Cira Perna : Citation Profile


Are you Cira Perna?

Università degli Studi di Salerno
Università degli Studi di Salerno

3

H index

1

i10 index

94

Citations

RESEARCH PRODUCTION:

8

Articles

3

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 4
   Journals where Cira Perna has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 2 (2.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe487
   Updated: 2022-05-14    RAS profile: 2021-03-29    
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Relations with other researchers


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:

Rulliere, Didier (6)

Fabozzi, Frank (5)

Funari, Stefania (3)

Basso, Antonella (3)

Nardon, Martina (3)

Figà-Talamanca, Gianna (2)

Otranto, Edoardo (2)

Misiorek, Adam (2)

Guillen, Montserrat (2)

Weron, Rafał (2)

Sucarrat, Genaro (1)

Cites to:

Gallant, A. (2)

Sibillo, Marilena (2)

Tay, Anthony S (1)

Psaradakis, Zacharias (1)

Poskitt, Donald (1)

Ruiz, Esther (1)

Chen, Song (1)

Diebold, Francis (1)

Corazza, Marco (1)

Gilli, Manfred (1)

Park, Joon (1)

Main data


Where Cira Perna has published?


Journals with more than one article published# docs
Statistical Methods & Applications2
Computational Statistics & Data Analysis2

Recent works citing Cira Perna (2021 and 2020)


YearTitle of citing document
2020Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134.

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2020Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390.

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2022A 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.

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2020The 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.

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2020Inferring 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.

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2022Prediction 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.

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2021A 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.

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2021Non-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.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2020Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009.

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2021Examining 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.

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2021Modelling 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.

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2021Fused 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.

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2021A 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.

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2020Detection 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.

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2021Bootstrap 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.

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2021An 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.

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2020Disentangling 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.

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2020On 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.

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2021Discrete-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.

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2021Ornstein-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.

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2020Market 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.

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Cira Perna has edited the books:


YearTitleTypeCited

Works by Cira Perna:


YearTitleTypeCited
2005Variable selection in neural network regression models with dependent data: a subsampling approach In: Computational Statistics & Data Analysis.
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article5
2007Forecasting nonlinear time series with neural network sieve bootstrap In: Computational Statistics & Data Analysis.
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article8
2017Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print.
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paper79
2001The hidden layer size in feed-forward neural networks: a statistical point of view In: Metron - International Journal of Statistics.
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article0
2000INFERENCE BASED ON RESAMPLING TECHNIQUES FOR NEURAL NETWORKS IN REGRESSION MODELS In: Computing in Economics and Finance 2000.
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paper0
2006A multiple testing procedure for neural network model selection In: Computing in Economics and Finance 2006.
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paper0
2019Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment In: Decisions in Economics and Finance.
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article1
2008Neural Network Modelling with Applications to Euro Exchange Rates In: Springer Books.
[Citation analysis]
chapter0
2012A 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.
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article0
2019Reconstructing missing data sequences in multivariate time series: an application to environmental data In: Statistical Methods & Applications.
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article1
2011Properties of the neural network sieve bootstrap In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article0
2021On the estimation of non linear functions in stochastic volatility models In: Communications in Statistics - Theory and Methods.
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article0

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