Fabrizio Laurini

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 3

Top Topics

Asset Allocation

Market Clearing

Evaluation Method

Backpropagation Neural Networks

Top Venues

Central Eur. J. Oper. Res.

Publications

Alessandro Brusaferri, Andrea Ballarino, Luigi Grossi, Fabrizio Laurini
On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices. CoRR (2024)
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) (2023)
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) (2022)
Luigi Grossi, Fabrizio Laurini
Robust estimation of efficient mean-variance frontiers. Adv. Data Anal. Classif. 5 (1) (2011)
Fabrizio Laurini, Francesco Pauli
Smoothing sample extremes: The mixed model approach. Comput. Stat. Data Anal. 53 (11) (2009)
Luigi Grossi, Fabrizio Laurini
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity. Comput. Stat. Data Anal. 53 (6) (2009)
Fabrizio Laurini, Andrea Cerioli
Automatic Classification of Functional Data with Extremal Information. GfKl (2006)