Patrick Gagliardini
http://usi.to/dtj
Progetti
In corso (1)
Conclusi (6)
- Gagliardini P. (2017) New Econometric Methods for Big Data
- Horenko I., Gagliardini P. (2015) Towards the HPC-inference of causality networks from multiscale economical data
- Horenko I., Gagliardini P. (2012) Mathematical modeling of credit and equity risk beyond homogeneity and stationarity assumptions: statistical factor models and high-performance data mining
- Ronchetti E., Gagliardini P., Trojani F. (2006) New Methods in Moment Based Econometric Models
- Trojani F., Barone Adesi G. (2001) Robust strategies for risk management. Asset pricing and option pricing
- Barone Adesi G. (1999) Strategie dinamiche d'investimento basate sulle variazioni del rischio del patrimonio