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researcher

M. Terraneo

10 papers hereh-index 7580 citations13 works total

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

author position
  • first author6
  • last author3

Across the 9 of 10 papers where every author was matched, so the position is known.

fields
  • quant-ph4
  • cond-mat.mes-hall2
  • q-fin.RM2
  • cond-mat1
  • cond-mat.stat-mech1

identity via Semantic Scholar / OpenAlex

activity
20002015
most citedControlling the energy flow in nonlinear lattices: a model for a thermal rectifier

651 citations · 806 across the 10 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.RM2015

The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model

M. Formenti, L. Spadafora, M. Terraneo +1

This work presents a theoretical and empirical evaluation of Anderson-Darling test when the sample size is limited. The test can be applied in order to backtest the risk factors dy…

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