Pubblicazioni

The fourfold way to Gaussianity. Physical Interactions, distributional models and monadic transformations

2023 - AXIOMS

Giona, Massimiliano; Pezzotti, Chiara; Procopio, Giuseppe

Vertically-Advised Federated Learning for Multi-Strategic Stock Predictions through Stochastic Attention-based LSTM

2023 - 2023 31st Mediterranean Conference on Control and Automation (MED) Proceedings

Menegatti, D.; Ciccarelli, E.; Viscione, M.; Giuseppi, A.

Statistical features of systems driven by non-Gaussian processes: theory & practice

2023 - JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT

Lucente, Dario; Puglisi, Andrea; Viale, Massimiliano; Vulpiani, Angelo

Stocks price forecasts using Stochastic Differential Equations: an empirical assessment

2023 - Book of short papers SIS 2023

Frisardi, Dario; Spuri, Matteo

Parametric estimation of latent default frequency in credit insurance

2022 - JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Giacomelli, Jacopo

Spatial Weighted Robust Clustering of Multivariate Time Series Based on Quantile Dependence With an Application to Mobility During COVID-19 Pandemic

2022 - IEEE TRANSACTIONS ON FUZZY SYSTEMS

LÃ³pez-Oriona, Ã.; DâUrso, P.; Vilar, J. A.; Lafuente-Rego, B.

Comparing Speculative Synchronization Algorithms for Continuous-Time Agent-Based Simulations

2022 - DS-RT '22: Proceedings of the 2022 IEEE/ACM 26th International Symposium on Distributed Simulation and Real Time Applications

Andelfinger, P; Piccione, A; Pellegrini, A; Uhrmacher, A

The tempered space-fractional Cattaneo equation

2022 - Probabilistic Engineering Mechanics

Beghin, Luisa; Garra, Roberto; Mainardi, Francesco; Pagnini, Gianni

Prabhakar LÃ©vy processes

2021 - STATISTICS & PROBABILITY LETTERS

Gajda, Janusz; Beghin, Luisa

Becoming a limpet: An âintermittent limpetizationâ process driven by host features in the kleptoparasitic gastropod family Capulidae

2021 - MOLECULAR PHYLOGENETICS AND EVOLUTION

Fassio, G.; Bouchet, P.; Lozouet, P.; Modica, M. V.; Russini, V.; Schiaparelli, S.; Oliverio, M.

Long range correlations and slow time scales in a boundary driven granular model

2021 - SCIENTIFIC REPORTS

Plati, A.; Puglisi, A.

A Fractional Hawkes Process

2021 - Nonlocal and fractional operators

Chen, J.; Hawkes, A. G.; Scalas, E.

STORAGE (STOchastic RAinfall GEnerator): a User-Friendly Software for Generating Long and High-Resolution Rainfall Time Series

2021 - HYDROLOGY

DE LUCA, Davide Luciano; Petroselli, Andrea

Collective effects in confined active Brownian particles

2021 - THE JOURNAL OF CHEMICAL PHYSICS

Caprini, Lorenzo; Maggi, Claudio; Marini Bettolo Marconi, Umberto

Pandora's Box problem with order constraints

2020 - EC '20: Proceedings of the 21st ACM Conference on Economics and Computation

Boodaghians, Shant; Fusco, Federico; Lazos, Philip; Leonardi, Stefano

Understanding causation via correlations and linear response theory

2020 - PHYSICAL REVIEW RESEARCH

Baldovin, M; Cecconi, F; Vulpiani, A

Extracting and generating PV soiling profiles for analysis, forecasting, and cleaning optimization

2020 - IEEE JOURNAL OF PHOTOVOLTAICS

Micheli, L.; Fernandez, E. F.; Muller, M.; Almonacid, F.

A practical guide to Prabhakar fractional calculus

2020 - FRACTIONAL CALCULUS & APPLIED ANALYSIS

Giusti, A.; Colombaro, I.; Garra, R.; Garrappa, R.; Polito, F.; Popolizio, M.; Mainardi, F.

Active matter at high density. Velocity distribution and kinetic temperature

2020 - THE JOURNAL OF CHEMICAL PHYSICS

Caprini, Lorenzo; Marini Bettolo Marconi, Umberto

Probabilistic representation formula for the solution of fractional high-order heat-type equations

2019 - JOURNAL OF EVOLUTION EQUATIONS

Bonaccorsi, Stefano; DâOvidio, Mirko; Mazzucchi, Sonia

Langevin equation in systems with also negative temperatures

2018 - JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT

Baldovin, Marco; Puglisi, Andrea; Vulpiani, Angelo

The Full Replica Symmetry Breaking in the Ising Spin Glass on Random Regular Graph

2018 - JOURNAL OF STATISTICAL PHYSICS

Concetti, Francesco

Fast and unbiased estimator of the time-dependent Hurst exponent

2018 - CHAOS

PIANESE, AUGUSTO; BIANCHI, SERGIO; PALAZZO ANNA, MARIA

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes. Part II Irreversibility, norms and entropies

2017 - JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes. Part III extensions and applications to kinetic theory and transport

2017 - JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro