Alessandra Luati

According to our database, Alessandra Luati authored at least 4 papers between 2005 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Factor-Driven Network Informed Restricted Vector Autoregression.

Brendan Martin, Mihai Cucuringu, Alessandra Luati, Francesco Sanna Passino

Proceedings of the 6th ACM International Conference on AI in Finance, 2025

2021

Explicit-duration Hidden Markov Models for quantum state estimation.

Alessandra Luati, Marco Novelli

Comput. Stat. Data Anal., 2021

2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

2005

Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure.

Alessandra Luati, Giorgio Tassinari

Comput. Manag. Sci., 2005