Giuseppe Storti

Orcid: 0000-0003-4380-4925

According to our database1, Giuseppe Storti authored at least 9 papers between 2003 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

2005
2010
2015
2020
0
1
2
3
1
1
1
2
1
1
1
1

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2024
Autoencoder Enhanced Realised GARCH on Volatility Forecasting.
CoRR, 2024

2023
Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques.
Proceedings of the Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2023

2022
Deep learning for volatility forecasting in asset management.
Soft Comput., 2022

2021
Multiple Measures Realized GARCH Models.
Proceedings of the Studies in Theoretical and Applied Statistics, 2021

2018
Solution of population balance equations by logarithmic shape preserving interpolation on finite elements.
Comput. Chem. Eng., 2018

2008
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models.
Stat. Methods Appl., 2008

A GMM procedure for combining volatility forecasts.
Comput. Stat. Data Anal., 2008

2006
Minimum distance estimation of GARCH(1, 1) models.
Comput. Stat. Data Anal., 2006

2003
Likelihood inference in BL-GARCH models.
Comput. Stat., 2003


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