Giuseppe Storti

Deep learning for volatility forecasting in asset management

Alessio Petrozziello, Luigi Troiano, Angela Serra et al. · Soft Computing · 2022 · 41 citations · Full text

Artificial Intelligence, Volatility Modeling, Engineering +23

A Component GARCH Model with Time Varying Weights

Luc Bauwens, Giuseppe Storti · Studies in Nonlinear Dynamics and Econometrics · 2009 · 40 citations · Full text

Dynamic conditional correlation models for realized covariance matrices

Luc Bauwens, Giuseppe Storti, Francesco Violante · Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)) · 2012 · 38 citations · Full text

Covariance Matrix, Engineering, Covariance Matrices +9

A GMM procedure for combining volatility forecasts

Alessandra Amendola, Giuseppe Storti · Computational Statistics & Data Analysis · 2007 · 28 citations

Forecasting Methodology, Volatility Modeling, Economic Forecasting +5

BL-GARCH models and asymmetries in volatility

Giuseppe Storti, Cosimo Damiano Vitale · Statistical Methods & Applications · 2003 · 27 citations

Volatility Modeling, Asset Pricing, Bl-garch Models +2