Fabrizio Laurini

Orcid: 0000-0002-0811-0250

According to our database1, Fabrizio Laurini authored at least 7 papers between 2006 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

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In proceedings 
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PhD thesis 
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Links

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Bibliography

2024
On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices.
CoRR, 2024

2023
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints.
Central Eur. J. Oper. Res., June, 2023

2022
Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes.
Stat. Comput., 2022

2011
Robust estimation of efficient mean-variance frontiers.
Adv. Data Anal. Classif., 2011

2009
Smoothing sample extremes: The mixed model approach.
Comput. Stat. Data Anal., 2009

A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity.
Comput. Stat. Data Anal., 2009

2006
Automatic Classification of Functional Data with Extremal Information.
Proceedings of the Advances in Data Analysis, 2006


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