2 papers
stat.AP2023
Properties of the reconciled distributions for Gaussian and count forecasts
Lorenzo Zambon, Arianna Agosto, Paolo Giudici +1
Reconciliation enforces coherence between hierarchical forecasts, in order to satisfy a set of linear constraints. While most works focus on the reconciliation of the point forecas…
q-fin.PR2016
Covariance of random stock prices in the Stochastic Dividend Discount Model
Arianna Agosto, Alessandra Mainini, Enrico Moretto
Dividend discount models have been developed in a deterministic setting. Some authors (Hurley and Johnson, 1994 and 1998; Yao, 1997) have introduced randomness in terms of stochast…