PETRONI, FILIPPO
PETRONI, FILIPPO
DIPARTIMENTO DI ECONOMIA
A Copula-based Markov Reward Approach to the Credit Spread in the European Union
2019-01-01 D'Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano
A critical assessment of different measures of the information carried by correlated neuronal firing
2002-01-01 Panzeri, Stefano; Pola, Gianni; Petroni, Filippo; Young, Malcolm P.; Petersen, Rasmus S.
A Markov model of financial returns
2006-01-01 Serva, M.; Fulco, U. L.; Gléria, I. M.; Lyra, M. L.; Petroni, F.; Viswanathan, G. M.
A micro-to-macro approach to returns, volumes and waiting times
2021-01-01 D'Amico, Guglielmo; Petroni, Filippo
A model for the elaboration of informa- tion in financial markets with information asymmetry
2005-01-01 Petroni, Filippo; Barracchini, C.
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.
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
A New Approach to the Modeling of Financial Volumes
2018-01-01 D'Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo
A new hybrid infrared-ultrasonic electronic travel aids for blind people
2013-01-01 Prattico, Flavio; Cera, Carmelo; Petroni, Filippo
A semi-Markov model for price returns
2012-01-01 D'Amico, Guglielmo; Petroni, Filippo
A semi-Markov model with memory for price changes
2011-01-01 D'Amico, Guglielmo; Petroni, Filippo
A semi-markovian approach to drawdown-based measures
2020-01-01 D'Amico, Guglielmo; DI BASILIO, Bice; Petroni, Filippo
A stochastic model for multifractal behavior of stock prices
2004-01-01 Fulco, Umberto L.; Lyra, Marcelo L.; Petroni, Filippo; Serva, Maurizio; Viswanathan, Gandhi M.
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
An Econometric Analysis of Drawdown Based Measures
2022-01-01 D'Amico, Guglielmo; Di Basilio, Bice; Petroni, Filippo; Gismondi, Fulvio
An evaluation of principal components analysis as a method for quantifying spike timing information
2001-01-01 Petroni, Filippo; Pola, G; Young, M. P.; Panzeri, S.
Automated word stability and language phylogeny
2011-01-01 Petroni, Filippo; Serva, Maurizio
Change point dynamics for financial data: an indexed Markov chain approach
2019-01-01 D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo
Copula based multivariate semi-Markov models with applications in high-frequency finance
2018-01-01 D'Amico, Guglielmo; Filippo, Petroni
Decision model of wind turbines maintenance planning.
2019-01-01 Robert Adam Sobolewski, ; D'Amico, Guglielmo; Filippo, Petroni