Michele La Rocca

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 13

Top Topics

Autoregressive Conditional Heteroscedasticity

Imbalanced Data

Signal Reconstruction

Missing Data Imputation

Top Venues

Data Min. Knowl. Discov.

Publications

Michael G. Schimek, Luca Vitale, Bastian Pfeifer, Michele La Rocca
Correction to: Effective signal reconstruction from multiple ranked lists via convex optimization. Data Min. Knowl. Discov. 38 (3) (2024)
Michele La Rocca, Cira Perna
Evaluating Forecast Distributions in Neural Network HAR-Type Models for Range-Based Volatility. EANN (2024)
Michele La Rocca, Marcella Niglio, Marialuisa Restaino
Correction to: Bootstrapping binary GEV regressions for imbalanced datasets. Comput. Stat. 39 (1) (2024)
Michele La Rocca, Marcella Niglio, Marialuisa Restaino
Bootstrapping binary GEV regressions for imbalanced datasets. Comput. Stat. 39 (1) (2024)
Michael G. Schimek, Luca Vitale, Bastian Pfeifer, Michele La Rocca
Effective signal reconstruction from multiple ranked lists via convex optimization. Data Min. Knowl. Discov. 38 (3) (2024)
Michele La Rocca, Cira Perna
Neural Network Bootstrap Forecast Distributions with Extreme Learning Machines. EANN (2023)
Antonello Cammarano, Francesca Michelino, Maria Prosperina Vitale, Michele La Rocca, Mauro Caputo
Technological Strategies and Quality of Invention: The Role of Knowledge Base and Technical Applications. IEEE Trans. Engineering Management 69 (4) (2022)
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)
Michele La Rocca, Francesco Giordano, Cira Perna
Clustering nonlinear time series with neural network bootstrap forecast distributions. Int. J. Approx. Reason. 137 (2021)
Maria Lucia Parrella, Giuseppina Albano, Cira Perna, Michele La Rocca
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets. Comput. Stat. 36 (4) (2021)
Giuseppina Albano, Michele La Rocca, Cira Perna
Volatility Modelling for Air Pollution Time Series. EUROCAST (1) (2019)
Francesco Giordano, Michele La Rocca, Maria Lucia Parrella
Clustering complex time-series databases by using periodic components. Stat. Anal. Data Min. 10 (2) (2017)
Giuseppina Albano, Michele La Rocca, Cira Perna
On the Imputation of Missing Values in Univariate PM_10 P M 10 Time Series. EUROCAST (2) (2017)
Giuseppina Albano, Michele La Rocca, Cira Perna
Testing the Weak Form Market Efficiency: Empirical Evidence from the Italian Stock Exchange. WIRN (2012)
Francesco Giordano, Michele La Rocca, Cira Perna
Neural Network Sieve Bootstrap Prediction Intervals: Some Real Data Evidence. WIRN (2008)
Michele La Rocca, Cira Perna
A multiple testing procedure for input variable selection in neural networks. ESANN (2008)
Francesco Giordano, Michele La Rocca, Cira Perna
Forecasting nonlinear time series with neural network sieve bootstrap. Comput. Stat. Data Anal. 51 (8) (2007)
Michele La Rocca, Cira Perna
Variable selection in neural network regression models with dependent data: a subsampling approach. Comput. Stat. Data Anal. 48 (2) (2005)
Michele La Rocca, Cira Perna
Neural Network Modeling by Subsampling. IWANN (2005)
Francesco Giordano, Michele La Rocca, Cira Perna
Standard Error Estimation in Neural Network Regression Models: the AR-Sieve Bootstrap Approach. WIRN (2001)