PAGNOTTONI, PAOLO
PAGNOTTONI, PAOLO
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
An alternative approach for nowcasting economic activity during COVID-19 times
2021-01-01 Spelta, Alessandro; Pagnottoni, Paolo
Assessing harmfulness and vulnerability in global bipartite networks of terrorist-target relationships
2022-01-01 Spelta, Alessandro; Pecora, Nicoló; Pagnottoni, Paolo
Chaos based portfolio selection: A nonlinear dynamics approach
2022-01-01 Spelta, A.; Pecora, N.; Pagnottoni, P.
Climate change and financial stability: Natural disaster impacts on global stock markets
2022-01-01 Pagnottoni, P.; Spelta, A.; Flori, A.; Pammolli, F.
Effective transfer entropy to measure information flows in credit markets
2021-01-01 Caserini, Na; Pagnottoni, P
Explainable machine learning for financial risk management: two practical use cases
2024-01-01 Famà, A.; Myftiu, J.; Pagnottoni, P.; &, ; Spelta, A
Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets
2021-01-01 Pagnottoni, P.; Spelta, A.; Pecora, N.; Flori, A.; Pammolli, F.
Financial networks of cryptocurrency prices in time-frequency domains
2023-01-01 Pagnottoni, Paolo; Famà, Angelo; Kim, Jong-Min
Financial Spillover Measures to Assess the Stability of Basket-based Stablecoins
2020-01-01 Pagnottoni, Paolo
Hedging global currency risk: A dynamic machine learning approach
2024-01-01 Pagnottoni, P.; Spelta, A.
High frequency price change spillovers in bitcoin markets
2019-01-01 Giudici, P.; Pagnottoni, P.
Le criptovalute: rischi, opportunità e prospettive
2020-01-01 Pagnottoni, Paolo; Agosto, Arianna
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers
2022-01-01 Giudici, P.; Leach, T.; Pagnottoni, P.
Market risk for robot advisory
2021-01-01 Pagnottoni, Paolo; Polinesi, Gloria
Matrix Autoregressive Models for Financial Risk Management
2022-01-01 Pagnottoni, Paolo; Celani, Alessandro
Matrix autoregressive models: generalization and Bayesian estimation
2023-01-01 Celani, Alessandro; Pagnottoni, Paolo
Mobility-based real-time economic monitoring amid the COVID-19 pandemic
2021-01-01 Spelta, A.; Pagnottoni, P.
Network Models to Enhance Automated Cryptocurrency Portfolio Management
2020-01-01 Giudici, P.; Pagnottoni, P.; Polinesi, G.
Network self-exciting point processes to measure health impacts of COVID-19
2023-01-01 Giudici, Paolo; Pagnottoni, Paolo; Spelta, Alessandro
Neural Network Models for Bitcoin Option Pricing
2019-01-01 Pagnottoni, Paolo