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A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
Posts
Future Blog Post
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Blog Post number 4
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Blog Post number 1
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portfolio
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publications
Tail Dependence in Financial Markets: A Dynamic Copula Approach
Cortese, Federico P. (2019). "Tail Dependence in Financial Markets: A Dynamic Copula Approach." Risks.
Risks, 2019
Hidden Markov and Regime Switching Copula Models for State Allocation in Multiple Time-Series
Bartolucci, Francesco; Pennoni, Fulvia; Cortese, Federico P. (2021). "Hidden Markov and Regime Switching Copula Models for State Allocation in Multiple Time-Series."
CLADAG, 2021
A Regime Switching Student-t Copula Model for the Analysis of Cryptocurrencies Data
Cortese, Federico P.; Bartolucci, Francesco; Pennoni, Fulvia (2022). "A Regime Switching Student-t Copula Model for the Analysis of Cryptocurrencies Data."
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022
What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
Cortese, Federico P.; Kolm, Petter N.; Lindström, Erik (2023). "What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach." Digital Finance.
Digital Finance, 2023
Generalized Information Criteria for Sparse Statistical Jump Models
Cortese, Federico P.; Kolm, Petter N.; Lindström, Erik (2023). "Generalized Information Criteria for Sparse Statistical Jump Models."
Symposium i anvendt statistik, 2023
Modelling and Forecasting Correlated Failure Counts
Cortese, Federico P. (2024). "Modelling and Forecasting Correlated Failure Counts."
ICES 2024, 2024
Maximum Likelihood Estimation of Regime Switching Student-t Copula Model
Cortese, Federico P.; Pennoni, Fulvia; Bartolucci, Francesco (2024). "Maximum Likelihood Estimation of Regime Switching Student-t Copula Model." International Statistical Review.
International Statistical Review, 2024
Fuzzy Jump Model for Asteroids Co-orbital Regimes Identification
Cortese, Federico P.; Pievatolo, Antonio; Alessi, Elisa Maria (2025). "Fuzzy Jump Model for Asteroids Co-orbital Regimes Identification."
Statistics for Innovation II - Springer Proceedings, 2025
Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data
Cortese, Federico P.; Pievatolo, Antonio; Alessi, Elisa Maria (2025). "Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data." arXiv.
arXiv, 2025
Statistical Jump Model for Mixed-Type Data with Missing Data Imputation
Cortese, Federico P.; Pievatolo, Antonio (2025). "Statistical Jump Model for Mixed-Type Data with Missing Data Imputation." Advances in Data Analysis and Classification.
Advances in Data Analysis and Classification, 2025
A Statistical Sparse Jump Model for Automatic Identification of Dynamical Transitions in the Co-orbital Regime
Cortese, Federico P.; Di Ruzza, Sara; Alessi, Elisa Maria (2025). "A Statistical Sparse Jump Model for Automatic Identification of Dynamical Transitions in the Co-orbital Regime." Nonlinear Dynamics.
Nonlinear Dynamics, 2025
Thermal Comfort Monitoring of Urban Areas: A Spatio-Temporal Jump Model Approach
Cortese, Federico P.; Pievatolo, Antonio (2025). "Thermal Comfort Monitoring of Urban Areas: A Spatio-Temporal Jump Model Approach."
Innovation & Society - Statistics and Data Science for Evaluation and Quality, 2025
Infinite hidden Markov models for cylindrical data
Cortese, Federico P.; Rossini, Luca (2026). "Infinite hidden Markov models for cylindrical data." Statistics & Probability Letters.
Statistics & Probability Letters, 2026
Generalized Information Criteria for High-Dimensional Sparse Statistical Jump Models
Cortese, Federico P.; Kolm, Petter N.; Lindström, Erik (2026). "Generalized Information Criteria for High-Dimensional Sparse Statistical Jump Models." AStA: Advances in Statistical Analysis.
AStA: Advances in Statistical Analysis, 2026
A comparison between initialization strategies for the infinite hidden Markov model
Cortese, Federico P.; Rossini, L. (2026). "A comparison between initialization strategies for the infinite hidden Markov model." Computational Statistics and Data Analysis.
Computational Statistics and Data Analysis, 2026
Robust State-Conditional Feature-Weighted Jump Models for Temporal Clustering
Cortese, Federico P.; Farcomeni, Alessio (2026). "Robust State-Conditional Feature-Weighted Jump Models for Temporal Clustering." arXiv.
arXiv, 2026
Spatio-Temporal Jump Model for Urban Thermal Comfort Monitoring
Cortese, Federico P.; Pievatolo, Antonio (2026). "Spatio-Temporal Jump Model for Urban Thermal Comfort Monitoring." Stochastic Environmental Research and Risk Assessment.
Stochastic Environmental Research and Risk Assessment, 2026
Fuzzy network jump models for soft dynamic clustering of graph-structured data
Cortese, Federico P. (2026). "Fuzzy network jump models for soft dynamic clustering of graph-structured data." arXiv.
arXiv, 2026
talks
Talk 1 on Relevant Topic in Your Field
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Conference Proceeding talk 3 on Relevant Topic in Your Field
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