Pubblicazioni

Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes

2024 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, Roy; Gatfaoui, Hayette; Rotundo, Giulia

Systemic risk assessment through high order clustering coefficient

2020 - ANNALS OF OPERATIONS RESEARCH
Cerqueti, R.; Clemente, G. P.; Grassi, R.

Atheoretical Regression Trees for classifying risky financial institutions

2019 - ANNALS OF OPERATIONS RESEARCH
Cappelli, C.; Di Iorio, F.; Maddaloni, A.; D'Urso, P.

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma