Lea Petrella
Sapienza Università di Roma
H-index: 21
Europe-Italy
Top articles of Lea Petrella
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Hidden Markov graphical models with generalized hyperbolic distributions: a financial analysis on commodities and green energy indexes | Beatrice Foroni Luca Merlo Lea Petrella | 2024/3/26 | |
Neural networks for quantile claim amount estimation: a quantile regression approach | Annals of Actuarial Science | Alessandro G Laporta Susanna Levantesi Lea Petrella | 2024/3 |
Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution | Insurance: Mathematics and Economics | Valeria Bignozzi Luca Merlo Lea Petrella | 2024/2/13 |
The network of commodity risk | Energy Systems | Beatrice Foroni Giacomo Morelli Lea Petrella | 2024/2 |
Expectile hidden Markov regression models for analyzing cryptocurrency returns | Statistics and Computing | Beatrice Foroni Luca Merlo Lea Petrella | 2024/4 |
EP07. 01-09 Can the Use of New Haemostatic Agent Improve Short Term Outcomes of Surgically Treated Non-small Cell Lung Cancer Patients? | Journal of Thoracic Oncology | S Ricciardi D Alunni Fegatelli S Volpi F Femia L Petrella | 2023/11/1 |
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall | Annals of Operations Research | Vincenzo Candila Giampiero M Gallo Lea Petrella | 2023/5/17 |
Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles | Journal of the American Statistical Association | Luca Merlo Lea Petrella Nicola Salvati Nikos Tzavidis | 2023/9/28 |
New advances in Regression Forests | Mila Andreani Lea Petrella Nicola Salvati | 2023 | |
Quantile mixed graphical models with an application to mass public shootings in the United States | arXiv preprint arXiv:2309.05084 | Luca Merlo Marco Geraci Lea Petrella | 2023/9/10 |
Using expectile regression with latent variables for digital assets | Beatrice Foroni Luca Merlo Lea Petrella | 2023 | |
Estimating causal quantile exposure response functions via matching | arXiv preprint arXiv:2308.01628 | Luca Merlo Francesca Dominici Lea Petrella Nicola Salvati Xiao Wu | 2023/8/3 |
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market | arXiv preprint arXiv:2307.06400 | Beatrice Foroni Luca Merlo Lea Petrella | 2023/7/12 |
M‐quantile regression shrinkage and selection via the Lasso and Elastic Net to assess the effect of meteorology and traffic on air quality | Biometrical Journal | M Giovanna Ranalli Nicola Salvati Lea Petrella Francesco Pantalone | 2023/12 |
Quantile Regression Forest for Value-at-Risk Forecasting Via Mixed-Frequency Data | Mila Andreani Vincenzo Candila Lea Petrella | 2022/4/12 | |
Marginal M-quantile regression for multivariate dependent data | Computational Statistics & Data Analysis | Luca Merlo Lea Petrella Nicola Salvati Nikos Tzavidis | 2022/9/1 |
Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores | Journal of the Royal Statistical Society Series C: Applied Statistics | Luca Merlo Lea Petrella Nikos Tzavidis | 2022/3 |
Quantile hidden semi-Markov models for multivariate time series | Statistics and Computing | Luca Merlo Antonello Maruotti Lea Petrella Antonio Punzo | 2022/8 |
COVID-19 after lung resection in northern Italy | Seminars in Thoracic and Cardiovascular Surgery | Marco Scarci Federico Raveglia Luigi Bortolotti Mauro Benvenuti Luca Merlo | 2022/6/1 |
Sparse simulation-based estimator built on quantiles | Econometrics and Statistics | Paola Stolfi Mauro Bernardi Lea Petrella | 2022/2/10 |
