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researcher

G. Storti

4 papers hereh-index 468.7k citations321 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.RM3
  • physics.chem-ph1

identity via Semantic Scholar / OpenAlex

activity
20202022
most citedNonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles

3 citations · 4 across the 4 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

q-fin.RM2021

Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach

Giuseppe Storti, Chao Wang

A novel forecast combination and weighted quantile based tail-risk forecasting framework is proposed, aiming to reduce the impact of modelling uncertainty in tail-risk forecasting.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.