22 citations · 30 across the 4 of their papers we have counts for
6 papers
Extreme semilinear copulas
Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conj…
Recurrent neural networks that generalize from examples and optimize by dreaming
Miriam Aquaro, Francesco Alemanno, Ido Kanter +3
The gap between the huge volumes of data needed to train artificial neural networks and the relatively small amount of data needed by their biological counterparts is a central puz…
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
Fabrizio Durante, Angelica Gianfreda, Francesco Ravazzolo +1
This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest stud…
Distortion Representations of Multivariate Distributions
Jorge Navarro, Camilla Calì, Maria Longobardi +1
The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to…
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables
Sebastian Fuchs, F. Marta L. Di Lascio, Fabrizio Durante
A theoretical framework is presented for a (copula-based) notion of dissimilarity between continuous random vectors and its main properties are studied. The proposed dissimilarity…
Copulas: compatibility and Fréchet classes
Fabrizio Durante, Erich Peter Klement, José Juan Quesada-Molina
We determine under which conditions three bivariate copulas are compatible, viz. they are the bivariate marginals of the same trivariate copula, and, then, construct the class of t…