Enrico Foscolo

According to our database, Enrico Foscolo authored at least 6 papers between 2012 and 2016.

Collaborative distances:

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

2016

A Portfolio Diversification Strategy via Tail Dependence Clustering.

Hao Wang, Roberta Pappadà, Fabrizio Durante, Enrico Foscolo

Proceedings of the Soft Methods for Data Science, 2016

A Multivariate Analysis of Tourists' Spending Behaviour.

Marta Disegna, Fabrizio Durante, Enrico Foscolo

Proceedings of the Soft Methods for Data Science, 2016

2014

A spatial contagion measure for financial time series.

Fabrizio Durante, Enrico Foscolo, Piotr Jaworski, Hao Wang

Expert Syst. Appl., 2014

Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector.

Fabrizio Durante, Enrico Foscolo, Piotr Jaworski, Hao Wang

Proceedings of the Strengthening Links Between Data Analysis and Soft Computing, 2014

2013

An Analysis of the Dependence Among Financial Markets by Spatial Contagion.

Fabrizio Durante, Enrico Foscolo

Int. J. Intell. Syst., 2013

2012

A Spatial Contagion Test for Financial Markets.

Fabrizio Durante, Enrico Foscolo, Miroslav Sabo

Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012