LISI, FRANCESCO
LISI, FRANCESCO
Dipartimento di Scienze Statistiche
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
2013 Caporin, Massimiliano; Lisi, Francesco
A GARCH-type model with dynamic skewness and kurtosis.
2005 Grigoletto, Matteo; Lisi, Francesco
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES
2014 Caporin, Massimiliano; Grégory M., Jannin; Lisi, Francesco; Bertrand B., Maillet
Accounting carbon emissions from electricity generation: a review and comparison of emission factor-based methods
2024 Bertolini, Marina; Duttilo, Pierdomenico; Lisi, Francesco
Analyzing and forecasting zonal imbalance signs in the Italian electricity market
2018 Lisi, Francesco; Edoli, Enrico
Are performance measures equally stable?
2012 Menardi, Giovanna; Lisi, Francesco
Chaotic dynamics in the discharge of a river
1999 Bordignon, Silvano; Lisi, Francesco
Clustering financial data for mutual fund management
2007 Corazza, M; Lisi, Francesco
Clustering mutual funds by return and risk levels
2009 Lisi, Francesco; Otranto, E.
Combining day-ahead forecasts for British electricity prices
2013 Bordignon, Silvano; Bunn, D.; Lisi, Francesco; Nan, Fany
Comparing and Selecting Performance Measures Using Rank Correlations
2011 Caporin, Massimiliano; Lisi, Francesco
Complementi di statistica economica. Analisi alle serie storiche univariate
2000 DI FONZO, Tommaso; Lisi, Francesco
Complex Models and Computational Methods in Statistics
2013 Grigoletto, Matteo; Lisi, Francesco; S., Petrone
Component estimation for electricity market data: Deterministic or stochastic?
2018 Lisi, Francesco; Pelagatti, Matteo Maria
Component estimation for electricity prices: Procedures and comparisons
2014 Lisi, Francesco; Nan, Fany
Day-ahead electricity demand forecasting with nonparametric functional models
2015 Shah, I.; Lisi, F.
Dicing with the market: randomized procedures for mutual funds evaluation
2011 Lisi, Francesco
Double clustering for rating mutual funds
2015 Lisi, Francesco; Menardi, Giovanna
Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market
2023 Lisi, Francesco; Grossi, Luigi; Quaglia, Federico
Forecasting next-day electricity demand and prices based on functional models
2019 Lisi, F.; Shah, I.