MANUEL RIZZO

Dottore di ricerca

ciclo: XXX



Titolo della tesi: Contributions on Evolutionary Computation for statistical Inference.


Produzione scientifica

11573/1363340 - 2020 - Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel - 01a Articolo in rivista
rivista: STATISTICS AND COMPUTING (Dordrecht : Kluwer) pp. 77-91 - issn: 1573-1375 - wos: WOS:000513244800006 (4) - scopus: 2-s2.0-85062962691 (5)

11573/1363406 - 2019 - Detection and estimation of additive outliers in seasonal time series
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel - 01a Articolo in rivista
rivista: COMPUTATIONAL STATISTICS ([Heidelberg] : Physica-Verl.) pp. 1-17 - issn: 1613-9658 - wos: WOS:000490193600001 (34) - scopus: 2-s2.0-85076498541 (2)

11573/1066063 - 2018 - SMEs finance and bankruptcies: The role of credit guarantee schemes in the UK
Agnese, Paolo; Rizzo, Manuel; Vento, Gianfranco Antonio - 01a Articolo in rivista
rivista: JOURNAL OF APPLIED FINANCE & BANKING (-Bushey Heath , New Zealand: Scientific Press International Limited -Athens : International Scientific Press) pp. 1-16 - issn: 1792-6580 - wos: (0) - scopus: (0)

11573/1115688 - 2018 - A generalization of periodic autoregressive models for seasonal time series
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel - 03a Saggio, Trattato Scientifico

11573/1130433 - 2018 - Periodic autoregressive models with multiple structural changes by genetic algorithms
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel - 04b Atto di convegno in volume
congresso: Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) (Madrid; Spain)
libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF 2018 - (978-3-319-89824-7)

11573/1208647 - 2018 - Generalized periodic autoregressive models for trend and seasonality varying time series
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel - 04b Atto di convegno in volume
congresso: 49th Scientific Meeting of the Italian Statistical Society (Palermo)
libro: Book of Short Papers SIS 2018 - (9788891910233)

11573/1178320 - 2018 - Identification of multiregime periodic autoregressive models by genetic algorithms
Cucina, Domenico; Rizzo, Manuel; Ursu, Eugen - 04b Atto di convegno in volume
congresso: International conference on Time Series and Forecasting 2018 (ITISE 2018) (Granada; Spain)
libro: ITISE 2018 - International Conference on Time Series and Forecasting - Proceedings of Papers Vol. 1 - ()

11573/1136926 - 2018 - Statistical and computational tradeoff in genetic algorithm-based estimation
Rizzo, Manuel; Battaglia, Francesco - 01a Articolo in rivista
rivista: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (Taylor & Francis Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813035, EMAIL: madeline.sims@tandf.co.uk, info@tandf.co.uk, INTERNET: http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 3081-3097 - issn: 0094-9655 - wos: WOS:000447551900002 (0) - scopus: 2-s2.0-85050409750 (1)

11573/1007137 - 2017 - On Variability Analysis of Evolutionary Algorithm-Based Estimation
Rizzo, Manuel - 04b Atto di convegno in volume
congresso: 11th Meeting of the Classification and Data Analysis Group, CLADAG 2017 (Milan)
libro: Proceedings of 11th Meeting of the Classification and Data Analysis Group, CLADAG 2017 - (978-88-99459-71-0)

11573/1050637 - 2017 - Evolutionary computation and multiple chains MCMC sampling: An overview
Rizzo, Manuel - 04d Abstract in atti di convegno
congresso: 11th International Conference on Computational and Financial Econometrics (CFE 2016) and 10th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2016) (London, UK)
libro: Book of Abstracts: CFE-CMStatistics 2017 - (978-9963-2227-4-2)

11573/960879 - 2016 - On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel; Battaglia, Francesco - 01a Articolo in rivista
rivista: COMPUTATIONAL ECONOMICS (-Dordrecht.SPRINGER -London ; Dordrecht ; Boston : Kluwer Academic Publishers) pp. 473-485 - issn: 0927-7099 - wos: WOS:000384209000006 (2) - scopus: 2-s2.0-84939865292 (3)

11573/972591 - 2016 - Statistical and computational tradeoff in econometric models building by genetic algorithms
Rizzo, Manuel; Battaglia, Francesco - 04d Abstract in atti di convegno
congresso: 10th International Conference on Computational and Financial Econometrics (CFE 2016) and 9th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2016) (Sevilla, Spain)
libro: Book of Abstracts: CFE-CMStatistics 2016 - (978-9963-2227-1-1)

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