SEMERARO, PATRIZIA
SEMERARO, PATRIZIA
Dipartimento di Scienze Matematiche
003907
High dimensional Bernoulli distributions: algebraic representation and applications
In corso di stampa Fontana, Roberto; Semeraro, Patrizia
Multivariate Additive Subordination with Applications in Finance
In corso di stampa Amici, Giovanni; Ballotta, Laura; Semeraro, Patrizia
Exchangeable Bernoulli distributions: High dimensional simulation, estimation, and testing
2023 Fontana, R.; Semeraro, P.
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
2023 Marena, M; Romeo, A; Semeraro, P
Computational and Analytical Bounds for Multivariate Bernoulli Distributions
2022 Fontana, Roberto; Semeraro, Patrizia
Multivariate tempered stable additive subordination for financial models
2022 Semeraro, Patrizia
Model risk in credit risk
2020 Fontana, R.; Luciano, E.; Semeraro, P.
On non-linear dependence of multivariate subordinated Lévy processes
2020 Di Nardo, E.; Marena, M.; Semeraro, P.
A note on the multivariate generalized asymmetric Laplace motion
2019 Semeraro, Patrizia
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows
2019 Jevtic, Petar; Marena, Marina; Semeraro, Patrizia
Graphical models for complex networks: an application to Italian museums
2018 Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS
2018 Marena, Marina; Romeo, Andrea; Semeraro, Patrizia
Pricing multivariate barrier reverse convertibles with factor-based subordinators
2018 Marina, Marena; Andrea, Romeo; Semeraro, Patrizia
Representation of multivariate Bernoulli distributions with a given set of specified moments
2018 Fontana, Roberto; Semeraro, Patrizia
A note on Marked Point Processes and multivariate subordination
2017 Jevtić, Petar; Marena, Marina; Semeraro, Patrizia
Energy performance certificates in the Turin real estate market.
2017 Fregonara, Elena; Rolando, Diana; Semeraro, Patrizia
Dependence calibration and portfolio fit with factor-based subordinators
2016 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
Market Basket Analysis for studying cultural Consumer Behaviour: AMTP Card-Holders
2016 Coscia, Cristina; Fontana, Roberto; Semeraro, Patrizia
Listing behaviour in the Italian real estate market
2015 Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia
Come rendere più eque le rendite catastali in attesa della revisione degli estimi? How can land registry values be made fairer pending a review of valuations?
2014 Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia
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 |
Multivariate Additive Subordination with Applications in Finance / Amici, Giovanni; Ballotta, Laura; Semeraro, Patrizia. - In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. - ISSN 0377-2217. - (In corso di stampa). | In corso di stampa | Amici, GiovanniSemeraro, Patrizia + | - |
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.pdf; ExchBern_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.pdf; mafi.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.pdf; 1-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 + | - |
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 | - |
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.pdf; Dependence_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 |
Come rendere più eque le rendite catastali in attesa della revisione degli estimi? How can land registry values be made fairer pending a review of valuations? / Curto, ROCCO ANTONIO; Fregonara, Elena; Semeraro, Patrizia. - In: TERRITORIO ITALIA. - ISSN 2240-7707. - 1:(2014), pp. 61-84. [10.14609/Ti_1_14_5e] | 1-gen-2014 | CURTO, ROCCO ANTONIOFREGONARA, ELENASEMERARO, PATRIZIA | - |