Titolo | Pubblicato in | Anno |
---|---|---|
Neural Networks for quantile claim amount estimation: aq auntile regression approach | ANNALS OF ACTUARIAL SCIENCE | 2023 |
Quantile Regression Neural Network for Quantile Claim Amount Estimation | Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 | 2021 |
Cross‑Country assessment of systemic risk in the European Stock Market: evidence from a CoVaR analysis | SOCIAL INDICATORS RESEARCH | 2018 |
Selection of Value at Risk Models for Energy Commodities | ENERGY ECONOMICS | 2018 |
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