Christian de Peretti

Publication Activity (10 Years)

Years Active: 2007-2018
Publications (10 Years): 1

Top Topics

Trading Strategies

Bayesian Networks

Asset Allocation

Top Venues

Ann. Oper. Res.

Publications

Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti, Abdelwahed Trabelsi
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier. Ann. Oper. Res. 262 (2) (2018)
Christian de Peretti, Carole Siani
Graphical methods for investigating the finite-sample properties of confidence regions. Comput. Stat. Data Anal. 54 (2) (2010)
Christian de Peretti, Carole Siani, Mario Cerrato
An artificial neural network based heterogeneous panel unit root test in case of cross sectional independence. IJCNN (2009)
Christian de Peretti, Carole Siani, Mario Cerrato
A Bootstrap Artificial Neural Network Based Heterogeneous Panel Unit Root Test in Case of Cross Sectional Independence. ICONIP (1) (2009)
Carole Siani, Christian de Peretti
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. Comput. Stat. Data Anal. 51 (5) (2007)