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2020 – today
- 2024
[i1]Alessandro Brusaferri, Andrea Ballarino, Luigi Grossi, Fabrizio Laurini:
On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices. CoRR abs/2404.02722 (2024)- 2023
- [j5]Maria Cristina Arcuri
, Gino Gandolfi, Fabrizio Laurini:
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. Central Eur. J. Oper. Res. 31(2): 557-581 (2023) - 2022
- [j4]Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn:
Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes. Stat. Comput. 32(6): 104 (2022)
2010 – 2019
- 2011
- [j3]Luigi Grossi, Fabrizio Laurini:
Robust estimation of efficient mean-variance frontiers. Adv. Data Anal. Classif. 5(1): 3-22 (2011)
2000 – 2009
- 2009
- [j2]Luigi Grossi, Fabrizio Laurini:
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity. Comput. Stat. Data Anal. 53(6): 2251-2263 (2009) - [j1]Fabrizio Laurini, Francesco Pauli:
Smoothing sample extremes: The mixed model approach. Comput. Stat. Data Anal. 53(11): 3842-3854 (2009) - 2006
- [c1]Fabrizio Laurini, Andrea Cerioli:
Automatic Classification of Functional Data with Extremal Information. GfKl 2006: 99-106
Coauthor Index
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