Giovanni De Luca

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 7

Top Topics

Financial Time Series

Multivariate Time Series

Marginal Distributions

Partitioning Algorithm

Top Venues

IEEE Trans. Circuits Syst. I Regul. Pap.

Int. J. Approx. Reason.

Publications

Giuseppe Ruzza, Rocco Cogliano, Ciriaco D'Ambrosio, Luigi Falco, Vincenzo Cardinale, Felice Minichiello, Antonino Memmolo, Angelo Castagnozzi, Giovanni De Luca, Annamaria Vicari
SEISMONOISY: A Quasi-Real-Time Seismic Noise Network Monitoring System. Sensors 24 (11) (2024)
Giovanni De Luca, Paola Zuccolotto
Dynamic time series clustering with multivariate linkage and automatic dendrogram cutting using a recursive partitioning algorithm. Inf. Sci. 649 (2023)
Giovanni De Luca, Marta Nai Ruscone, Viviana Amati
The use of conditional copula for studying the influence of economic sectors. Expert Syst. Appl. 231 (2023)
Giovanni De Luca, Paola Zuccolotto
Regime dependent interconnectedness among fuzzy clusters of financial time series. Adv. Data Anal. Classif. 15 (2) (2021)
Giovanni De Luca, Paola Zuccolotto
Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. Int. J. Approx. Reason. 139 (2021)
Giovanni De Luca, Pascal Bolcato, Wil H. A. Schilders
Proper Initial Solution to Start Periodic Steady-State-Based Methods. IEEE Trans. Circuits Syst. I Regul. Pap. (3) (2019)
Giovanni De Luca, Pascal Bolcato, Remi Larcheveque, Joost Rommes, Wil H. A. Schilders
Fast and Accurate Time-Domain Simulations of Integer-N PLLs. IEEE Trans. Circuits Syst. I Regul. Pap. (4) (2017)
Giovanni De Luca, Paola Zuccolotto
A tail dependence-based dissimilarity measure for financial time series clustering. Adv. Data Anal. Classif. 5 (4) (2011)
Giovanni De Luca, Giorgia Rivieccio, Paola Zuccolotto
Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspective. Intell. Syst. Account. Finance Manag. 17 (2) (2010)
Giovanni De Luca, Paola Zuccolotto
Regime-switching Pareto distributions for ACD models. Comput. Stat. Data Anal. 51 (4) (2006)
Francesco Bartolucci, Giovanni De Luca
Likelihood-based inference for asymmetric stochastic volatility models. Comput. Stat. Data Anal. 42 (3) (2003)