Fabrizio Durante

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 19

Top Topics

Financial Time Series

Continuous Variables

Aggregation Functions

Triangular Norms

Top Venues

Fuzzy Sets Syst.

J. Multivar. Anal.

Publications

Elena Agliari, Francesco Alemanno, Miriam Aquaro, Adriano Barra, Fabrizio Durante, Ido Kanter
Hebbian dreaming for small datasets. Neural Networks 173 (2024)
Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores
Extreme semilinear copulas. Fuzzy Sets Syst. 428 (2022)
Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores
On the measure induced by copulas that are invariant under univariate truncation. Fuzzy Sets Syst. 451 (2022)
Fabrizio Durante, Angelica Gianfreda, Francesco Ravazzolo, Luca Rossini
A multivariate dependence analysis for electricity prices, demand and renewable energy sources. Inf. Sci. 590 (2022)
Fabrizio Durante, Erich-Peter Klement, Susanne Saminger-Platz, Carlo Sempi
Ordinal sums: From triangular norms to bi- and multivariate copulas. Fuzzy Sets Syst. 451 (2022)
Fabrizio Durante, Juan Fernández-Sánchez, C. Ignazzi
Operators invariant under finitely many input changes with applications to aggregation of sequences. Inf. Sci. 560 (2021)
Sebastian Fuchs, F. Marta L. Di Lascio, Fabrizio Durante
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. Comput. Stat. Data Anal. 159 (2021)
Fabrizio Durante, Sebastian Fuchs
Reflection invariant copulas. Fuzzy Sets Syst. 354 (2019)
Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores
Extreme biconic copulas: Characterization, properties and extensions to aggregation functions. Inf. Sci. 487 (2019)
Fabrizio Durante, Roberto Ghiselli Ricci
Supermigrativity of aggregation functions. Fuzzy Sets Syst. 335 (2018)
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores
Copulas with given values on the tails. Int. J. Approx. Reason. 85 (2017)
Fabrizio Durante, Matjaz Omladic, Lovrenc Orazem, Nina Ruzic
Shock models with dependence and asymmetric linkages. Fuzzy Sets Syst. 323 (2017)
Jorge Navarro, Fabrizio Durante
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components. J. Multivar. Anal. 158 (2017)
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores
Diagonal plane sections of trivariate copulas. Inf. Sci. 333 (2016)
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig
Baire category results for exchangeable copulas. Fuzzy Sets Syst. 284 (2016)
Hao Wang, Roberta Pappadà, Fabrizio Durante, Enrico Foscolo
A Portfolio Diversification Strategy via Tail Dependence Clustering. SMPS (2016)
Marta Disegna, Fabrizio Durante, Enrico Foscolo
A Multivariate Analysis of Tourists' Spending Behaviour. SMPS (2016)
F. Marta L. Di Lascio, Fabrizio Durante, Piotr Jaworski
A Test for Truncation Invariant Dependence. SMPS (2016)
Fabrizio Durante, Stéphane Girard, Gildas Mazo
Marshall-Olkin type copulas generated by a global shock. J. Comput. Appl. Math. 296 (2016)
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig
On the singular components of a copula. J. Appl. Probab. 52 (4) (2015)
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores
Convergence results for patchwork copulas. Eur. J. Oper. Res. 247 (2) (2015)
Fabrizio Durante, Juan Fernández-Sánchez, Roberta Pappadà
Copulas, diagonals, and tail dependence. Fuzzy Sets Syst. 264 (2015)
Fabrizio Durante, Rachele Foschi
Dependence of exchangeable residual lifetimes subject to failure. Appl. Math. Comput. 235 (2014)
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina
Flipping of multivariate aggregation functions. Fuzzy Sets Syst. 252 (2014)
Fabrizio Durante, Roberta Pappadà, Nicola Torelli
Clustering of financial time series in risky scenarios. Adv. Data Anal. Classif. 8 (4) (2014)
Fabrizio Durante, Roberta Pappadà
Cluster Analysis of Time Series via Kendall Distribution. SMPS (2014)
Fabrizio Durante, Enrico Foscolo, Piotr Jaworski, Hao Wang
Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector. SMPS (2014)
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig
Multivariate copulas with hairpin support. J. Multivar. Anal. 130 (2014)
Fabrizio Durante, Roger B. Nelsen, José Juan Quesada-Molina, Manuel Úbeda-Flores
Pairwise and Global Dependence in Trivariate Copula Models. IPMU (3) (2014)
Fabrizio Durante, Enrico Foscolo, Piotr Jaworski, Hao Wang
A spatial contagion measure for financial time series. Expert Syst. Appl. 41 (8) (2014)
Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores
Bivariate copulas generated by perturbations. Fuzzy Sets Syst. 228 (2013)
Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi
A note on the notion of singular copula. Fuzzy Sets Syst. 211 (2013)
Fabrizio Durante, Enrico Foscolo
