4 papers
Leicester's Tale: Another Perspective on the EPL 2015/16 Through Expected Goals (xG) Modelling
Sheikh Badar Ud Din Tahir, Leonardo Egidi, Nicola Torelli
Probabilistic modeling is an effective tool for evaluating team performance and predicting outcomes in sports. However, an important question that hasn't been fully explored is whe…
Copula-Based Clustering of Financial Time Series via Evidence Accumulation
Andrea Mecchina, Roberta PappadÃ, Nicola Torelli
Understanding the dependence structure of asset returns is fundamental in risk assessment and is particularly relevant in a portfolio diversification strategy. We propose a cluster…
Bayesian weighted discrete-time dynamic models for association football prediction
Roberto Macrì-Demartino, Leonardo Egidi, Nicola Torelli
In recent years, great emphasis has been placed on the prediction of association football. Due to this, several studies have proposed different types of statistical models to predi…
Eliciting prior information from clinical trials via calibrated Bayes factor
Roberto Macrì Demartino, Leonardo Egidi, Nicola Torelli +1
In the Bayesian framework power prior distributions are increasingly adopted in clinical trials and similar studies to incorporate external and past information, typically to infor…