Roberto Bellotti

University of Bari - 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

458

SSRN CITATIONS

0

CROSSREF CITATIONS

0

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 University of Bari - Department of Physics
Downloads 286 (106,274)

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 University of Bari - Department of Physics
Downloads 111 (246,771)
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, University of Bari, affiliation not provided to SSRN and University of Bari - Department of Physics
Downloads 40 (424,848)

Abstract:

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4.

Hausdorff Clustering

Physical Review, Vol. 78, 2008
Number of pages: 13 Posted: 03 Sep 2010
Roberto Bellotti
University of Bari - Department of Physics
Downloads 21 (516,729)

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, University of Bari - 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