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Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe; Bufalo, Michele - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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A three-factor stochastic model for forecasting production of energy materials
Bufalo, Michele; Orlando, Giuseppe - In: Finance research letters 51 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014304879
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A benchmark-asset principal component factorization for index tracking on large investment universes
Cesarone, F.; Di Paolo, A.; Bufalo, Michele; Orlando, … - In: Finance research letters 79 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015420449