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researcher

Katia Colaneri

27 papers hereh-index 11335 citations38 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author11
  • middle author12
  • last author3

Across the 26 of 27 papers where every author was matched, so the position is known.

fields
  • q-fin.PM11
  • q-fin.MF6
  • math.PR5
  • math.OC2
  • q-fin.RM2
  • physics.soc-ph1

identity via Semantic Scholar / OpenAlex

activity
20122025
most citedPairs Trading under Drift Uncertainty and Risk Penalization

17 citations · 86 across the 22 of their papers we have counts for

collaborators
Showing physics.soc-phShow all

1 paper · 1 filter

physics.soc-ph2022

A filtering approach for statistical inference in a stochastic SIR model with an application to Covid-19 data

Katia Colaneri, Camilla Damian, Rüdiger Frey

In this paper, we consider a discrete-time stochastic SIR model, where the transmission rate and the true number of infectious individuals are random and unobservable. An advantage…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.