Pubblicazioni dell'Istituto di Metodi Quantitativi
G. Pederzoli, A.M. Mathai (1996), "Some Transformations for Funcions of Matrix Arguments" Indian Journal of Pure and Applied Mathematics, 27(3), pp. 277-284.
G. Pederzoli, A.M. Mathai (1996), "A Simple Derivation of the Chi-square Approximation of Pearson's Statistic", Statistica, LVI, n.4, pp. 407-413.
G. Pederzoli (1997), "Some Properties of Matrix-variate Laplace Transforms and Matrix-variate Whittaker Functions" Linear Algebra and Its Applications, 253, pp. 209-226.
G. Pederzoli, C. Rossignoli (1997), "Economia matematica: un incontro fra la più astratta delle scienze e la più concreta delle arti", Saggi in onore di Camillo Bussolati, LIUC, pp. 31-39.
G. Pederzoli, A.M. Mathai (1998), "A Whittaker Function of Matrix Argument", Linear Algebra and Its Applications, 269, pp. 91-103.
G. Pederzoli, A.M. Mathai, P. Moschopoulos (1999), "Random Distances in a Cube", Statistica, anno LIX, n.1, pp. 61-81.
L. Ghezzi, L. Peccati (1996) "The fall in value of a growing firm: a time-varying framework" Giornale degli Economisti ed Annali di Economia 55: 107-115.
L. Ghezzi (1997) "Immunization and max-min optimal control" Journal of Optimization Theory and Applications 95: 701-711.
L. Ghezzi (1997) "Il rapporto q di Tobin in un contesto dinamico" Rivista Milanese di Economia 61/62: 107-111.
L. Ghezzi (1999) "A max-min policy for bond management" European Journal of Operational Research 114: 389-394.
L. Ghezzi (2000) "Bond management and max-min optimal control" Applied Mathematics and Computation 112: 33-40.
L.Buzzacchi, L. Ghezzi (2002) "A portfolio selection and capital asset princing model" LIUC Papers 98: 1-15.
L. Ghezzi, C. Piccardi (2003) "On stock valuation along a Markov chain" Applied Mathematics and Computation 141: 385-393.
E. Borgonovo, G.E. Apostolakis, S. Tarantola, A. Saltelli (2003) "Comparison of global sensitivity analysis techniques and importance measures in PSA" Reliability Engineering & Sistem Safety 79: 175-185.
E. Borgonovo, G.E. Apostolakis (2001) " A new importance measure for risk-informed decision making" Reliability Engineering & Sistem Safety 72 : 193-212.
F. Strozzi, J.M. Zaldívar, K.R. Westerterp (1997) "Runaway prevention in chemical reactors using chaos theory techniques", JRC-European Commission, EUR 17696 EN.
J.M. Zaldívar, F. Strozzi, E. Gutiérrez (1997) "Control of chaos: Development of the algorithms and application to numerical simulation" JRC-EC, TN n° I.97.150.
F. Strozzi, J.M. Zaldívar, K.R.Westerterp (1999) "Towards on-line runaway prevention in chemical reactors using chaos theory techniques" AIChE Journal 45: 2429-2443.
F. Strozzi, J.M. Zaldívar (2002) "Embedding Theory: Introduction and Applications to Time Series Analysis, in Modelling and forecasting financial data: Techniques of Nonlinear Dynamics." A. Soofi, L. Cao (eds.) , Kluwer.
Zaldivar. J.M., Cano, J., Alos, M.A., Sempere, J., Nomen, R., Lister, D., Maschio, G., Obertopp, T., Gilles, E.D., Bosch, J. & Strozzi, F. ( 2003) "A general criterion to define runaway limits in chemical reactors." Journal of Loss Prevention 16 (3), 187-210.
Strozzi, F., Zaldivar, J.M., & Zbilut, J.P. (2002) "Application of nonlinear time series analysis techniques to high frequency currency exchange data." Physica A 312, 520-538.
Zblilut, J.P., Zaldivar. J.M., & Strozzi, F.(2002) "Recurrence quantification based-Liapunov exponents for monitoring divergence in experimental data." Physics Letters A 297, 173-181.
Zaldivar. J.M., Strozzi, F. & Bosch, J. (2002) "EWDS-AWARD: Software for early warning detection on runaway initiation." SP 2689 (software protetto da copyright)
29/09/2008 16.06.00
LIUC Università Carlo Cattaneo
