Silvia Facchinetti

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 3

Top Topics

Financial Time Series

Statistical Inference

Quality Control

Top Venues

Stat. Anal. Data Min.

Comput. Manag. Sci.

Qual. Reliab. Eng. Int.

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)
Silvia Facchinetti, Silvia Angela Osmetti
A risk index for ordinal variables and its statistical properties: A priority of intervention indicator in quality control framework. Qual. Reliab. Eng. Int. 34 (2) (2018)