Likelihood inference in BL-GARCH models. - Giuseppe Storti; Cosimo Vitale (Comput. Stat., 2003)

Minimum distance estimation of GARCH(1, 1) models. - Giuseppe Storti (Comput. Stat. Data Anal., 2006)

A GMM procedure for combining volatility forecasts. - Alessandra Amendola; Giuseppe Storti (Comput. Stat. Data Anal., 2008)

Modelling asymmetric volatility dynamics by multivariate BL-GARCH models. - Giuseppe Storti (Stat. Methods Appl., 2008)

Solution of population balance equations by logarithmic shape preserving interpolation on finite elements. - Liborio I. Costa; Giuseppe Storti; Stefano Lazzari (Comput. Chem. Eng., 2018)

Multiple Measures Realized GARCH Models. - Antonio Naimoli; Giuseppe Storti (SIS, 2021)

Deep learning for volatility forecasting in asset management. - Alessio Petrozziello; Luigi Troiano; Angela Serra; Ivan Jordanov; Giuseppe Storti; Roberto Tagliaferri; Michele La Rocca 001 (Soft Comput., 2022)

Boosting Credit Risk Data Quality Using Machine Learning and eXplainable AI Techniques. - Elena Tiukhova; Adriano Salcuni; Can Oguz; Marcella Niglio; Giuseppe Storti; Fabio Forte; Bart Baesens; Monique Snoeck (PKDD/ECML Workshops (5), 2023)

Autoencoder Enhanced Realised GARCH on Volatility Forecasting. - Qianli Zhao; Chao Wang; Richard Gerlach; Giuseppe Storti; Lingxiang Zhang (CoRR, 2024)