34 citations · 69 across the 12 of their papers we have counts for
4 papers · 1 filter
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems
Jorgen Vitting Andersen, Roy Cerqueti, Jessica Riccioni
Here we introduce the idea of using rational expectations, a core concept in economics and finance, as a tool to predict the optimal failure time for a wide class of weighted k-out…
Tsallis entropy for cross-shareholding network configurations
Roy Cerqueti, Giulia Rotundo, Marcel Ausloos
In this work, we develop the Tsallis entropy approach for examining the cross-shareholding network of companies traded on the Italian stock market. In such a network, the nodes rep…
Model-based fuzzy time series clustering of conditional higher moments
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
This paper develops a new time series clustering procedure allowing for heteroskedasticity, non-normality and model's non-linearity. At this aim, we follow a fuzzy approach. Specif…
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy
Roy Cerqueti, Raffaella Coppier, Alessandro Girardi +1
This paper estimates the effects of non-pharmaceutical interventions - mainly, the lockdown - on the COVID-19 mortality rate for the case of Italy, the first Western country to imp…