Prof. Dr. Pasquale Cirillo

Netzwerk

Mitglied in Netzwerken

• Finance and Risk Engineering Department, New York University (NYU)
• Makridakis Open Forecasting Center - UNIC
• SAS Educator

Publikationen

• Souto Arias, Luis Antonio; Oosterlee, Cornelis W.; Cirillo, Pasquale,

  2023.

  AIDA : analytic isolation and distance-based anomaly detection algorithm.

  Pattern Recognition.

  141(109607).

  Verfügbar unter: https://doi.org/10.1016/j.patcog.2023.109607

• Taleb, Nassim Nicholas; Bar-Yam, Yaneer; Cirillo, Pasquale,

  2022.

  On single point forecasts for fat-tailed variables.

  International Journal of Forecasting.

  38(2), S. 413-422.

  Verfügbar unter: https://doi.org/10.1016/j.ijforecast.2020.08.008

• Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K.; Ben Taieb, Souhaib; Bergmeir, Christoph; Bessa, Ricardo J.; Bijak, Jakub; Boylan, John E.; Browell, Jethro; Carnevale, Claudio; Castle, Jennifer L.; Cirillo, Pasquale; Clements, Michael P.; Cordeiro, Clara; Cyrino Oliveira, Fernando Luiz; De Baets, Shari; Dokumentov, Alexander; Ellison, Joanne; Fiszeder, Piotr; Franses, Philip Hans; Frazier, David T.; Gilliland, Michael; Gönül, M. Sinan; Goodwin, Paul; Grossi, Luigi; Grushka-Cockayne, Yael; Guidolin, Mariangela; Guidolin, Massimo; Gunter, Ulrich; Guo, Xiaojia; Guseo, Renato; Harvey, Nigel; Hendry, David F.; Hollyman, Ross; Januschowski, Tim; Jeon, Jooyoung; Jose, Victor Richmond R.; Kang, Yanfei; Koehler, Anne B.; Kolassa, Stephan; Kourentzes, Nikolaos; Leva, Sonia; Li, Feng; Litsiou, Konstantia; Makridakis, Spyros; Martin, Gael M.; Martinez, Andrew B.; Meeran, Sheik; Modis, Theodore; Nikolopoulos, Konstantinos; Önkal, Dilek; Paccagnini, Alessia; Panagiotelis, Anastasios; Panapakidis, Ioannis; Pavía, Jose M.; Pedio, Manuela; Pedregal, Diego J.; Pinson, Pierre; Ramos, Patrícia; Rapach, David E.; Reade, J. James; Rostami-Tabar, Bahman; Rubaszek, Michał; Sermpinis, Georgios; Shang, Han Lin; Spiliotis, Evangelos; Syntetos, Aris A.; Talagala, Priyanga Dilini; Talagala, Thiyanga S.; Tashman, Len; Thomakos, Dimitrios; Thorarinsdottir, Thordis; Todini, Ezio; Trapero Arenas, Juan Ramón; Wang, Xiaoqian; Winkler, Robert L.; Yusupova, Alisa; Ziel, Florian,

  2022.

  Forecasting : theory and practice.

  International Journal of Forecasting.

  38(3), S. 705-871.

  Verfügbar unter: https://doi.org/10.1016/j.ijforecast.2021.11.001

• Souto Arias, Luis A.; Cirillo, Pasquale,

  2021.

  Joint and survivor annuity valuation with a bivariate reinforced urn process.

  Insurance: Mathematics and Economics.

  99, S. 174-189.

  Verfügbar unter: https://doi.org/10.1016/j.insmatheco.2021.04.004

• Cheng, Dan; Cirillo, Pasquale,

  2019.

  An urn-based nonparametric modeling of the dependence between PD and LGD with an application to mortgages.

  Risks.

  7(3), S. 76.

  Verfügbar unter: https://doi.org/10.3390/risks7030076

• Montana, J.; Souto Arias, Luis A.; Cirillo, Pasquale; Oosterlee, Cornelis W.,

  2022.

  A quantum majorization alarm system for market crashes.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.3976131

• Carr, Peter; Cirillo, Pasquale,

  2022.

  Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.4081193

• Fontanari, Andrea; Cirillo, Pasquale,

  2021.

  A note on the view of the Pickands dependence function as a Lorenz curve.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.3938769

• Cirillo, Pasquale; Feller, Anita; Hošek, Martin; Kuehni, Claudia; Lorez, Matthias; Michalopoulou, Eleftheria; Pfeiffer, Verena; Redmond, Shelagh; Roy, Elodie; Rüegger, Thomas; Spycher, Ben; Wagner, Ulrich; Weitkunat, Rolf,

  2021.

  Schweizerischer Krebsbericht 2021 : Stand und Entwicklungen.

  Neuchâtel:

  Bundesamt für Statistik (BFS).

  ISBN 978-3-303-14333-9.

  Verfügbar unter: https://doi.org/10.21256/zhaw-23385

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