Concepedia
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Publications
2
Citations
37
H-Index
Active since
2021
Affiliations
UCLouvain(Current)
Francesco Roccazzella is an author at UCLouvain specializing in optimization theory, forecast combination, and robust forecast combination.
Publications per year
2021–2022
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Francesco Roccazzella, Paolo Gambetti, Frédéric Vrins · International Journal of Forecasting · 2021 · 25 citations · Full text
Business, Decision Sciences, Forecasting +11
Meta-Learning Approaches for Recovery Rate Prediction
Paolo Gambetti, Francesco Roccazzella, Frédéric Vrins · Risks · 2022 · 12 citations · Full text
Business, Finance, Risk Management +17
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