645 citations · 700 across the 6 of their papers we have counts for
7 papers
Band-Pass Filtering with High-Dimensional Time Series
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti
The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic…
High-dimensional dynamic factor models: a selective survey and lines of future research
Marco Lippi, Manfred Deistler, Brian Anderson
High-Dimensional Dynamic Factor Models are presented in detail: The main assumptions and their motivation, main results, illustrations by means of elementary examples. In particula…
Multi-Task Attentive Residual Networks for Argument Mining
Andrea Galassi, Marco Lippi, Paolo Torroni
We explore the use of residual networks and neural attention for multiple argument mining tasks. We propose a residual architecture that exploits attention, multi-task learning, an…
Memory networks for consumer protection:unfairness exposed
Federico Ruggeri, Francesca Lagioia, Marco Lippi +1
Recent work has demonstrated how data-driven AI methods can leverage consumer protection by supporting the automated analysis of legal documents. However, a shortcoming of data-dri…
Attention in Natural Language Processing
Andrea Galassi, Marco Lippi, Paolo Torroni
Attention is an increasingly popular mechanism used in a wide range of neural architectures. The mechanism itself has been realized in a variety of formats. However, because of the…
Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with Cointegrated Factors
Matteo Barigozzi, Marco Lippi, Matteo Luciani
We study a large-dimensional Dynamic Factor Model where: (i)~the vector of factors is and driven by a number of shocks that is smaller than the dimension of $\…
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
Matteo Barigozzi, Marco Lippi, Matteo Luciani
The paper studies Non-Stationary Dynamic Factor Models such that the factors are and singular, i.e. has dimension and is driven by a -dime…