Farne', Matteo; Montanari, A., A large covariance matrix estimator under intermediate spikiness regimes, «JOURNAL OF MULTIVARIATE ANALYSIS», 2020, 176, Article number: 104577, pp. 1 - 20 [articolo]Open Access
Farné Matteo; Vouldis A.T., Does a bank's business model affect its capital and profitability?, «ECONOMIC NOTES», 2020, 49, Article number: e12161, pp. 1 - 23 [articolo]Open Access
Claudia Roberta Combei; Matteo Farnè; Daniela Giannetti; Luca Pinto, Populism and Policy Issues: Examining Political Communication on Twitter in Italy 2018-2019, «ITALIAN POLITICAL SCIENCE», 2020, 15, pp. 223 - 241 [articolo]Open Access
Laura Anderlucci, Matteo Farnè, Giuliano Galimberti, Angela Montanari, Sparse linear regression via random projections ensembles, in: CLADAG 2019 - Book of short papers, 2019, pp. 34 - 37 (atti di: CLADAG 2019, Cassino, 11-13/09/2019) [Contributo in Atti di convegno]
Gabriele Russo; Alessia Tessari; Matteo Farnè; Giorgio Gatta; Giovanni Ottoboni, WHAT MODULATES THE ACHIEVEMENT IN AN IN-FERENTIAL, VISUO-SPATIAL ENVIRONMENT, in: 21ST Conference of the European Society for Cognitive Psychology, Book of Abstract, 2019, pp. 309 - 309 (atti di: 21ST Conference of the European Society for Cognitive Psychology, Tenerife, 25-28 Settembre) [atti di convegno-abstract]
Matteo Farnè; Angela Montanari, A bootstrap test to detect prominent Granger-causalities across frequencies, 2018. [rapporto tecnico]
Matteo Farnè; Angela Montanari, A large covariance matrix estimator under intermediate spikiness regimes, 2018. [rapporto tecnico]
Matteo Farnè; Angelos Vouldis, A methodology for automatised outlier detection in high-dimensional datasets: an application to euro area banks’ supervisory data, 2018. [rapporto tecnico]
Matteo Farnè;Matteo Barigozzi, AN ALGEBRAIC ESTIMATOR FOR LARGE SPECTRAL MATRICES, in: Abstracts of talk, 2018, pp. 290 - 290 (atti di: Joint meeting of the Italian Mathematical Union, the Italian Society of Industrial and Applied Mathematics and the Polish Mathematical Society, Wroclaw, 17-20 September) [atti di convegno-abstract]
Matteo Farnè;Angela Montanari, Factor model estimation by composite minimization, in: Factor model estimation by composite minimization, 2018(atti di: Theoretical and algorithmic underpinnings of Big Data, Cambridge, 15 -19 January 2018) [atti di convegno-poster]
Matteo Farnè;Angela Montanari, Factor model estimation by composite minimization, in: PROGRAMME AND ABSTRACTS, 2018, pp. 5 - 5 (atti di: CRoNoS Workshop and Spring Course on Multivariate Data Analysis and Software (CRoNoS MDA 2018), Limassol, 3-5 April) [atti di convegno-abstract]
Matteo Farnè;Angelos Vouldis, MATLAB package for clustering methodology, 2018. [software]
Matteo Farnè; Angela Montanari, Matlab package for UNALCE estimator, 2018. [software]
Matteo Farnè; Angela Montanari, R package "grangers", 2018. [software]
Matteo Farnè; Angelos Vouldis, Business models of the banks in the euro area, 2017. [rapporto tecnico]
