25 citations · 44 across the 5 of their papers we have counts for
6 papers
Testing and validating AnTraGoS algorithms with impact beating spatters
Francesco Camana, Massimiliano Gori, Luca De Rosa +1
The reconstruction of the area of origin of spatter patterns is usually a fundamental step to the determination of the area of the crime scene where the victim was wounded. In this…
Confirmative laboratory tests and one example of forensic application of the probabilistic approach to the area of convergence in BPA
Francesco Camana, Massimiliano Gori, Nicola Gravina +1
One of the most important results in Bloodstain Pattern Analysis (BPA) is the determination of the area of convergence of blood-drop trajectories. This area is directly related to…
Determining the area of convergence in Bloodstain Pattern Analysis: a probabilistic approach
Francesco Camana
A complete procedure for identifying the area of convergence of blood drops originated from a single static source is presented. Both for bloodstains lying on an horizontal and on…
Aftershock prediction for high-frequency financial markets' dynamics
Fulvio Baldovin, Francesco Camana, Michele Caraglio +2
The occurrence of aftershocks following a major financial crash manifests the critical dynamical response of financial markets. Aftershocks put additional stress on markets, with c…
Ensemble properties of high frequency data and intraday trading rules
Fulvio Baldovin, Francesco Camana, Massimiliano Caporin +2
Regarding the intraday sequence of high frequency returns of the S&P index as daily realizations of a given stochastic process, we first demonstrate that the scaling properties of…
Modeling the non-Markovian, non-stationary scaling dynamics of financial markets
Fulvio Baldovin, Dario Bovina, Francesco Camana +1
A central problem of Quantitative Finance is that of formulating a probabilistic model of the time evolution of asset prices allowing reliable predictions on their future volatilit…