NEFFELLI, MARCO
NEFFELLI, MARCO
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.004 secondi).
A comparison of estimation techniques for the covariance matrix in a fixed-income framework
2018-01-01 Neffelli, M.; Resta, M.
An Integrated Approach to Explore the Complexity of Interest Rates Network Structure
2018-01-01 Maria Elena De Giuli, ; Neffelli, Marco; Resta, Marina
COVARIANCE MATRIX CONSTRUCTION AND ESTIMATION: CRITICAL ANALYSES AND EMPIRICAL CASES FOR PORTFOLIO APPLICATIONS
2019-05-29 Neffelli, Marco
Global minimum variance portfolio with minimum regularised covariance determinant estimator
2020-01-01 Neffelli, M.; De Giuli, M. E.; Resta, M.
Minimum Regularised Covariance Determinant Estimators for Equity Selection
2018-01-01 Elena De Giuli, Maria; Neffelli, Marco; Resta, Marina
Ricostruzione di superfici di volatilita'mediante l'utilizzo di reti neurali autoassociative: un caso studio basato sull'analisi nonlineare delle componenti principali
2017-01-01 Caligaris, Ottavio; Giribone, PIER GIUSEPPE; Neffelli, Marco
Yield curve estimation under extreme conditions: do RBF networks perform better?
2018-01-01 Cafferata, A.; Giribone, P. G.; Neffelli, M.; Resta, M.