activity
20132023
most citedCovariance of random stock prices in the Stochastic Dividend Discount Model

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing stat.APShow all

1 paper · 1 filter

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…