Luca De Angelis; José G. Dias, Mining categorical sequences from data using a hybrid clustering
method, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2014, 234, pp. 720 - 730 [articolo]
L. De Angelis; L.J. Paas, A dynamic analysis of stock markets using a hidden Markov model, «JOURNAL OF APPLIED STATISTICS», 2013, 40, pp. 1682 - 1700 [articolo]
Giuseppe Cavaliere; Michele Costa; Luca De Angelis, Investigating stock market behavior using a multivariate Markov-switching approach, in: Advances in Latent Variables, Milano, Vita e Pensiero, 2013, pp. 1 - 6 (atti di: SIS 2013 Statistical Conference Advances in Latent Variables - Methods, Models and Applications, Brescia, 19-21/06/2013) [Contributo in Atti di convegno]
L. De Angelis, Latent class models for financial data analysis: some statistical developments, «STATISTICAL METHODS & APPLICATIONS», 2013, 22, pp. 227 - 242 [articolo]
M. Costa; L. De Angelis, A permutation based procedure for classification assessment, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2012, 41, pp. 3126 - 3137 [articolo]
A. Gardini; L. De Angelis, A statistical procedure for testing financial contagion, «STATISTICA», 2012, 72, pp. 37 - 61 [articolo]Open Access
M. Costa; L. De Angelis; L.J. Paas, Interdependence and contagion in international stock markets: A latent Markov model approach, in: Mathematical and Statistical Methods for Actuarial Sciences and Finance, HEIDELBERG, Springer, 2012, pp. 131 - 138 [capitolo di libro]
Costa M.; De Angelis L., A dynamic analysis of stock markets through multivariate latent Markov models, in: New Perspectives in Statistical Modeling and Data Analysis, BERLIN, Springer, 2011, pp. 311 - 318 (STUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION) [capitolo di libro]
M. Costa; L. De Angelis, Sector classification in stock markets: a latent class approach, in: Classification and Multivariate Analysis for Complex Data Structures, BERLIN, Springer, 2011, pp. 229 - 236 (STUDIES IN CLASSIFICATION, DATA ANALYSIS, AND KNOWLEDGE ORGANIZATION) [capitolo di libro]
M. Costa; L. De Angelis, Model selection in hidden Markov models: a simulation study, Bologna, Alma DL, 2010, pp. 17 (QUADERNI DI DIPARTIMENTO. SERIE RICERCHE). [libro]
M. Costa; L. De Angelis, Sector price indexes in financial markets: methodological issues, in: Price indexes in time and space, BERLIN, Springer Verlag, 2010, pp. 249 - 264 (Contribution to statistics) [capitolo di libro]
M. Costa; L. De Angelis, A dynamic analysis of stock markets through latent Markov models, in: Classification and Data Analysis 2009, PADOVA, CLEUP, 2009, 1, pp. 379 - 382 (atti di: VII Meeting of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, 9-11 settembre 2009) [Contributo in Atti di convegno]
M. COSTA; L. DE ANGELIS, PORTFOLIO CHOICE BASED ON LATENT CLASS MODELS, in: EURISBIS'09 BOOK OF ABSTRACTS, CAGLIARI, TILAPIA, 2009, 1, pp. 108 - 109 (atti di: EUROPEAN REGIONAL MEETING OF THE INTERNATIONAL SOCIETY FOR BUSINESS AND INDUSTRIAL STATISTICS, CAGLIARI, MAY 30 - JUNE 3, 2009) [atti di convegno-abstract]
M. COSTA; L. DE ANGELIS, Sector classification in stock markets: a latent class approach, in: Proceedings of the first joint meeting of the Société Francophone de Classification and the Classification and Data Analysis Group of the Italian Statistical Society, NAPOLI, Edizioni Scientifiche Italiane, 2008, pp. 249 - 252 (atti di: first joint meeting of the Société Francophone de Classification and the Classification and Data Analysis Group of the Italian Statistical Society, Caserta, 11-13 giugno 2008) [Contributo in Atti di convegno]
M. Costa; L. De Angelis, The multidimensional measurement of poverty: a fuzzy set approach, «STATISTICA», 2008, 68, pp. 303 - 319 [articolo]Open Access
