Publications

Michele LA ROCCA Publications


2025
Articolo in rivista
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment
SCANDINAVIAN ACTUARIAL JOURNAL. Vol. 6. Pag.549-573
ISSN:0346-1238.
Apicella, Giovanna; La Rocca, Michele; Perna, Cira; Sibillo, Marilena
Versione online
Digital Object Identifier (DOI): 10.1080/03461238.2024.2443833
Codice identificativo ISI: WOS:001385029400001
Codice identificativo SCOPUS: 2-s2.0-85213248731
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2024
Articolo in rivista
Effective signal reconstruction from multiple ranked lists via convex optimization
DATA MINING AND KNOWLEDGE DISCOVERY. Pag.1-45
ISSN:1573-756X.
Schimek, M. G.; Vitale, L.; Pfeifer, B.; La Rocca, M.
Versione online
Digital Object Identifier (DOI): 10.1007/s10618-023-00991-z
Codice identificativo ISI: WOS:001132644200001
Codice identificativo SCOPUS: 2-s2.0-85181198457
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2024
Articolo in rivista
Fintech: finance, technologies, and the society
DIGITAL FINANCE. Vol. 6. Pag.1-2
ISSN:2524-6984.
La Rocca, Michele
Versione online
Digital Object Identifier (DOI): 10.1007/s42521-024-00111-6
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2023
Articolo in rivista
Bootstrapping binary GEV regressions for imbalanced datasets
COMPUTATIONAL STATISTICS. Pag.1-33
ISSN:1613-9658.
La Rocca, M.; Niglio, Marcella; Restaino, Marialuisa
Digital Object Identifier (DOI): 10.1007/s00180-023-01330-y
Codice identificativo ISI: WOS:000987486700001
Codice identificativo SCOPUS: 2-s2.0-85147375900
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2023
Articolo in rivista
Segmenting with big data analytics and Python: A quantitative exploratory analysis of household savings
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE. Vol. 191. Pag.1-10
ISSN:0040-1625.
Cuomo, M. T.; Tortora, D.; Colosimo, I.; Ricciardi Celsi, L.; Genovino, C.; Festa, G.; La Rocca, M.
Digital Object Identifier (DOI): 10.1016/j.techfore.2023.122431
Codice identificativo ISI: WOS:000955286800001
Codice identificativo SCOPUS: 2-s2.0-85149981341
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2022
Articolo in rivista
TECHNOLOGICAL STRATEGIES AND QUALITY OF INVENTION: THE ROLE OF KNOWLEDGE BASE AND TECHNICAL APPLICATIONS
IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT. Vol. 69. Pag.1050-1066
ISSN:0018-9391.
Cammarano, Antonello; Michelino, Francesca; Vitale, Maria Prosperina; LA ROCCA, Michele; Caputo, Mauro
Digital Object Identifier (DOI): 10.1109/TEM.2020.2973861
Codice identificativo ISI: WOS:000809409400023
Codice identificativo SCOPUS: 2-s2.0-85081314309
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2022
Articolo in rivista
Deep learning for volatility forecasting in asset management
SOFT COMPUTING. Vol. 26. Pag.8553-8574
ISSN:1432-7643.
Petrozziello, A.; Troiano, L.; Serra, A.; Jordanov, I.; Storti, G.; Tagliaferri, R.; La Rocca, M.
Versione online
Digital Object Identifier (DOI): 10.1007/s00500-022-07161-1
Codice identificativo ISI: WOS:000825907200002
Codice identificativo SCOPUS: 2-s2.0-85134375872
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2022
Articolo in rivista
Opening the Black Box: Bootstrapping Sensitivity Measures in Neural Networks for Interpretable Machine Learning
STATS. Vol. 5. Pag.440-457
ISSN:2571-905X.
Perna, Cira; LA ROCCA, Michele
Versione online
Digital Object Identifier (DOI): 10.3390/stats5020026
Codice identificativo ISI: WOS:000841411400001
Codice identificativo SCOPUS: 2-s2.0-85149678935
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2022
Articolo in rivista
ENHANCING TRAVELLER EXPERIENCE IN INTEGRATED MOBILITY SERVICES VIA BIG SOCIAL DATA ANALYTICS
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE. Vol. 176. Pag.1-7
ISSN:0040-1625.
Cuomo, M. T.; Colosimo, I.; Ricciardi Celsi, L.; Ferulano, R.; Festa, G.; La Rocca, M.
