SEMERARO, PATRIZIA

SEMERARO, PATRIZIA  

Dipartimento di Scienze Matematiche  

003907  

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Citazione Data di pubblicazione Autori File
High dimensional Bernoulli distributions: algebraic representation and applications / Fontana, Roberto; Semeraro, Patrizia. - In: BERNOULLI. - ISSN 1573-9759. - (In corso di stampa). In corso di stampa Fontana, RobertoSemeraro, Patrizia 2205.12744.pdf
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing / Fontana, R.; Semeraro, P.. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - 225:(2023), pp. 52-70. [10.1016/j.jspi.2022.11.005] 1-gen-2023 Fontana, R.Semeraro, P. JSPI_FS.pdfExchBern_jspi_Rev2.pdf
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework / Marena, M; Romeo, A; Semeraro, P. - In: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY. - ISSN 1524-1904. - (2023). [10.1002/asmb.2766] 1-gen-2023 Semeraro, P + Appl Stoch Models Bus Ind - 2023 - Marena - Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework.pdf
Computational and Analytical Bounds for Multivariate Bernoulli Distributions / Fontana, Roberto; Semeraro, Patrizia. - In: JOURNAL OF STATISTICAL THEORY AND PRACTICE. - ISSN 1559-8616. - 16:1(2022), pp. 1-12. [10.1007/s42519-021-00231-x] 1-gen-2022 Fontana, RobertoSemeraro, Patrizia s42519-021-00231-x.pdf
Multivariate tempered stable additive subordination for financial models / Semeraro, Patrizia. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9679. - (2022). [10.1007/s11579-022-00321-9] 1-gen-2022 Semeraro, Patrizia Semeraro2022_Article_MultivariateTemperedStableAddi.pdf
Model risk in credit risk / Fontana, R.; Luciano, E.; Semeraro, P.. - In: MATHEMATICAL FINANCE. - ISSN 0960-1627. - STAMPA. - (2020). [10.1111/mafi.12285] 1-gen-2020 Fontana R.Semeraro P. + Exchangeable_second_rev.pdfmafi.12285.pdf
On non-linear dependence of multivariate subordinated Lévy processes / Di Nardo, E.; Marena, M.; Semeraro, P.. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 166:(2020), p. 108870. [10.1016/j.spl.2020.108870] 1-gen-2020 Semeraro, P. + DiNardoMarenaS_postprint.pdf1-s2.0-S0167715220301735-main.pdf
A note on the multivariate generalized asymmetric Laplace motion / Semeraro, Patrizia. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - (2019), pp. 1-17. [10.1080/03610926.2019.1571609] 1-gen-2019 Semeraro, Patrizia -
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows / Jevtic, Petar; Marena, Marina; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - (2019). [10.1142/S0219024918500589] 1-gen-2019 Semeraro, Patrizia + -
Graphical models for complex networks: an application to Italian museums / Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia. - In: JOURNAL OF APPLIED STATISTICS. - ISSN 0266-4763. - (2018), pp. 2020-2038. [10.1080/02664763.2017.1406901] 1-gen-2018 Coscia, CristinaFontana, RobertoSemeraro, Patrizia -
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS / Marena, Marina; Romeo, Andrea; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. - ISSN 0219-0249. - (2018), p. 1850005. [10.1142/S021902491850005X] 1-gen-2018 ROMEO, ANDREASemeraro, Patrizia + -
Pricing multivariate barrier reverse convertibles with factor-based subordinators / Marina, Marena; Andrea, Romeo; Semeraro, Patrizia. - In: THE JOURNAL OF COMPUTATIONAL FINANCE. - ISSN 1460-1559. - STAMPA. - 21:5(2018), pp. 91-129. [10.21314/JCF.2018.344] 1-gen-2018 SEMERARO, PATRIZIA + -
Representation of multivariate Bernoulli distributions with a given set of specified moments / Fontana, Roberto; Semeraro, Patrizia. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - 168:(2018), pp. 290-303. [10.1016/j.jmva.2018.08.003] 1-gen-2018 Fontana, RobertoSemeraro, Patrizia 1-s2.0-S0047259X18300241-main.pdf
A note on Marked Point Processes and multivariate subordination / Jevtić, Petar; Marena, Marina; Semeraro, Patrizia. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 122:(2017), pp. 162-167. [10.1016/j.spl.2016.11.008] 1-gen-2017 SEMERARO, PATRIZIA + -
A spatial analysis for the real estate market applications / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia (STUDIES IN SYSTEMS, DECISION AND CONTROL). - In: Advances in Automated Valuation Modeling. AVM After the Non-Agency Mortgage Crisis / D'Amato, Maurizio; Kauko, Tom. - ELETTRONICO. - [s.l] : Springer International Publishing, 2017. - ISBN 978-3-319-49746-4. - pp. 163-179 [10.1007/978-3-319-49746-4_9] 1-gen-2017 CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA -
Energy performance certificates in the Turin real estate market / Fregonara, Elena; Rolando, Diana; Semeraro, Patrizia. - In: JOURNAL OF EUROPEAN REAL ESTATE RESEARCH. - ISSN 1753-9269. - 10:2(2017), pp. 149-169. [10.1108/JERER-05-2016-0022] 1-gen-2017 FREGONARA, ELENAROLANDO, DIANASEMERARO, PATRIZIA -
Market Prices and Property Taxation in Italian Real Estate: A Turin Case Study / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia (GREEN ENERGY AND TECHNOLOGY). - In: Appraisal: From Theory to Practice. Results of SIEV 2015 / S. Stanghellini, P. Morano, M. Bottero, A.Oppio. - STAMPA. - Berlin : Springer, 2017. - ISBN 978-3-319-49675-7. - pp. 141-155 [10.1007/978-3-319-49676-4_11] 1-gen-2017 CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA -
Dependence calibration and portfolio fit with factor-based subordinators / Luciano, Elisa; Marena, Marina; Semeraro, Patrizia. - In: QUANTITATIVE FINANCE. - ISSN 1469-7688. - 16:7(2016), pp. 1037-1052. [10.1080/14697688.2015.1114661] 1-gen-2016 SEMERARO, PATRIZIA + Dependence calibration and portfolio fit with factor based subordinators.pdfDependence_calibration_rev2.pdf
Market Basket Analysis for studying cultural Consumer Behaviour: AMTP Card-Holders / Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia. - In: STATISTICA APPLICATA. - ISSN 1125-1964. - STAMPA. - 26:2(2016), pp. 73-92. 1-gen-2016 COSCIA, CRISTINAFONTANA, ROBERTOSEMERARO, PATRIZIA -
Listing behaviour in the Italian real estate market / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia. - In: INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS. - ISSN 1753-8270. - 8:1(2015), pp. 97-117. [10.1108/IJHMA-01-2014-0003] 1-gen-2015 CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA IJHMA-01-2014-0003.pdf