Roberto Bellotti

Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics

Via Amendola 173

Bari, BA 70126

Italy

Istituto Nazionale di Fisica Nucleare (INFN) - Sezione di Bari

Via Amendola 173

Bari, BA 70126

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

461

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

A Dynamical Approach to Operational Risk Measurement

The Journal of Operational Risk, Vol. 6, No. 1, pp. 3-19, 2011
Number of pages: 19 Posted: 31 Aug 2010 Last Revised: 02 Mar 2011
Marco Bardoscia and Roberto Bellotti
Bank of England and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics
Downloads 287 (109,867)

Abstract:

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Operational Risk, Risk Management, Dynamical Models

2.

A Dynamical Model for Forecasting Operational Losses

Physica A, Vol. 391, No. 8, pp. 2641-2655, 2012
Number of pages: 30 Posted: 23 Jan 2011 Last Revised: 08 Feb 2012
Marco Bardoscia and Roberto Bellotti
Bank of England and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics
Downloads 111 (255,600)
Citation 1

Abstract:

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Operational Risk, Dynamical Systems, Value at Risk, Capital Allocation

3.

Hausdorff Clustering of Financial Time Series

Physica A, Vol. 379, pp. 635–644, 2007
Number of pages: 10 Posted: 03 Sep 2010
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Università degli Studi di Bari “Aldo Moro” (UNIBA), affiliation not provided to SSRN and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics
Downloads 42 (431,584)

Abstract:

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4.

Hausdorff Clustering

Physical Review, Vol. 78, 2008
Number of pages: 13 Posted: 03 Sep 2010
Roberto Bellotti
Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics
Downloads 21 (534,479)

Abstract:

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5.

A Bayesian Networks Approach to Operational Risk

Physica A, Vol. 389, No. 8, pp. 1721-1728, 2010
Posted: 10 Sep 2010 Last Revised: 08 Feb 2012
affiliation not provided to SSRN, Bank of England, Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Physics, Italian National Research Council (CNR) - Institute for Biomedical Technologies (ITB), affiliation not provided to SSRN and LUMSA University

Abstract:

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Operational Risk, Bayesian Networks, Time Series, Value at Risk, Different-Times Correlations