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Guglielmo D'Amico
Guglielmo D'Amico
Professor of Mathematical Methods for Economics, University "G. d'Annunzio", Department of Economics
Verified email at unich.it - Homepage
Title
Cited by
Cited by
Year
First and second order semi-Markov chains for wind speed modeling
G D'Amico, F Petroni, F Prattico
Physica A 392 (2013), 1194-1201, 2012
1002012
Homogeneous semi-Markov reliability models for credit risk management
G D’Amico, J Janssen, R Manca
Decisions in Economics and Finance 28, 79-93, 2006
832006
Wind speed and energy forecasting at different time scales: A nonparametric approach
G D’Amico, F Petroni, F Prattico
Physica A: Statistical Mechanics and its Applications 406, 59-66, 2014
622014
Wind speed prediction for wind farm applications by extreme value theory and copulas
G D'Amico, F Petroni, F Prattico
Journal of Wind Engineering and Industrial Aerodynamics 145, 229-236, 2015
552015
Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
G D’Amico, J Janssen, R Manca
Methodology and Computing in Applied Probability 12, 215-225, 2010
532010
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application
G D’Amico, M Guillen, R Manca
Insurance: Mathematics and Economics 45 (2), 173-179, 2009
512009
Copula based multivariate semi-Markov models with applications in high-frequency finance
G D’Amico, F Petroni
European Journal of Operational Research 267 (2), 765-777, 2018
392018
A semi-Markov model for price returns
G D'Amico, F Petroni
Physica A: Statistical Mechanics and its Applications 391 (20), 4867–4876, 2012
392012
IOPscience-A semi-Markov model with memory for price changes
G D’Amico, F Petroni
Journal of Statistical Mechanics: Theory and Experiment 2011, P12009, 2011
382011
Wind speed modeled as an indexed semi‐Markov process
G D'Amico, F Petroni, F Prattico
Environmetrics 24, 367-376, 2013
352013
Weighted-indexed semi-Markov models for modeling financial returns
G D’Amico, F Petroni
Journal of statistical mechanics: theory and experiment 2012 (07), P07015, 2012
322012
Age-usage semi-Markov models
G D’Amico
Applied mathematical modelling 35 (9), 4354-4366, 2011
312011
Reliability measures for indexed semi-Markov chains applied to wind energy production
G D'Amico, F Petroni, F Prattico
Reliability Engineering & System Safety 144, 170-177, 2015
302015
Performance analysis of second order semi-Markov chains: an application to wind energy production
G D’Amico, F Petroni, F Prattico
Methodology and computing in applied probability 17, 781-794, 2015
302015
Economic performance indicators of wind energy based on wind speed stochastic modeling
G D’Amico, F Petroni, F Prattico
Applied Energy 154, 290-297, 2015
292015
Reliability measures of second-order semi-Markov chain applied to wind energy production
G D'Amico, F Petroni, F Prattico
Journal of Renewable Energy 2013, 2013
272013
European and American options: The semi-Markov case
G D’Amico, J Janssen, R Manca
Physica A: Statistical Mechanics and its Applications 388 (15-16), 3181-3194, 2009
252009
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
G D’Amico, J Janssen, R Manca
Computational Economics 29, 119-138, 2007
242007
A stochastic model for the HIV/AIDS dynamic evolution
G Di Biase, G D'Amico, A Di Girolamo, J Janssen, S Iacobelli, N Tinari, ...
Mathematical Problems in Engineering 2007, 2007
242007
Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions
G D’Amico, J Janssen, R Manca
Computational Economics 38, 465-481, 2011
232011
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