3
H index
1
i10 index
94
Citations
Università degli Studi di Salerno | 3 H index 1 i10 index 94 Citations RESEARCH PRODUCTION: 8 Articles 3 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cira Perna. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Statistical Methods & Applications | 2 |
Computational Statistics & Data Analysis | 2 |
Year | Title of citing document |
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2020 | Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134. Full description at Econpapers || Download paper |
2020 | Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390. Full description at Econpapers || Download paper |
2022 | A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron. (2022). Letteri, Ivan ; de Gasperis, Giovanni ; della Penna, Giuseppe ; Dyoub, Abeer. In: Papers. RePEc:arx:papers:2201.12286. Full description at Econpapers || Download paper |
2020 | The future of mobility and its impact on the automobile insurance industry. (2020). Osterrieder, Katrin ; Gatzert, Nadine. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:1:p:31-51. Full description at Econpapers || Download paper |
2020 | Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. (2020). Giorno, V ; Albano, G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300992. Full description at Econpapers || Download paper |
2022 | Prediction of UK research excellence framework assessment by the departmental h-index. (2022). Basso, Antonella ; di Tollo, Giacomo. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1036-1049. Full description at Econpapers || Download paper |
2021 | A novel deep interval prediction model with adaptive interval construction strategy and automatic hyperparameter tuning for wind speed forecasting. (2021). Liu, Fangjie ; Tang, Geng ; Xie, Yuying. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220322866. Full description at Econpapers || Download paper |
2021 | Non-capital calibration of bureau scorecards. (2021). van Vuuren, Gary Wayne ; Kritzinger, Nico. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:260-271. Full description at Econpapers || Download paper |
2021 | Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873. Full description at Econpapers || Download paper |
2020 | Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009. Full description at Econpapers || Download paper |
2021 | Examining Inferences from Neural Network Estimators of Binary Choice Processes: Marginal Effects, and Willingness-to-Pay. (2021). Ramsey, Steven M ; Bergtold, Jason S. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09998-w. Full description at Econpapers || Download paper |
2021 | Modelling tail risk with tempered stable distributions: an overview. (2021). Loeper, Gregoire ; Fallahgoul, Hasan. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03204-3. Full description at Econpapers || Download paper |
2021 | Fused Lasso approach in portfolio selection. (2021). Marino, Zelda ; de Simone, Valentina ; Corsaro, Stefania. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03289-w. Full description at Econpapers || Download paper |
2021 | A machine learning model of national competitiveness with regional statistics of public expenditure. (2021). Zaragoza-Ibarra, Artemisa ; Gomez-Monge, Rodrigo ; Ornelas-Tellez, Fernando ; Alfaro-Garcia, Victor G ; Alfaro-Calderon, Gerardo G. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:27:y:2021:i:4:d:10.1007_s10588-021-09338-9. Full description at Econpapers || Download paper |
2020 | Detection and estimation of additive outliers in seasonal time series. (2020). Battaglia, Francesco ; Rizzo, Manuel ; Cucina, Domenico. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00928-5. Full description at Econpapers || Download paper |
2021 | Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets. (2021). la Rocca, Michele ; Perna, Cira ; Albano, Giuseppina ; Parrella, Maria Lucia. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01099-y. Full description at Econpapers || Download paper |
2021 | An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour. (2021). Angelis, Paolo ; Biancalana, Davide ; Baione, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00279-7. Full description at Econpapers || Download paper |
2020 | Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x. Full description at Econpapers || Download paper |
2020 | On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States. (2020). Hu, C ; Elbroch, L M ; Pozdnyakov, V ; Yan, J ; Meyer, T. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-020-09774-1. Full description at Econpapers || Download paper |
2021 | Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period. (2021). Shigida, Boris ; Bulinskaya, Ekaterina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09843-5. Full description at Econpapers || Download paper |
2021 | Ornstein-Uhlenbeck Processes of Bounded Variation. (2021). Ratanov, Nikita. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09794-x. Full description at Econpapers || Download paper |
2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2005 | Variable selection in neural network regression models with dependent data: a subsampling approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2007 | Forecasting nonlinear time series with neural network sieve bootstrap In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
2017 | Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print. [Citation analysis] | paper | 79 |
2001 | The hidden layer size in feed-forward neural networks: a statistical point of view In: Metron - International Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2000 | INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 0 |
2006 | A multiple testing procedure for neural network model selection In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2019 | Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Neural Network Modelling with Applications to Euro Exchange Rates In: Springer Books. [Citation analysis] | chapter | 0 |
2012 | A comment on “An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2019 | Reconstructing missing data sequences in multivariate time series: an application to environmental data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
2011 | Properties of the neural network sieve bootstrap In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
2021 | On the estimation of non linear functions in stochastic volatility models In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
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