Guglielmo D'Amico 个人学术档案

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引用	1630	783
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Raimondo MancaDipartimento di metodi e modelli per l'economia il territorio e la finanza (MEMOTEF), Sapienza在 uniroma1.it 的电子邮件经过验证
Filippo PetroniAssociate Professor, University G. D’Annunzio Chieti-Pescara在 unich.it 的电子邮件经过验证
giuseppe di biaseuniversità d'annunzio在 unich.it 的电子邮件经过验证
Flavio PratticoResearch Assistant, University of Rome Sapienza在 polyshaper.eu 的电子邮件经过验证
Salvatore VerginePhD student在 unich.it 的电子邮件经过验证
Riccardo De BlasisUniversità Politecnica delle Marche在 univpm.it 的电子邮件经过验证
Montserrat GuillenICREA Academia & Full Professor (University of Barcelona) ORCID 0000-0002-2644-6268在 ub.edu 的电子邮件经过验证
Vlad Stefan BarbuAssociate Professor of Statistics - HDR (Habilitation to Conduct Research), University of Rouen在 univ-rouen.fr 的电子邮件经过验证
Dharmaraja Selvamuthu (S. Dharmara...Professor (HAG), Former Head, Department of Mathematics, Indian在 maths.iitd.ac.in 的电子邮件经过验证
Giovanni MasalaDipartimento di Scienze economiche e aziendali - Università di Cagliari在 unica.it 的电子邮件经过验证
Loriano StorchiUniversita' G. D'Annunzio, INFN, CERN, MolDiscovery Ltd., CNR - ISTM在 storchi.org 的电子邮件经过验证
Stefania Scoccheracredit risk model Banco Bpm在 bancobpm.it 的电子邮件经过验证
César Álvarez ArroyoPhD Electrical Engineer, Universidad de Sevilla在 us.es 的电子邮件经过验证
Robert SobolewskiBialystok University of Technology, Faculty of Electrical Engineering在 pb.edu.pl 的电子邮件经过验证
Lazaro Alvarado BarriosProfesor Titular, Universidad Loyola Andalucía在 uloyola.es 的电子邮件经过验证
Laura CasulaUniversità Cagliari在 studenti.unica.it 的电子邮件经过验证
Juan Manuel EscañoUniversidad de Sevilla在 us.es 的电子邮件经过验证
Giovanni SalviDepartment of Methods and Models for Economics Territory and Finance MEMOTEF, 'Sapienza' University of Rome在 uniroma1.it 的电子邮件经过验证
Arturo Di GirolamoASL 02 Abruzzo在 asl2abruzzo.it 的电子邮件经过验证
Stefano Iacobellimediapharma srl在 unich.it 的电子邮件经过验证

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Guglielmo D'Amico

Professor of Mathematical Methods for Economics, University "G. d'Annunzio", Department of Economics

在 unich.it 的电子邮件经过验证 - 首页

stochastic models semi-Markov processes applied probability financial mathematics insurance


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
First and second order semi-Markov chains for wind speed modeling G D'Amico, F Petroni, F Prattico Physica A 392 (2013), 1194-1201, 2012	106	2012
Homogeneous semi-Markov reliability models for credit risk management G D’Amico, J Janssen, R Manca Decisions in Economics and Finance 28, 79-93, 2006	85	2006
Wind speed and energy forecasting at different time scales: A nonparametric approach G D’Amico, F Petroni, F Prattico Physica A: Statistical Mechanics and its Applications 406, 59-66, 2014	62	2014
Wind speed prediction for wind farm applications by extreme value theory and copulas G D'Amico, F Petroni, F Prattico Journal of Wind Engineering and Industrial Aerodynamics 145, 229-236, 2015	57	2015
Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models G D’Amico, J Janssen, R Manca Methodology and Computing in Applied Probability 12, 215-225, 2010	54	2010
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application G D’Amico, M Guillen, R Manca Insurance: Mathematics and Economics 45 (2), 173-179, 2009	51	2009
A semi-Markov model for price returns G D'Amico, F Petroni Physica A: Statistical Mechanics and its Applications 391 (20), 4867–4876, 2012	40	2012
Wind speed modeled as an indexed semi‐Markov process G D'Amico, F Petroni, F Prattico Environmetrics 24, 367-376, 2013	39	2013
Copula based multivariate semi-Markov models with applications in high-frequency finance G D’Amico, F Petroni European Journal of Operational Research 267 (2), 765-777, 2018	38	2018
IOPscience-A semi-Markov model with memory for price changes G D’Amico, F Petroni Journal of Statistical Mechanics: Theory and Experiment 2011, P12009, 2011	38	2011
Weighted-indexed semi-Markov models for modeling financial returns G D’Amico, F Petroni Journal of statistical mechanics: theory and experiment 2012 (07), P07015, 2012	33	2012
Age-usage semi-Markov models G D’Amico Applied mathematical modelling 35 (9), 4354-4366, 2011	33	2011
Performance analysis of second order semi-Markov chains: an application to wind energy production G D’Amico, F Petroni, F Prattico Methodology and computing in applied probability 17, 781-794, 2015	31	2015
Reliability measures for indexed semi-Markov chains applied to wind energy production G D'Amico, F Petroni, F Prattico Reliability Engineering & System Safety 144, 170-177, 2015	30	2015
Economic performance indicators of wind energy based on wind speed stochastic modeling G D’Amico, F Petroni, F Prattico Applied Energy 154, 290-297, 2015	30	2015
Reliability Measures of Second‐Order Semi‐Markov Chain Applied to Wind Energy Production G D′ Amico, F Petroni, F Prattico Journal of Renewable Energy 2013 (1), 368940, 2013	27	2013
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model G D’Amico, J Janssen, R Manca Computational Economics 29, 119-138, 2007	26	2007
European and American options: The semi-Markov case G D’Amico, J Janssen, R Manca Physica A: Statistical Mechanics and its Applications 388 (15-16), 3181-3194, 2009	25	2009
A stochastic model for the HIV/AIDS dynamic evolution G Di Biase, G D′ Amico, A Di Girolamo, J Janssen, S Iacobelli, N Tinari, ... Mathematical Problems in Engineering 2007 (1), 065636, 2007	24	2007
Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions G D’Amico, J Janssen, R Manca Computational Economics 38, 465-481, 2011	23	2011

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