Items where Author is "Osmetti, Silvia Angela"
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Article
Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2017) The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. European Journal of Operational Research, 256 (3). pp. 1029-1037. DOI https://doi.org/10.1016/j.ejor.2016.07.046
Andreeva, Galina and Calabrese, Raffaella and Osmetti, Silvia Angela (2016) A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models. European Journal of Operational Research, 249 (2). pp. 506-516. DOI https://doi.org/10.1016/j.ejor.2015.07.062
Calabrese, Raffaella and Osmetti, Silvia Angela (2015) Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach. Journal of Forecasting, 34 (3). pp. 230-239. DOI https://doi.org/10.1002/for.2335
Calabrese, Raffaella and Osmetti, Silvia Angela (2013) Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model. Journal of Applied Statistics, 40 (6). pp. 1172-1188. DOI https://doi.org/10.1080/02664763.2013.784894
Book Section
Calabrese, Raffaella and Osmetti, Silvia Angela (2014) A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults. In: Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 978-3-319-06691-2. Official URL: http://dx.doi.org/10.1007/978-3-319-06692-9_9