Robust Time Series Analysis through the Forward Search. - Luigi Grossi; Marco Riani (COMPSTAT, 2002)

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

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

Forecasting: theory and practice. - Fotios Petropoulos; Daniele Apiletti; Vassilios Assimakopoulos; Mohamed Zied Babai; Devon K. Barrow; Souhaib Ben Taieb; Christoph Bergmeir; Ricardo J. Bessa; Jakub Bijak; John E. Boylan; Jethro Browell; Claudio Carnevale; et al. (CoRR, 2020)

Modeling risk contagion in the Italian zonal electricity market. - Emmanuel Senyo Fianu; Daniel Felix Ahelegbey; Luigi Grossi (Eur. J. Oper. Res., 2022)

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

Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. - Daniel Felix Ahelegbey; Roberto Casarin; Emmanuel Senyo Fianu; Luigi Grossi (Ann. Oper. Res., 2025)