Giuseppe STORTI | Publications
Giuseppe STORTI Publications
| 2025 | |
| Articolo in rivista | |
| A semi-parametric dynamic conditional correlation framework for risk forecasting QUANTITATIVE FINANCE. Pag.1-19 ISSN:1469-7688. | |
| Storti, G; Wang, C | |
| Digital Object Identifier (DOI): 10.1080/14697688.2024.2446740 Codice identificativo ISI: WOS:001400486900001 Codice identificativo SCOPUS: 2-s2.0-86000431129 | |
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| 2025 | |
| Contributo in volume (Capitolo o Saggio) | |
| Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques. In Boosting Credit Risk Data Quality using Machine Learning and eXplainable AI Technique Pag.420-429 GEWERBESTRASSE 11, CHAM, CH-6330, SWITZERLAND SPRINGER INTERNATIONAL PUBLISHING AG. ISBN:9783031746420; 9783031746437 ISSN:1865-0929. | |
| Tiukhova, E.; Salcuni, A.; Oguz, C.; Niglio, M.; Storti, G.; Forte, F.; Baesens, B.; Snoeck, M. | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-74643-7_30 Codice identificativo ISI: WOS:001437452700030 Codice identificativo SCOPUS: 2-s2.0-85216004214 | |
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| 2025 | |
| Contributo in volume (Capitolo o Saggio) | |
| Forecasting VaR and ES from high-frequency quantiles and consistent loss functions. In AA.VV Sustainability, Innovation and Digitalization: Statistical Measurement for Economic Analysis - Book of Short Papers, 3rd Italian Conference on Economic Statistics (ICES 2025) Pag.209-212 Enzo Albano Editore. ISBN:9791280655523 | |
| Naimoli, Antonio; Okhrin, Ostap; Storti, Giuseppe | |
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