Francesco De Carlo

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

39

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, University of Bari, affiliation not provided to SSRN and University of Bari - 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, 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