37 citations
- Sapienza University of RomeIT6 papers
- Institute for Complex SystemsIT2 papers
- University of PisaIT2 papers
- École Polytechnique Fédérale de LausanneCH1 paper
- Harvard UniversityUS1 paper
- Instituto Tecnológico de AeronáuticaBR1 paper
- Istituto Nazionale di Fisica Nucleare, Laboratori Nazionali di FrascatiIT1 paper
- Istituto Nazionale di Fisica Nucleare, Sezione di Roma IIT1 paper
- Istituto per le Applicazioni del Calcolo Mauro PiconeIT1 paper
- Italian Institute of TechnologyIT1 paper
- Laboratoire Matériaux et Phénomènes QuantiquesFR1 paper
- National Academy of Sciences of UkraineUA1 paper
13 papers
Repeated Contention Scheduling: A Novel Resource Allocation Algorithm Toward 6G Vehicular Networks
Alexey Rolich, Marco Tricco, Simone Paroli +2
Efficient decentralized resource allocation remains a fundamental challenge in NR-V2X sidelink communications, where conventional Semi-Persistent Scheduling (SPS) and Dynamic Sched…
Independent connection in ACTion during inflation
Alberto Salvio
The Atacama Cosmology Telescope (ACT) has recently released new measurements and constraints on inflationary observables. In this paper it is shown that a component of a dynamical…
Nonlinearity-driven Topology via Spontaneous Symmetry Breaking
Alessandro Coppo, Alexandre Le Boité, Simone Felicetti +1
Topology and nonlinearity are deeply connected. However, whether topological effects can arise solely from the structure of nonlinear interaction terms, and the nature of the resul…
Unified unconditional regression for multivariate quantiles, M-quantiles and expectiles
Luca Merlo, Lea Petrella, Nicola Salvati +1
In this paper, we develop a unified regression approach to model unconditional quantiles, M-quantiles and expectiles of multivariate dependent variables exploiting the multidimensi…
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
Beatrice Foroni, Luca Merlo, Lea Petrella
The role of cryptocurrencies within the financial systems has been expanding rapidly in recent years among investors and institutions. It is therefore crucial to investigate the ph…
Expectile hidden Markov regression models for analyzing cryptocurrency returns
Beatrice Foroni, Luca Merlo, Lea Petrella
In this paper we develop a linear expectile hidden Markov model for the analysis of cryptocurrency time series in a risk management framework. The methodology proposed allows to fo…