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Ilia Negri
ORCID
Publication Activity (10 Years)
Years Active: 2017-2019
Publications (10 Years): 2
Top Topics
Preprocessing
Multi Agent
Scoring Functions
Risk Measures
Top Venues
Stat. Methods Appl.
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Publications
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Fabio Bellini
,
Ilia Negri
,
Mariya Pyatkova
Backtesting VaR and expectiles with realized scores.
Stat. Methods Appl.
28 (1) (2019)
Ilia Negri
,
Yoichi Nishiyama
Z-process method for change point problems with applications to discretely observed diffusion processes.
Stat. Methods Appl.
26 (2) (2017)