Likelihood-based inference for asymmetric stochastic volatility models. - Francesco Bartolucci; Giovanni De Luca (Comput. Stat. Data Anal., 2003)

Regime-switching Pareto distributions for ACD models. - Giovanni De Luca; Paola Zuccolotto (Comput. Stat. Data Anal., 2006)

Combining random forest and copula functions: A heuristic approach for selecting assets from a financial crisis perspective. - Giovanni De Luca; Giorgia Rivieccio; Paola Zuccolotto (Intell. Syst. Account. Finance Manag., 2010)

A tail dependence-based dissimilarity measure for financial time series clustering. - Giovanni De Luca; Paola Zuccolotto (Adv. Data Anal. Classif., 2011)

Fast and Accurate Time-Domain Simulations of Integer-N PLLs. - Giovanni De Luca; Pascal Bolcato; Remi Larcheveque; Joost Rommes; Wil H. A. Schilders (IEEE Trans. Circuits Syst. I Regul. Pap., 2017)

Proper Initial Solution to Start Periodic Steady-State-Based Methods. - Giovanni De Luca; Pascal Bolcato; Wil H. A. Schilders (IEEE Trans. Circuits Syst. I Regul. Pap., 2019)

Regime dependent interconnectedness among fuzzy clusters of financial time series. - Giovanni De Luca; Paola Zuccolotto (Adv. Data Anal. Classif., 2021)

Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach. - Giovanni De Luca; Paola Zuccolotto (Int. J. Approx. Reason., 2021)

The use of conditional copula for studying the influence of economic sectors. - Giovanni De Luca; Marta Nai Ruscone; Viviana Amati (Expert Syst. Appl., 2023)

Dynamic time series clustering with multivariate linkage and automatic dendrogram cutting using a recursive partitioning algorithm. - Giovanni De Luca; Paola Zuccolotto (Inf. Sci., 2023)

SEISMONOISY: A Quasi-Real-Time Seismic Noise Network Monitoring System. - Giuseppe Ruzza; Rocco Cogliano; Ciriaco D'Ambrosio; Luigi Falco; Vincenzo Cardinale; Felice Minichiello; Antonino Memmolo; Angelo Castagnozzi; Giovanni De Luca; Annamaria Vicari (Sensors, 2024)