10 citations · 58 across the 46 of their papers we have counts for
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q-fin.ST2019
A changepoint approach for the identification of financial extreme regimes
Chiara Lattanzi, Manuele Leonelli
Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is…
math.ST2019★ 3 cited
A geometric characterisation of sensitivity analysis in monomial models
Manuele Leonelli, Eva Riccomagno
Sensitivity analysis in probabilistic discrete graphical models is usually conducted by varying one probability value at a time and observing how this affects output probabilities…