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Guglielmo D'Amico

Identifiers

  • name variant Guglielmo D'Amico 0.60 · backfill

Papers (20)

  1. A copula based Markov Reward approach to the credit spread in European Union q-fin.CP · 2019 · author #1
  2. Indexed Markov Chains for financial data: testing for the number of states of the index process q-fin.ST · 2018 · author #1
  3. A new approach to the modeling of financial volumes q-fin.ST · 2017 · author #1
  4. Multi-state models for evaluating conversion options in life insurance q-fin.PR · 2017 · author #1
  5. Generalized semi-Markovian dividend discount model: risk and return q-fin.MF · 2016 · author #1
  6. Tornadoes and related damage costs: statistical modeling with a semi-Markov approach physics.ao-ph · 2015 · author #2
  7. Operational risk of a wind farm energy production by Extreme Value Theory and Copulas physics.soc-ph · 2014 · author #1
  8. Forecasting wind speed financial return physics.data-an · 2013 · author #1
  9. Reliability measures for indexed semi-Markov chains applied to wind energy production physics.data-an · 2013 · author #1
  10. Wind speed forecasting at different time scales: a non parametric approach physics.data-an · 2013 · author #1
  11. Multivariate high-frequency financial data via semi-Markov processes q-fin.ST · 2013 · author #1
  12. A Semi-Markov Modulated Interest Rate Model q-fin.PR · 2012 · author #1
  13. Reliability measures of second order semi-Markov chain applied to wind energy production physics.data-an · 2012 · author #1
  14. Performability analysis of the second order semi-Markov chains: an application to wind energy production physics.data-an · 2012 · author #1
  15. First and second order semi-Markov chains for wind speed modeling physics.data-an · 2012 · author #1
  16. Weighted-indexed semi-Markov models for modeling financial returns q-fin.ST · 2012 · author #1
  17. Wind speed modeled as an indexed semi-Markov process physics.data-an · 2012 · author #1
  18. Bivariate Semi-Markov Process for Counterparty Credit Risk math.PR · 2011 · author #1
  19. A semi-Markov model with memory for price changes q-fin.ST · 2011 · author #1
  20. A semi-Markov model for price returns q-fin.ST · 2011 · author #1

Mentions

  • 1503.05127 #2 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1405.3509 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1312.3895 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1311.6585 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1305.3696 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1305.0436 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1210.3164 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1207.6038 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1207.2277 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1206.2452 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1205.2551 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1202.3535 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1112.0226 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1109.4259 #1 · backfill · confidence 0.70 Guglielmo D'Amico
  • 1103.6143 #1 · backfill · confidence 0.70 Guglielmo D'Amico

Frequent Coauthors