Francesco De Carlo

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

45

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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
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Abstract:

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2.

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