Roberta Pappadà

Clustering of financial time series in risky scenarios

Fabrizio Durante, Roberta Pappadà, Nicola Torelli · Advances in Data Analysis and Classification · 2013 · 54 citations

Risky Scenarios, Management, Financial Engineering +4

Clustering of time series via non-parametric tail dependence estimation

Fabrizio Durante, Roberta Pappadà, Nicola Torelli · Statistical Papers · 2014 · 45 citations · Full text

Statistics, Nonlinear Time Series, Semi-nonparametric Estimation

Copulas, diagonals, and tail dependence

Fabrizio Durante, Juan Fernández Sánchez, Roberta Pappadà · Fuzzy Sets and Systems · 2014 · 41 citations

Tail Dependence, Generalized Function, Copulas +1

Clustering of concurrent flood risks via Hazard Scenarios

Roberta Pappadà, Fabrizio Durante, Gianfausto Salvadori et al. · Spatial Statistics · 2017 · 33 citations · Full text

Engineering, Statistics, Risk Management +5

Quantification of the environmental structural risk with spoiling ties: is randomization worthwhile?

Roberta Pappadà, Fabrizio Durante, Gianfausto Salvadori · Stochastic Environmental Research and Risk Assessment · 2016 · 25 citations · Full text

Economics, Environmental Structural Risk, Risk Management +9