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beatrice.foroni@uniroma1.it
Beatrice Foroni
Assegnista di ricerca
Struttura:
DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA
E-mail:
beatrice.foroni@uniroma1.it
Pagina istituzionale corsi di laurea
Curriculum Sapienza
Publications
Title
Published on
Year
Evaluating hub structures in hidden Markov graphical models
Statistics for Innovation I
2025
Spatial quantile random forests for the analysis of upward mobility in Texas
Statistics for Innovation III
2025
Estimation of undirected graphs for multivariate time series using hidden semi-Markov models
Statistics for Innovation IV
2025
Expectile hidden Markov regression models for analyzing cryptocurrency returns
STATISTICS AND COMPUTING
2024
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
STATISTICAL MODELLING
2024
Using expectile regression with latent variables for digital assets
Book of short papers SIS 2023
2023
Graphical Models for Commodities: A Quantile Approach
Graphical Models for Commodities: A Quantile Approach
2022
The network of commodity risk
ENERGY SYSTEMS
2022
Analyzing the Correlation Structure of Financial Markets Using a Quantile Graphical Model
Book of the Short Papers
2022
GLASSO Estimation of Commodity Risks
2020
Interessi di ricerca
Keywords
inference of graphical models
quantile regression
Hidden Markov Models
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