PRIN07 “Evolutionary Computation in Statistics”   University Tor Vergata   Anset SIS Time Series Group  


Evolutionary Computation and Time Series

List of Posters
Important Dates

List of Posters


Amendola A. and Storti G. A comparison of different procedures for combining high-dimensional multivariate volatility forecast

Atella V, Brunetti M. and Maestas N. Household portfolio choices, health status and health care systems. A cross-country analysis based on SHARE

Baragona R. Clusters of vector time series based on statistical modeling and multiobjective optimization

Battaglia F. and Protopapas M.K. Global heating in the Alpine region: an analysis with non linear non stationary threshold models

Bramati M. C. Temporal Aggregation and Spurious Causation in Time Series

Bruno G. Relation between consumer expenditure and consumer confidence

Corradini R. An Application on State Space Models using Parallel Computing and GNU Octave

De Luca G. and Carfora A. The predictive accuracy of the BHAR model for binary data

Delle Monache D. and Harvey A. The effect of misspecification in models for extracting trends and cycles

Di iorio F. and Fachin S. A sieve bootstrap range test for poolability in dependent cointegrated panels

Di Lascio F. M. L. and Giannerini S. A Copula-Based Algorithm for Discovering Patterns of Dependent Observations

Giordano F., La Rocca M. and Perna C. Neural Network Sieve bootstrap for financial time series analysis

Fabretti A. On the problem of calibration of an agent based model

Ferrari D. , Borrotto M. and De March D. Improving complex experiments by the sequential co-information composite likelihood method

Giordano F., Parrella M. L. and Restaino M. Detecting short-term cycles in complex time series databases

Grassi S. and Proietti T. Characterizing economic trends by Bayesian stochastic model specification search

Krink T., Minerva T., Paterlini S. and di Tria M. Evolutionary multimodal optimization for financial portfolio selection

Parisi A. Modelling the fishing behaviour

Rivieccio, G. Time-varying vine copulas

Zanetti Chini E. Generalizing Smooth Transition Regression Models