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Fabrizio Durante

Fabrizio Durante

D-Index & Metrics

Mathematics

D-Index
37
Citations
6214
World Ranking
2485
National Ranking
80

Overview

Fabrizio Durante is affiliated with the University of Salento in Italy and has a significant publication record in the fields of Computer Science and Economics, Econometrics and Finance. Their research spans a variety of subfields including Artificial Intelligence, Finance, Economics and Econometrics, Statistics and Probability, and Signal Processing.

The main topics addressed in their work include Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Advanced Clustering Algorithms Research, Hydrology and Drought Analysis, Statistical Distribution Estimation and Applications, Market Dynamics and Volatility, and Time Series Analysis and Forecasting.

Recent papers authored or co-authored by Durante include:

  • Guidelines for Studying Diverse Types of Compound Weather and Climate Events (2021) published in Earth's Future
  • A multivariate dependence analysis for electricity prices, demand and renewable energy sources (2022) published in Information Sciences
  • Ordinal sums: From triangular norms to bi- and multivariate copulas (2022) published in Fuzzy Sets and Systems
  • Correlation-based hierarchical clustering of time series with spatial constraints (2023) published in Spatial Statistics
  • Connecting copula properties with reliability properties of coherent systems (2020) published in Applied Stochastic Models in Business and Industry

Frequent co-authors in Durante's collaborations include:

  • Juan Fernández Sánchez
  • Claudio Ignazzi
  • Adriano Barra
  • Alessia Benevento
  • Roberta Pappadà

Durante's work has appeared repeatedly in certain publication venues, notably:

  • arXiv (Cornell University) with 6 publications
  • International Statistical Review with 4 publications
  • Fuzzy Sets and Systems with 3 publications
  • Atlantis Studies in Uncertainty Modelling with 3 publications
  • Information Sciences with 2 publications

The topics and venues indicate a research focus that incorporates statistical methods, modeling, and analysis techniques applied in economics, finance, environmental science, and artificial intelligence. This multidisciplinary approach implies active engagement with complex data-driven problems, leveraging methods from statistics, probability, and computational intelligence to address real-world phenomena related to market dynamics and environmental risks.

Best Publications

  • Principles of Copula Theory

    Fabrizio Durante;Carlo Sempi

  • Copula Theory and Its Applications

    Piotr Jaworski;Fabrizio Durante;Wolfgang Karl Härdle;Tomasz Rychlik

  • On the return period and design in a multivariate framework

    G. Salvadori;C. De Michele;F. Durante

  • Copula Theory: An Introduction

    Fabrizio Durante;Carlo Sempi

  • A multivariate copula-based framework for dealing with hazard scenarios and failure probabilities

    G. Salvadori;F. Durante;C. De Michele;M. Bernardi

  • Conjunctors and their Residual Implicators: Characterizations and Construction Methods

    Fabrizio Durante;Erich Peter Klement;Radko Mesiar;Radko Mesiar;Carlo Sempi

  • On the construction of multivariate extreme value models via copulas

    F. Durante;G. Salvadori

  • Multivariate return period calculation via survival functions

    G. Salvadori;F. Durante;C. De Michele

  • A note on the convex combinations of triangular norms

    Fabrizio Durante;Peter Sarkoci

  • Semilinear copulas

    Fabrizio Durante;Anna Kolesárová;Radko Mesiar;Carlo Sempi

  • Copulae in Mathematical and Quantitative Finance

    Piotr Jaworski;Fabrizio Durante;Wolfgang Karl Härdle

  • Practical Guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering

    Gianfausto Salvadori;Fabrizio Durante;GR Tomasicchio;Felice D'Alessandro

  • COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS

    Fabrizio Durante;Anna Kolesárová;Radko Mesiar;Radko Mesiar;Carlo Sempi

  • Rectangular Patchwork for Bivariate Copulas and Tail Dependence

    Fabrizio Durante;Susanne Saminger-Platz;Peter Sarkoci

  • On a family of copulas constructed from the diagonal section

    F. Durante;R. Mesiar;C. Sempi

  • Construction of non-exchangeable bivariate distribution functions

    Fabrizio Durante

  • A new class of symmetric bivariate copulas

    Fabrizio Durante

  • Shuffles of copulas

    Fabrizio Durante;Peter Sarkoci;Carlo Sempi

  • Copula and semicopula transforms

    Fabrizio Durante;Carlo Sempi

  • A topological proof of Sklar's theorem

    Fabrizio Durante;Juan Fernández-Sánchez;Carlo Sempi

  • Clustering of financial time series in risky scenarios

    Fabrizio Durante;Roberta Pappadà;Nicola Torelli

Frequent Co-Authors

Radko Mesiar
Radko Mesiar Slovak University of Technology in Bratislava
Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Erich Peter Klement
Erich Peter Klement Johannes Kepler University of Linz
Pierpaolo D'Urso
Pierpaolo D'Urso Sapienza University of Rome
Christian Genest
Christian Genest McGill University
Roger B. Nelsen
Roger B. Nelsen Lewis & Clark College
Jorge Navarro
Jorge Navarro University of Murcia

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