Mauro Bernardi

Publication Activity (10 Years)

Years Active: 2015-2023
Publications (10 Years): 5

Top Topics

Power Distribution

Forecasting Model

Opportunity Cost

Rainfall Runoff

Top Venues

Stat. Methods Appl.

J. Comput. Graph. Stat.

Comput. Stat. Data Anal.

J. Oper. Res. Soc.

Publications

Mauro Bernardi, Antonio Canale, Marco Stefanucci
Locally Sparse Function-on-Function Regression. J. Comput. Graph. Stat. 32 (3) (2023)
Mauro Bernardi, Roy Cerqueti, Arsen Palestini
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall. J. Oper. Res. Soc. 72 (3) (2021)
Mauro Bernardi, Roy Cerqueti, Arsen Palestini
The Skew Normal multivariate risk measurement framework. Comput. Manag. Sci. 17 (1) (2020)
Mauro Bernardi, Marco Bottone, Lea Petrella
Bayesian quantile regression using the skew exponential power distribution. Comput. Stat. Data Anal. 126 (2018)
Mauro Bernardi, Leopoldo Catania
Comparison of Value-at-Risk models using the MCS approach. Comput. Stat. 31 (2) (2016)
Mauro Bernardi, Lea Petrella
Multiple seasonal cycles forecasting model: the Italian electricity demand. Stat. Methods Appl. 24 (4) (2015)