TORRI, Gabriele Statistiche
TORRI, Gabriele
Dipartimento di Scienze Aziendali
Intelligenza artificiale: un'agenda di ricerca. White paper del Tavolo Interdipartimentale sull’Intelligenza Artificiale dell’Università degli Studi di Bergamo
2024-01-01 Cerea, Francesca; Coniglio, Stefano; Lehmann, Hagen; Murru, Maria Francesca; Previtali, Giuseppe; Redi, Federico Leo; Sala, Roberto; Torri, Gabriele
Penalized enhanced portfolio replication with asymmetric deviation measures
2024-01-01 Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra
Financial contagion in banking networks with community structure
2023-01-01 Torri, Gabriele; Giacometti, Rosella
Spatial Multivariate GARCH Models and Financial Spillovers
2023-01-01 Giacometti, Rosella; Torri, Gabriele; Rujirarangsan, Kamonchai; Cameletti, Michela
Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach
2022-01-01 Torri, Gabriele; Radi, Davide; Dvořáčková, Hana
A revised version of the Cathcart & El-Jahel model and its application to CDS market
2021-01-01 Radi, Davide; Hoang, V. P.; Torri, Gabriele; Dvorackova, H.
Network tail risk estimation in the European banking system
2021-01-01 Torri, Gabriele; Giacometti, Rosella; Tichy, Tomáš
Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization
2021-01-01 Torri, Gabriele
Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models
2021-01-01 Giacometti, Rosella; Torri, Gabriele; Paterlini, Sandra
Minimum deviation enhanced portfolio replication with expectiles
2020-01-01 Torri, Gabriele
On the origin of systemic risk
2020-01-01 Montagna, Mattia; Torri, Gabriele; Covi, Giovanni
Risk attribution and interconnectedness in the EU via CDS data
2020-01-01 Giacometti, Rosella; Torri, Gabriele; Farina, Gaetano; De Giuli, Maria Elena
Calibration of one-factor and two-factor Hull–White models using swaptions
2019-01-01 Russo, Vincenzo; Torri, Gabriele
Economic shocks and contagion in the euro area banking sector: a new micro-structural approach
2019-01-01 Montagna, Mattia; Torri, Gabriele; Covi, Giovanni
Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization
2019-02-15 Torri, Gabriele
Sparse precision matrices for minimum variance portfolios
2019-01-01 Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra
Network conditional tail risk estimation in the European Banking System
2018-01-01 Torri, Gabriele; Tichý, Tomáš; Giacometti, Rosella
Robust and sparse banking network estimation
2018-01-01 Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra
Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets
2017-01-01 Torri, Gabriele; Giacometti, Rosella; Rachev, Svetlozar
Sparse Precision matrices for minimum variance portfolios
2017-01-01 Torri, Gabriele; Paterlini, Sandra; Giacometti, Rosella
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2024 | Intelligenza artificiale: un'agenda di ricerca. White paper del Tavolo Interdipartimentale sull’Intelligenza Artificiale dell’Università degli Studi di Bergamo | Cerea, Francesca; Coniglio, Stefano; Lehmann, Hagen; Murru, Maria Francesca; Previtali, Giuseppe; Redi, Federico Leo; Sala, Roberto; Torri, Gabriele | 2.01 Pubblicazioni di Ateneo::Intelligenza artificiale: un'agenda di ricerca | |
| 1-gen-2024 | Penalized enhanced portfolio replication with asymmetric deviation measures | Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2023 | Financial contagion in banking networks with community structure | Torri, Gabriele; Giacometti, Rosella | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2023 | Spatial Multivariate GARCH Models and Financial Spillovers | Giacometti, Rosella; Torri, Gabriele; Rujirarangsan, Kamonchai; Cameletti, Michela | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2022 | Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach | Torri, Gabriele; Radi, Davide; Dvořáčková, Hana | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2021 | A revised version of the Cathcart & El-Jahel model and its application to CDS market | Radi, Davide; Hoang, V. P.; Torri, Gabriele; Dvorackova, H. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2021 | Network tail risk estimation in the European banking system | Torri, Gabriele; Giacometti, Rosella; Tichy, Tomáš | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2021 | Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization | Torri, Gabriele | 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.03 Collana della Scuola di Alta Formazione Dottorale | |
| 1-gen-2021 | Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models | Giacometti, Rosella; Torri, Gabriele; Paterlini, Sandra | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2020 | Minimum deviation enhanced portfolio replication with expectiles | Torri, Gabriele | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2020 | On the origin of systemic risk | Montagna, Mattia; Torri, Gabriele; Covi, Giovanni | 1.8 Working Papers::1.8.01 Working paper con ISBN | |
| 1-gen-2020 | Risk attribution and interconnectedness in the EU via CDS data | Giacometti, Rosella; Torri, Gabriele; Farina, Gaetano; De Giuli, Maria Elena | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2019 | Calibration of one-factor and two-factor Hull–White models using swaptions | Russo, Vincenzo; Torri, Gabriele | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2019 | Economic shocks and contagion in the euro area banking sector: a new micro-structural approach | Montagna, Mattia; Torri, Gabriele; Covi, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 15-feb-2019 | Network Theory in Finance: Applications to Financial Contagion Analysis and Portfolio Optimization | Torri, Gabriele | 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.01 Tesi di dottorato | |
| 1-gen-2019 | Sparse precision matrices for minimum variance portfolios | Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | Network conditional tail risk estimation in the European Banking System | Torri, Gabriele; Tichý, Tomáš; Giacometti, Rosella | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2018 | Robust and sparse banking network estimation | Torri, Gabriele; Giacometti, Rosella; Paterlini, Sandra | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2017 | Option Pricing in Non-Gaussian Ornstein-Uhlenbeck Markets | Torri, Gabriele; Giacometti, Rosella; Rachev, Svetlozar | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2017 | Sparse Precision matrices for minimum variance portfolios | Torri, Gabriele; Paterlini, Sandra; Giacometti, Rosella | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.02 Abstract in atti di convegno - Conference abstracts |