Digital Object Identifier (DOI): 10.1016/j.techfore.2021.121460
Codice identificativo ISI: WOS:000799768700012
Codice identificativo SCOPUS: 2-s2.0-85122522747
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2021
Articolo in rivista
Possible Association of Periodontal Disease and Macular Degeneration: A Case-Control Study
DENTISTRY JOURNAL. Vol. 9. Pag.1-11
ISSN:2304-6767.
Di Spirito, Federica; La Rocca, Michele; De Bernardo, Maddalena; Rosa, Nicola; Sbordone, Carolina; Sbordone, Ludovico
Digital Object Identifier (DOI): 10.3390/dj9010001
Codice identificativo ISI: WOS:000650995500001
Codice identificativo SCOPUS: 2-s2.0-85104131144
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2021
Articolo in rivista
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
COMPUTATIONAL STATISTICS. Vol. 36 (4). Pag.2917-2938
ISSN:0943-4062.
Parrella, Maria Lucia; Albano, Giuseppina; Perna, Cira; La Rocca, Michele
Versione online
Digital Object Identifier (DOI): 10.1007/s00180-021-01099-y
Codice identificativo ISI: WOS:000636935200001
Codice identificativo SCOPUS: 2-s2.0-85103589528
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2021
Articolo in rivista
Clustering nonlinear time series with neural network bootstrap forecast distributions
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. Vol. 137. Pag.1-15
ISSN:0888-613X.
La Rocca, M.; Giordano, F.; Perna, C.
Versione online
Digital Object Identifier (DOI): 10.1016/j.ijar.2021.06.014
Codice identificativo ISI: WOS:000755021800001
Codice identificativo SCOPUS: 2-s2.0-85110211246
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2020
Articolo in rivista
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters
JOURNAL OF RISK AND FINANCIAL MANAGEMENT. Vol. 13. Pag.1-23
ISSN:1911-8074.
Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe
Digital Object Identifier (DOI): 10.3390/jrfm13040064
Codice identificativo ISI: WOS:000533889000015
Codice identificativo SCOPUS: 2-s2.0-85111168574
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2019
Articolo in rivista
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment
DECISIONS IN ECONOMICS AND FINANCE. Pag.1-15
ISSN:1593-8883.
Albano, Giuseppina; La Rocca, Michele; Perna, Cira
Versione online
Digital Object Identifier (DOI): 10.1007/s10203-019-00237-y
Codice identificativo ISI: WOS:000482243800003
Codice identificativo SCOPUS: 2-s2.0-85061755622
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2019
Articolo in rivista
A 5-year longitudinal cohort study on crown to implant ratio effect on marginal bone level in single implants
CLINICAL IMPLANT DENTISTRY AND RELATED RESEARCH. Vol. 21. Pag.916-922
ISSN:1523-0899.
Ramaglia, Luca; Di Spirito, Federica; Sirignano, Massimiliano; La Rocca, Michele; Esposito, Umberto; Sbordone, Ludovico
Versione online
Digital Object Identifier (DOI): 10.1111/cid.12757
Codice identificativo ISI: WOS:000495744700014
Codice identificativo SCOPUS: 2-s2.0-85063397674
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2019
Articolo in rivista
Nonlinear autoregressive sieve bootstrap based on extreme learning machines
MATHEMATICAL BIOSCIENCES AND ENGINEERING. Vol. 17. Pag.636-653
ISSN:1547-1063.
LA ROCCA, Michele; Perna, Cira
Versione online
Digital Object Identifier (DOI): 10.3934/mbe.2020033
Codice identificativo ISI: WOS:000495897300033
Codice identificativo SCOPUS: 2-s2.0-85075061190
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2019
Articolo in rivista
Reconstructing missing data sequences in multivariate time series: an application to environmental data
STATISTICAL METHODS & APPLICATIONS. Vol. 28. Pag.359-383
ISSN:1613-981X.
Parrella, Maria Lucia; Albano, Giuseppina; LA ROCCA, Michele; Perna, Cira
Versione online
Digital Object Identifier (DOI): 10.1007/s10260-018-00435-9
Codice identificativo ISI: WOS:000468997800008
Codice identificativo SCOPUS: 2-s2.0-85052518023
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2017
Articolo in rivista
An integrated strategy for the analysis of student evaluation of teaching: from descriptive measures to explanatory models
QUALITY & QUANTITY. Vol. 51. Pag.675-691
ISSN:0033-5177.
