Mauro Bernardi
Università degli Studi di Padova
H-index: 17
Europe-Italy
Top articles of Mauro Bernardi
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Locally Sparse Function-on-Function Regression | Journal of Computational and Graphical Statistics | Mauro Bernardi Antonio Canale Marco Stefanucci | 2023/7/3 |
Sparse multivariate modeling for stock returns predictability | arXiv preprint arXiv:2202.12644 | Mauro Bernardi Daniele Bianchi Nicolas Bianco | 2022 |
Sparse simulation-based estimator built on quantiles | Econometrics and Statistics | Paola Stolfi Mauro Bernardi Lea Petrella | 2022/2/10 |
Riemannian optimization on the space of covariance matrices | Preface XIX 1 Plenary Sessions | Jacopo Schiavon Mauro Bernardi Antonio Canale | 2021 |
Model fitting and Bayesian inference via power expectation propagation | Emanuele Degani Luca Maestrini Mauro Bernardi | 2021/11/1 | |
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution | Statistical Methods & Applications | Marco Bottone Lea Petrella Mauro Bernardi | 2021/9 |
Identification of high-energy astrophysical point sources via hierarchical Bayesian nonparametric clustering | arXiv preprint arXiv:2104.11492 | Andrea Sottosanti Mauro Bernardi Alessandra R Brazzale Alex Geringer-Sameth David C Stenning | 2021/4/23 |
Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall | Journal of the Operational Research Society | Mauro Bernardi Roy Cerqueti Arsen Palestini | 2021/3/14 |
Volatility Forecasting in a Data Rich Environment | Mauro Bernardi Giovanni Bonaccolto Massimiliano Caporin Michele Costola | 2020 | |
The Skew Normal multivariate risk measurement framework | Computational Management Science | Mauro Bernardi Roy Cerqueti Arsen Palestini | 2020/1 |
Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case | Energies | Mauro Bernardi Francesco Lisi | 2020/11/25 |
Bayesian econometrics | Universidad EAFIT | Andrés Ramırez Hassan | 2021/5/20 |
A dominance test for measuring financial connectedness | The European Journal of Finance | Mauro Bernardi Paola Stolfi | 2020/2/11 |
The Skew Normal risk measurement framework | COMPUTATIONAL MANAGEMENT SCIENCE | Bernardi Mauro Roy Cerqueti Arsen Palestini | 2020 |
Co-Authors
