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stat.AP2025
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…
stat.AP2024
Alternative ranking measures to predict international football results
Roberto Macrì Demartino, Leonardo Egidi, Nicola Torelli
Over the last few years, there has been a growing interest in the prediction and modelling of competitive sports outcomes, with particular emphasis placed on this area by the Bayes…