LA ROCCA, Michele; Parrella, Maria Lucia; Primerano, Ilaria; Sulis, Isabella; Vitale, Maria Prosperina
Versione online
Digital Object Identifier (DOI): 10.1007/s11135-016-0432-0
Codice identificativo ISI: WOS:000395001500013
Codice identificativo SCOPUS: 2-s2.0-84991109382
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2017
Articolo in rivista
Clustering complex time-series databases by using periodic components
STATISTICAL ANALYSIS AND DATA MINING. Pag.89-106
ISSN:1932-1864.
Giordano, Francesco; LA ROCCA, Michele; Parrella, Maria Lucia
Versione online
Digital Object Identifier (DOI): 10.1002/sam.11341
Codice identificativo ISI: WOS:000402305900002
Codice identificativo SCOPUS: 2-s2.0-85013822243
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2014
Articolo in rivista
Designing Neural Networks for Modeling Biological Data: a Statistical Perspective
MATHEMATICAL BIOSCIENCES AND ENGINEERING. Vol. 11. Pag.331-342
ISSN:1547-1063.
LA ROCCA, Michele; Perna, Cira
Versione online
Digital Object Identifier (DOI): 10.3934/mbe.2014.11.331
Codice identificativo ISI: WOS:000326980200011
Codice identificativo SCOPUS: 2-s2.0-84890483988
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2014
Articolo in rivista
Input Variable Selection in Neural Network Models
COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. Vol. 43. Pag.735-750
ISSN:0361-0926.
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Digital Object Identifier (DOI): 10.1080/03610926.2013.804567
Codice identificativo ISI: WOS:000330757100007
Codice identificativo SCOPUS: 2-s2.0-84893969997
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2012
Articolo in rivista
A two-step procedure for neural network modeling
QUADERNI DI STATISTICA. Vol. 14. Pag.145-148
ISSN:1594-3739.
LA ROCCA, Michele; Perna, Cira
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2011
Articolo in rivista
Value-at-Risk Inference with NN Sieve bootstrap
QUADERNI DI STATISTICA. Vol. 13. Pag.23-34
ISSN:1594-3739.
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
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2011
Articolo in rivista
Properties of the neural network sieve bootstrap
JOURNAL OF NONPARAMETRIC STATISTICS. Vol. 23. Pag.803-817
ISSN:1048-5252.
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Digital Object Identifier (DOI): 10.1080/10485252.2011.561344
Codice identificativo ISI: WOS:000299693300014
Codice identificativo SCOPUS: 2-s2.0-80052295035
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2007
Articolo in rivista
Forecasting nonlinear time series with neural network sieve bootstrap
COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 51. Pag.3871-3884
ISSN:0167-9473.
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Codice identificativo ISI: WOS:000246128500019
Codice identificativo SCOPUS: 2-s2.0-33947654893
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2005
Articolo in rivista
Variable selection in neural network regression models with dependent data: a subsampling approach
COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 48. Pag.415-429
ISSN:0167-9473.
LA ROCCA, Michele; Perna, Cira
Digital Object Identifier (DOI): 10.1016/j.csda.2004.01.004
Codice identificativo ISI: WOS:000226328700011
Codice identificativo SCOPUS: 2-s2.0-9944262843
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2005
Articolo in rivista
Neural Network Sieve Bootstrap for Nonlinear Time Series
NEURAL NETWORK WORLD. Vol. 15. Pag.327-334
ISSN:1210-0552.
LA ROCCA, Michele; Perna, Cira; Giordano, Francesco
Codice identificativo ISI: WOS:000232532500007
Codice identificativo SCOPUS: 2-s2.0-24644443712
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2003
Articolo in rivista
Bootstrap calibration and empirical likelihood in the logistic regression model
JOURNAL OF THE JAPANESE SOCIETY OF COMPUTATIONAL STATISTICS. Vol. 15. Pag.247-254
ISSN:0915-2350.
LA ROCCA, Michele
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2001
Articolo in rivista
Parametric bootstrap inference in bilinear time series models
METRON. Vol. LIX. Pag.101-116
ISSN:0026-1424.
LA ROCCA, Michele; Vitale, Cosimo Damiano
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2001
Articolo in rivista
Standard error estimation in neural network regression models: the moving block bootstrap approach
STATISTICA APPLICATA. Vol. 13. Pag.41-52
ISSN:1125-1964.
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
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1999
Articolo in rivista
Conditional least squares and model-based bootstrap inference in bilinear models
QUADERNI DI STATISTICA. Vol. 1. Pag.155-174
ISSN:1594-3739.
LA ROCCA, Michele
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