PETRONI, Filippo
PETRONI, Filippo
A Copula-based Markov Reward Approach to the Credit Spread in the European Union
2019-01-01 D'Amico, G.; Petroni, F.; Regnault, P.; Scocchera, S.; Storchi, L.
A critical assessment of different measures of the information carried by correlated neuronal firing
2002-01-01 Panzeri, Stefano; Pola, Gianni; Petroni, Filippo; Young, Malcolm P.; Petersen, Rasmus S.
A Markov model of financial returns
2006-01-01 Serva, M.; Fulco, U. L.; Gléria, I. M.; Lyra, M. L.; Petroni, F.; Viswanathan, G. M.
A micro-to-macro approach to returns, volumes and waiting times
2021-01-01 D'Amico, G.; Petroni, F.
A multivariate high-order markov model for the income estimation of a wind farm
2021-01-01 de Blasis, R.; Masala, G. B.; Petroni, F.
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, L.; D'Amico, G.; Masala, G.; Petroni, F.
A New Approach to the Modeling of Financial Volumes
2018-01-01 D’Amico, G; Gismondi, F; Petroni, F.
A new hybrid infrared-ultrasonic electronic travel aids for blind people
2013-01-01 Prattico, Flavio; Cera, Carmelo; Petroni, Filippo
A semi-Markov model for price returns
2012-01-01 D'Amico, Guglielmo; Petroni, Filippo
A semi-Markov model with memory for price changes
2011-01-01 D'Amico, Guglielmo; Petroni, Filippo
A SEMI-MARKOVIAN APPROACH to DRAWDOWN-BASED MEASURES
2020-01-01 D'Amico, G.; Di Basilio, B.; Petroni, F.
A stochastic model for multifractal behavior of stock prices
2004-01-01 Fulco, Umberto L.; Lyra, Marcelo L.; Petroni, Filippo; Serva, Maurizio; Viswanathan, Gandhi M.
A test for the too-big-to-fail hypothesis for European banks during the financial crisis
2015-01-01 Mattana, Paolo; Petroni, Filippo; Rossi, Stefania Patrizia Sonia
An analysis of a storage system for a wind farm with ramp‐rate limitation
2021-01-01 D'Amico, G.; Petroni, F.; Vergine, S.
Automated word stability and language phylogeny
2011-01-01 Petroni, Filippo; Serva, Maurizio
Change point dynamics for financial data: an indexed Markov chain approach
2019-01-01 D'Amico, G.; Lika, A.; Petroni, F.
Copula based multivariate semi-Markov models with applications in high-frequency finance
2018-01-01 D'Amico, Guglielmo; Petroni, Filippo
Decision model of wind turbines maintenance planning
2019-01-01 Sobolewski, Robert Adam; D’Amico, Guglielmo; Petroni, Filippo
Decoding neuronal population activity in rat somatosensory cortex: Role of columnar organization
2003-01-01 Panzeri, Stefano; Petroni, Filippo; Petersen, Rasmus S.; Diamond, Mathew E.
Drawdown risk measures for asset portfolios with high frequency data
2022-01-01 Masala, Giovanni; Petroni, Filippo