. A copula based Markov Reward approach to the credit spread in European Union q-fin.CP · 2019 · author #2
  2. Indexed Markov Chains for financial data: testing for the number of states of the index process q-fin.ST · 2018 · author #3
  3. A new approach to the modeling of financial volumes q-fin.ST · 2017 · author #2
  4. Multi-state models for evaluating conversion options in life insurance q-fin.PR · 2017 · author #4
  5. Observability of Market Daily Volatility q-fin.ST · 2015 · author #1
  6. Tornadoes and related damage costs: statistical modeling with a semi-Markov approach physics.ao-ph · 2015 · author #3
  7. Operational risk of a wind farm energy production by Extreme Value Theory and Copulas physics.soc-ph · 2014 · author #2
  8. Threshold Model for Triggered Avalanches on Networks physics.soc-ph · 2014 · author #2
  9. Forecasting wind speed financial return physics.data-an · 2013 · author #2
  10. Reliability measures for indexed semi-Markov chains applied to wind energy production physics.data-an · 2013 · author #2
  11. Wind speed forecasting at different time scales: a non parametric approach physics.data-an · 2013 · author #2
  12. Multivariate high-frequency financial data via semi-Markov processes q-fin.ST · 2013 · author #2
  13. Reliability measures of second order semi-Markov chain applied to wind energy production physics.data-an · 2012 · author #2
  14. Performability analysis of the second order semi-Markov chains: an application to wind energy production physics.data-an · 2012 · author #2
  15. First and second order semi-Markov chains for wind speed modeling physics.data-an · 2012 · author #2
  16. Weighted-indexed semi-Markov models for modeling financial returns q-fin.ST · 2012 · author #2
  17. Wind speed modeled as an indexed semi-Markov process physics.data-an · 2012 · author #2
  18. A semi-Markov model with memory for price changes q-fin.ST · 2011 · author #2
  19. A semi-Markov model for price returns q-fin.ST · 2011 · author #2
  20. Measures of lexical distance between languages cs.CL · 2009 · author #1
  21. Lexical evolution rates by automated stability measure cs.CL · 2009 · author #1
  22. Automated words stability and languages phylogeny cs.CL · 2009 · author #1
  23. Statistical dynamics of religion evolutions physics.soc-ph · 2008 · author #2
  24. High frequency intrinsic modes in El Ni\~no Southern Oscillation Index physics.data-an · 2008 · author #1
  25. Effectiveness of Measures of Performance During Speculative Bubbles q-fin.ST · 2007 · author #1
  26. Indo-European languages tree by Levenshtein distance physics.soc-ph · 2007 · author #2
  27. Statistical Dynamics of Religions and Adherents physics.soc-ph · 2006 · author #2
  28. Spot foreign exchange market and time series cond-mat · 2003 · author #1

Mentions

  • 1503.08032 #1 · backfill · confidence 0.70 Filippo Petroni
  • 1503.05127 #3 · backfill · confidence 0.70 Filippo Petroni
  • 1405.3509 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1401.4270 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1312.3895 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1311.6585 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1305.3696 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1305.0436 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1207.6038 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1207.2277 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1206.2452 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1205.2551 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1202.3535 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1109.4259 #2 · backfill · confidence 0.70 Filippo Petroni
  • 1103.6143 #2 · backfill · confidence 0.70 Filippo Petroni
  • 0912.0884 #1 · backfill · confidence 0.70 Filippo Petroni
  • 0912.0821 #1 · backfill · confidence 0.70 Filippo Petroni
  • 0911.3292 #1 · backfill · confidence 0.70 Filippo Petroni
  • 0812.2617 #2 · backfill · confidence 0.70 Filippo Petroni
  • 0805.3464 #1 · backfill · confidence 0.70 Filippo Petroni
  • 0709.2423 #1 · backfill · confidence 0.70 Filippo Petroni
  • 0708.2971 #2 · backfill · confidence 0.70 Filippo Petroni

Frequent Coauthors