Edoardo Otranto

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 2

Top Topics

High Dimension Space

Spectral Clustering

Top Venues

Adv. Data Anal. Classif.

Int. J. Approx. Reason.

Publications

Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto
On classifying the effects of policy announcements on volatility. Int. J. Approx. Reason. 134 (2021)
Edoardo Otranto, Massimo Mucciardi
Clustering space-time series: FSTAR as a flexible STAR approach. Adv. Data Anal. Classif. 13 (1) (2019)
Edoardo Otranto, Romana Gargano
Financial clustering in presence of dominant markets. Adv. Data Anal. Classif. 9 (3) (2015)
Edoardo Otranto
Identifying financial time series with similar dynamic conditional correlation. Comput. Stat. Data Anal. 54 (1) (2010)
Manuele Bicego, Enrico Grosso, Edoardo Otranto
A Hidden Markov Model Approach to Classify and Predict the Sign of Financial Local Trends. SSPR/SPR (2008)
Edoardo Otranto
Clustering heteroskedastic time series by model-based procedures. Comput. Stat. Data Anal. 52 (10) (2008)
Giampiero M. Gallo, Edoardo Otranto
Volatility spillovers, interdependence and comovements: A Markov Switching approach. Comput. Stat. Data Anal. 52 (6) (2008)