Marco Scaringi

According to our database, Marco Scaringi authored at least 2 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2024

XVA modelling: validation, performance and model risk management.

Lorenzo Silotto, Marco Scaringi, Marco Bianchetti

Ann. Oper. Res., May, 2024

2016

Brexit or Bremain? Evidence from bubble analysis.

Marco Bianchetti, Davide Emilio Galli, Camilla Ricci, Angelo Salvatori, Marco Scaringi

Proceedings of the First Workshop on MIning DAta for financial applicationS (MIDAS 2016) co-located with the 2016 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2016), 2016