Giovanni De Luca

According to our database, Giovanni De Luca authored at least 11 papers between 2003 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

SEISMONOISY: A Quasi-Real-Time Seismic Noise Network Monitoring System.

Giuseppe Ruzza, Rocco Cogliano, Ciriaco D'Ambrosio, Luigi Falco, Vincenzo Cardinale, Felice Minichiello, Antonino Memmolo, Angelo Castagnozzi, Giovanni De Luca, Annamaria Vicari

Sensors, June, 2024

2023

Dynamic time series clustering with multivariate linkage and automatic dendrogram cutting using a recursive partitioning algorithm.

Giovanni De Luca, Paola Zuccolotto

Inf. Sci., November, 2023

The use of conditional copula for studying the influence of economic sectors.

Giovanni De Luca, Marta Nai Ruscone, Viviana Amati

Expert Syst. Appl., November, 2023

2021

Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach.

Giovanni De Luca, Paola Zuccolotto

Int. J. Approx. Reason., 2021

Regime dependent interconnectedness among fuzzy clusters of financial time series.

Giovanni De Luca, Paola Zuccolotto

Adv. Data Anal. Classif., 2021

2019

Proper Initial Solution to Start Periodic Steady-State-Based Methods.

Giovanni De Luca, Pascal Bolcato, Wil H. A. Schilders

IEEE Trans. Circuits Syst. I Regul. Pap., 2019

2017

Fast and Accurate Time-Domain Simulations of Integer-N PLLs.

Giovanni De Luca, Pascal Bolcato, Remi Larcheveque, Joost Rommes, Wil H. A. Schilders

IEEE Trans. Circuits Syst. I Regul. Pap., 2017

2011

A tail dependence-based dissimilarity measure for financial time series clustering.

Giovanni De Luca, Paola Zuccolotto

Adv. Data Anal. Classif., 2011

2010

Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspective.

Giovanni De Luca, Giorgia Rivieccio, Paola Zuccolotto

Intell. Syst. Account. Finance Manag., 2010

2006

Regime-switching Pareto distributions for ACD models.

Giovanni De Luca, Paola Zuccolotto

Comput. Stat. Data Anal., 2006

2003

Likelihood-based inference for asymmetric stochastic volatility models.

Francesco Bartolucci, Giovanni De Luca

Comput. Stat. Data Anal., 2003