Giovanni De Luca - researchr alias

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Viewing Publication 1 - 9 from 9

2023

Dynamic time series clustering with multivariate linkage and automatic dendrogram cutting using a recursive partitioning algorithmGiovanni De Luca, Paola Zuccolotto. isci, 649:119605, November 2023. [doi]

The use of conditional copula for studying the influence of economic sectorsGiovanni De Luca, Marta Nai Ruscone, Viviana Amati. eswa, 231:120582, November 2023. [doi]

2021

Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approachGiovanni De Luca, Paola Zuccolotto. ijar, 139:88-103, 2021. [doi]

Regime dependent interconnectedness among fuzzy clusters of financial time seriesGiovanni De Luca, Paola Zuccolotto. adac, 15(2):315-336, 2021. [doi]

2019

Proper Initial Solution to Start Periodic Steady-State-Based MethodsGiovanni De Luca, Pascal Bolcato, Wil H. A. Schilders. tcas, 66-I(3):1104-1115, 2019. [doi]

2017

Fast and Accurate Time-Domain Simulations of Integer-N PLLsGiovanni De Luca, Pascal Bolcato, Remi Larcheveque, Joost Rommes, Wil H. A. Schilders. tcas, 64-I(4):931-944, 2017. [doi]

2011

A tail dependence-based dissimilarity measure for financial time series clusteringGiovanni De Luca, Paola Zuccolotto. adac, 5(4):323-340, 2011. [doi]

2010

Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspectiveGiovanni De Luca, Giorgia Rivieccio, Paola Zuccolotto. isafm, 17(2):91-109, 2010. [doi]

2006

Regime-switching Pareto distributions for ACD modelsGiovanni De Luca, Paola Zuccolotto. csda, 51(4):2179-2191, 2006. [doi]

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