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 SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES
2014 Caporin, Massimiliano; Grégory M., Jannin; Lisi, Francesco; Bertrand B., Maillet
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
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
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
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.
Forecasting of electricity price through a functional prediction of sale and purchase curves
2020 Shah, I.; Lisi, F.
Forecasting of electricity price through a functional prediction of sale and purchase curves
2020 Shah, I.; Lisi, F.
Generalised long-memory GARCH models for intra-daily volatility
2007 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Il mercato interbancario dei depositi: previsione a breve e gestione della riserva obbligatoria
1997 Bonollo, M.; Lisi, Francesco
Il peso del rischio nel rating di Morningstar per i fondi comuni
2010 Lisi, Francesco
Interval prediction for chaotic time series
2001 Bordignon, Silvano; Lisi, Francesco
k-factors GARMA models for intraday volatility forecasting
2003 Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco