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2020 – today
- 2024
[i2]Alessandro Brusaferri, Andrea Ballarino, Luigi Grossi, Fabrizio Laurini:
On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices. CoRR abs/2404.02722 (2024)- 2022
- [j3]Emmanuel Senyo Fianu, Daniel Felix Ahelegbey
, Luigi Grossi:
Modeling risk contagion in the Italian zonal electricity market. Eur. J. Oper. Res. 298(2): 656-679 (2022) - 2020
- [i1]Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, Mustafa Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li:
Forecasting: theory and practice. CoRR abs/2012.03854 (2020)
2010 – 2019
- 2011
- [j2]Luigi Grossi, Fabrizio Laurini:
Robust estimation of efficient mean-variance frontiers. Adv. Data Anal. Classif. 5(1): 3-22 (2011)
2000 – 2009
- 2009
- [j1]Luigi Grossi, Fabrizio Laurini:
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity. Comput. Stat. Data Anal. 53(6): 2251-2263 (2009) - 2002
- [c1]Luigi Grossi, Marco Riani:
Robust Time Series Analysis through the Forward Search. COMPSTAT 2002: 521-526
Coauthor Index
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