Giuseppe Storti

Publication Activity (10 Years)

Years Active: 2003-2022
Publications (10 Years): 3

Top Topics

Shape Preserving

Weakly Supervised

Top Venues

Comput. Chem. Eng.

Publications

Alessio Petrozziello, Luigi Troiano, Angela Serra, Ivan Jordanov, Giuseppe Storti, Roberto Tagliaferri, Michele La Rocca
Deep learning for volatility forecasting in asset management. Soft Comput. 26 (17) (2022)
Antonio Naimoli, Giuseppe Storti
Multiple Measures Realized GARCH Models. SIS (2021)
Liborio I. Costa, Giuseppe Storti, Stefano Lazzari
Solution of population balance equations by logarithmic shape preserving interpolation on finite elements. Comput. Chem. Eng. 119 (2018)
Alessandra Amendola, Giuseppe Storti
A GMM procedure for combining volatility forecasts. Comput. Stat. Data Anal. 52 (6) (2008)
Giuseppe Storti
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models. Stat. Methods Appl. 17 (2) (2008)
Giuseppe Storti
Minimum distance estimation of GARCH(1, 1) models. Comput. Stat. Data Anal. 51 (3) (2006)
Giuseppe Storti, Cosimo Vitale
Likelihood inference in BL-GARCH models. Comput. Stat. 18 (3) (2003)