Luigi Grossi

According to our database, Luigi Grossi authored at least 6 papers between 2002 and 2024.

Collaborative distances:

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

2024

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

Alessandro Brusaferri, Andrea Ballarino, Luigi Grossi, Fabrizio Laurini

CoRR, 2024

2022

Modeling risk contagion in the Italian zonal electricity market.

Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Luigi Grossi

Eur. J. Oper. Res., 2022

2020

Forecasting: theory and practice.

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, Mustafa Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li

CoRR, 2020

2011

Robust estimation of efficient mean-variance frontiers.

Luigi Grossi, Fabrizio Laurini

Adv. Data Anal. Classif., 2011

2009

A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity.

Luigi Grossi, Fabrizio Laurini

Comput. Stat. Data Anal., 2009

2002

Robust Time Series Analysis through the Forward Search.

Luigi Grossi, Marco Riani

Proceedings of the COMPSTAT 2002, 2002