PETRONI, FILIPPO
PETRONI, FILIPPO
DIPARTIMENTO DI SCIENZE ECONOMICHE ED AZIENDALI
Drawdown risk measures for asset portfolios with high frequency data
2023-01-01 Masala, Giovanni; Petroni, Filippo
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
Change point dynamics for financial data: an indexed Markov chain approach
2019-01-01 D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo
Maintenance of wind turbine scheduling based on output power data and wind forecast
2018-01-01 D'Amico, Guglielmo; Petroni, Filippo; Sobolewski, Robert Adam
Insuring wind energy production
2017-01-01 D’Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio
Multi-state models for evaluating conversion options in life insurance
2017-01-01 D'Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo; Petroni, Filippo
On the limit distribution of a second-order semi-Markov chain in state and duration
2017-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
Observability of market daily volatility
2016-01-01 Petroni, Filippo; Serva, Maurizio
Step semi-Markov models and application to manpower management
2016-01-01 Vlad Stefan, Barbu; Guglielmo, D’Amico; Raimondo, Manca; Petroni, Filippo
Tornadoes and related damage costs: statistical modelling with a semi-Markov approach
2016-01-01 D’Amico, Guglielmo; Manca, Raimondo; Corini, Chiara; Petroni, Filippo; Prattico, Flavio
A test for the too-big-to-fail hypothesis for European banks during the financial crisis
2015-01-01 Mattana, Paolo; Petroni, Filippo; Rossi, STEFANIA PATRIZIA SONIA
Economic performance indicators of wind energy based on wind speed stochastic modeling
2015-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
Performability analysis of the second order semi-Markov chains: an application to wind energy production
2015-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
Reliability measures for indexed semi-Markov chains applied to wind energy production
2015-01-01 Damico, Guglielmo; Petroni, Filippo; Prattico, Flavio
Wind speed prediction for wind farm applications by Extreme Value Theory and Copulas
2015-01-01 D'Amico, G; Petroni, Filippo; Prattico, F.
Levenshtein's distance for measuring lexical evolution rates
2014-01-01 Petroni, F.; Serva, M.; Volchenkov, D.
Multivariate high-frequency financial data via semi-Markov processes
2014-01-01 D’Amico, G; Petroni, Filippo
Wind speed and energy forecasting at different time scales: a non parametric approach
2014-01-01 D’Amico, G; Petroni, Filippo; Prattico, F.
A new hybrid infrared-ultrasonic electro- nic travel aids for blind people
2013-01-01 Prattico, F; Cera, C; Petroni, Filippo
First and second order semi-Markov chains for wind speed modeling
2013-01-01 D’Amico, G.; Petroni, Filippo; Prattico, F.