An Analysis of the Dependence Among Financial Markets by Spatial Contagion. Int. J. Intell. Syst. 28 (4) (2013)
Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi
A topological proof of Sklar's theorem. Appl. Math. Lett. 26 (9) (2013)
Fabrizio Durante
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series. AGOP (2013)
Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi
How to Prove Sklar's Theorem. AGOP (2013)
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig
On the interrelation between Dempster-Shafer Belief Structures and their Belief Cumulative Distribution Functions. Knowl. Based Syst. 52 (2013)
Fabrizio Durante, Rachele Foschi
Evolution of the Dependence of Residual Lifetimes. SMPS (2012)
Fabrizio Durante
On a problem by Schweizer and Sklar. Kybernetika 48 (2) (2012)
Fabrizio Durante, Enrico Foscolo, Miroslav Sabo
A Spatial Contagion Test for Financial Markets. SMPS (2012)
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina
On the α-migrativity of multivariate semi-copulas. Inf. Sci. 187 (2012)
Fabrizio Durante, Juan Fernández-Sánchez
A note on biconic copulas. Kybernetika 47 (4) (2011)
Fabrizio Durante, Juan Fernández-Sánchez
On the Classes of copulas and Quasi-copulas with a Given Diagonal Section. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 19 (1) (2011)
Fabrizio Durante, Jan-Frederik Mai
Representation of Exchangeable Sequences by Means of Copulas. SMPS (2010)
Fabrizio Durante, Fabio Spizzichino
Semi-copulas, capacities and families of level sets. Fuzzy Sets Syst. 161 (2) (2010)
Fabrizio Durante, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores
New constructions of diagonal patchwork copulas. Inf. Sci. 179 (19) (2009)
Fabrizio Durante, Pier Luigi Papini
Componentwise Concave Copulas and Their Asymmetry. Kybernetika 45 (6) (2009)
Fabrizio Durante, Radko Mesiar, Susanne Saminger-Platz
Editorial to the special issue devoted to "Copulas, measures and integrals". Inf. Sci. 179 (17) (2009)
Fabrizio Durante, Roberto Ghiselli Ricci
Supermigrative semi-copulas and triangular norms. Inf. Sci. 179 (15) (2009)
Fabrizio Durante, Radko Mesiar, Carlo Sempi
Editorial to the special issue on "Random Variables, Joint Distribution Functions, and Copulas". Kybernetika 44 (6) (2008)
Fabrizio Durante, Susanne Saminger-Platz, Peter Sarkoci
On representations of 2-increasing binary aggregation functions. Inf. Sci. 178 (23) (2008)
Fabrizio Durante, Peter Sarkoci
A note on the convex combinations of triangular norms. Fuzzy Sets Syst. 159 (1) (2008)
Fabrizio Durante, Susanne Saminger-Platz, Peter Sarkoci
On Patchwork Techniques for 2-Increasing Aggregation Functions and Copulas. SMPS (2008)
Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi
Semilinear copulas. Fuzzy Sets Syst. 159 (1) (2008)
Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi
Copulas with Given Diagonal Sections: Novel Constructions and Applications. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 15 (4) (2007)
Fabrizio Durante, Radko Mesiar, Pier Luigi Papini, Carlo Sempi
2-Increasing binary aggregation operators. Inf. Sci. 177 (1) (2007)
Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi
Copulas with given values on a horizontal and a vertical section. Kybernetika 43 (2) (2007)
Fabrizio Durante, Pier Luigi Papini
A weakening of Schur-concavity for copulas. Fuzzy Sets Syst. 158 (12) (2007)
Fabrizio Durante, Erich-Peter Klement, José Juan Quesada-Molina, Peter Sarkoci
Remarks on Two Product-like Constructions for Copulas. Kybernetika 43 (2) (2007)
Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores
A Method for Constructing Multivariate Copulas. EUSFLAT Conf. (1) (2007)
Elisabetta Alvoni, Fabrizio Durante, Pier Luigi Papini, Carlo Sempi
Different Types of Convexity and Concavity for Copulas. EUSFLAT Conf. (1) (2007)
Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores
On a family of multivariate copulas for aggregation processes. Inf. Sci. 177 (24) (2007)
Fabrizio Durante, Radko Mesiar, Carlo Sempi
On a family of copulas constructed from the diagonal section. Soft Comput. 10 (6) (2006)
Fabrizio Durante, José Juan Quesada-Molina, Carlo Sempi
Semicopulas: characterizations and applicability. Kybernetika 42 (3) (2006)
Fabrizio Durante, Radko Mesiar, Carlo Sempi
Copulas with given diagonal section: some new results. EUSFLAT Conf. (2005)
Fabrizio Durante
Generalized Composition of Binary Aggregation Operators. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 13 (6) (2005)
Fabrizio Durante, Carlo Sempi
Copula and semicopula transforms. Int. J. Math. Math. Sci. 2005 (4) (2005)
Fabrizio Durante, Carlo Sempi
Semicopulæ. Kybernetika 41 (3) (2005)
Fabrizio Durante
Solution of an open problem for associative copulas. Fuzzy Sets Syst. 152 (2) (2005)