D'AMICO, Guglielmo

D'AMICO, Guglielmo  

DIPARTIMENTO DI ECONOMIA  

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A 13-state homogeneous semi-Markov model for predicting the HIV disease evolution: a case study 2007 DI BIASE, Giuseppe; D'Amico, Guglielmo; DI GIROLAMO, A; Janssen, J; Iacobelli, Stefano; Tinari, Nicola; Manca, R.
A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union 2018 D'Amico, Guglielmo; Philippe, Regnault; Scocchera, Stefania; Storchi, Loriano
A Continuous-Time Semi-Markov System Governed by Stepwise Transitions 2022 Vlad Stefan Barbu, ; D'Amico, Guglielmo; Andreas, Makrides
A Convergence Result in the Estimation of Markov Chains with Application to Compound Options 2008 D'Amico, Guglielmo
A Copula-based Markov Reward Approach to the Credit Spread in the European Union 2019 D'Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano
A customer's utility measure based on the reliability of multi-state systems 2011 D'Amico, Guglielmo; DI BIASE, Giuseppe; Manca, Raimondo
A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation 2014 D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J.; Manca, R.
A micro-to-macro approach to returns, volumes and waiting times 2021 D'Amico, Guglielmo; Petroni, Filippo
A Model for the State of Charge of a Battery Connected to a Wind Power Plant Under a Ramp Rate Limitation Regime 2022 D'Amico, Guglielmo; Gismondi, Fulvio; Vergine, Salvatore
A multivariate Markov chain stock model 2020 D'Amico, Guglielmo; DE BLASIS, Riccardo
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization 2022 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
A New Approach to the Modeling of Financial Volumes 2018 D'Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo
A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION 2011 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
A Real Data Application and Cost of Capital Estimation Based on Rating Migration Model 2013 D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J.; Manca, R.
A real data credit risk migration model with initial and final bakward 2010 D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J.; Manca, R.
A review of non-Markovian models for the dynamics of credit ratings 2019 D'Amico, Guglielmo; Dharmaraja, Selvamuthu; Manca, Raimondo; Pasricha, Puneet
A review of the dividend discount model: from deterministic to stochastic models 2020 D'Amico, Guglielmo; DE BLASIS, Riccardo
A reward semi-Markov process with memory for wind speed modeling 2012 Petroni, Filippo; D'Amico, Guglielmo; Prattico, Flavio
A semi-Markov approach for synthetic data generation of wind speed 2012 D'Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio
A semi-Markov approach to the stock valuation problem 2011 D'Amico, Guglielmo