Riccardo Bramante

Publication Activity (10 Years)

Years Active: 2013-2022
Publications (10 Years): 2

Top Topics

Financial Time Series

Theoretical Analysis

Top Venues

Stat. Anal. Data Min.

Comput. Manag. Sci.

Publications

Riccardo Bramante, Gimmi Dallago, Silvia Facchinetti
Black's model in a negative interest rate environment, with application to OTC derivatives. Comput. Manag. Sci. 19 (1) (2022)
Riccardo Bramante, Silvia Facchinetti, Diego Zappa
Online detection of financial time series peaks and troughs: A probability-based approach. Stat. Anal. Data Min. 12 (5) (2019)
Riccardo Bramante, Gimmi Dallago
An efficient method of evaluating portfolio risk and return. Comput. Stat. 28 (3) (2013)