Automatic Classification of Functional Data with Extremal Information. - Fabrizio Laurini; Andrea Cerioli (GfKl, 2006)

A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity. - Luigi Grossi; Fabrizio Laurini (Comput. Stat. Data Anal., 2009)

Smoothing sample extremes: The mixed model approach. - Fabrizio Laurini; Francesco Pauli (Comput. Stat. Data Anal., 2009)

Robust estimation of efficient mean-variance frontiers. - Luigi Grossi; Fabrizio Laurini (Adv. Data Anal. Classif., 2011)

Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes. - Fabrizio Laurini; Paul Fearnhead; Jonathan A. Tawn (Stat. Comput., 2022)

Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. - Maria Cristina Arcuri; Gino Gandolfi; Fabrizio Laurini (Central Eur. J. Oper. Res., 2023)

On-line conformalized neural networks ensembles for probabilistic forecasting of day-ahead electricity prices. - Alessandro Brusaferri; Andrea Ballarino; Luigi Grossi; Fabrizio Laurini (CoRR, 2024)