Edit Rroji

Orcid: 0000-0002-8663-2118

According to our database¹, Edit Rroji authored at least 6 papers between 2018 and 2022.

Collaborative distances:

Dijkstra number² of six.
Erdős number³ of five.

Timeline

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Bibliography

2022

Implicit quantiles and expectiles.

[BibT_eX]

[DOI]

Fabio Bellini

Edit Rroji

Carlo Sala

Ann. Oper. Res., 2022

2021

Finite Mixture Approximation of CARMA(p, q) Models.

[BibT_eX]

[DOI]

Lorenzo Mercuri

Andrea Perchiazzo

Edit Rroji

SIAM J. Financial Math., 2021

A machine learning algorithm for stock picking built on information based outliers.

[BibT_eX]

[DOI]

Expert Syst. Appl., 2021

2019

Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization.

[BibT_eX]

[DOI]

Asmerilda Hitaj

Lorenzo Mercuri

Edit Rroji

Comput. Manag. Sci., 2019

2018

Risk parity for Mixed Tempered Stable distributed sources of risk.

[BibT_eX]

[DOI]

Lorenzo Mercuri

Edit Rroji

Ann. Oper. Res., 2018

Option pricing in an exponential MixedTS Lévy process.

[BibT_eX]

[DOI]

Lorenzo Mercuri

Edit Rroji

Ann. Oper. Res., 2018

Edit Rroji

Timeline

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Bibliography

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