55 citations · 520 across the 34 of their papers we have counts for
5 papers · 1 filter
Long-range properties and data validity for hydrogeological time series: the case of the Paglia river
Marcel Ausloos, Roy Cerqueti, Claudio Lupi
This paper explores a large collection of about 377,000 observations, spanning more than 20 years with a frequency of 30 minutes, of the streamflow of the Paglia river, in central…
A universal rank-size law
Marcel Ausloos, Roy Cerqueti
A mere hyperbolic law, like the Zipf's law power function, is often inadequate to describe rank-size relationships. An alternative theoretical distribution is proposed based on the…
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall
Bernardi Mauro, Roy Cerqueti, Arsen Palestini
The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk…
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law
Marcel Ausloos, Rosella Castellano, Roy Cerqueti
In this paper, we search whether the Benford's law is applicable to monitor daily changes in sovereign Credit Default Swaps (CDS) quotes, which are acknowledged to be complex syste…
Studies on Regional Wealth Inequalities: the case of Italy
Marcel Ausloos, Roy Cerqueti
The paper contains a short review of techniques examining regional wealth inequalities based on recently published research work but is also presenting unpublished features. The da…