A5019633107- Credit Risk and Financial Regulations
- Complex Systems and Time Series Analysis
- Stochastic processes and financial applications
- Energy Load and Power Forecasting
- Financial Risk and Volatility Modeling
- Wind Energy Research and Development
- Probability and Risk Models
- Financial Distress and Bankruptcy Prediction
- Insurance, Mortality, Demography, Risk Management
- Banking stability, regulation, efficiency
- Economic theories and models
- Insurance and Financial Risk Management
- Stock Market Forecasting Methods
- Reliability and Maintenance Optimization
- Income, Poverty, and Inequality
- Wind and Air Flow Studies
- Microgrid Control and Optimization
- Advanced Queuing Theory Analysis
- Smart Grid Energy Management
- Power System Reliability and Maintenance
- Probabilistic and Robust Engineering Design
- Statistical Methods and Inference
- Financial Markets and Investment Strategies
- Statistical Distribution Estimation and Applications
- Electric Power System Optimization
University of Chieti-Pescara
2016-2025
Azienda USL di Pescara
2024
Università Cattolica del Sacro Cuore
2004-2023
Agostino Gemelli University Polyclinic
2022-2023
Istituti di Ricovero e Cura a Carattere Scientifico
2022-2023
Marche Polytechnic University
2019
Sapienza University of Rome
2006-2007
Ospedale di Santo Spirito
2003
University of Catania
1994
In this work, a two-level control system is used to minimize the total active power losses of an distribution connected external grid and composed wind turbine, two photovoltaic sources, batteries. At first level, model-based predictive (MPC) run, using non-homogeneous Markov reward models for prediction homogeneous power. second algorithm run optimal management voltage assets, such as regulating transformers, losses. Different scenarios have been considered, highlighting advantages MPC...
To predict improvement of best-corrected visual acuity (BCVA) 1 year after pars plana vitrectomy for epiretinal membrane (ERM) using artificial intelligence methods on optical coherence tomography B-scan images.Four hundred and eleven (411) patients with Stage II ERM were divided in a group (IM) (≥15 ETDRS letters VA recovery) no (N-IM) (<15 letters) according to 1-year 25-G internal limiting peeling. Primary outcome was the creation deep learning classifier (DLC) based images prediction....
This work studies the reliability function of K -out-of- N systems with a general repair time distribution and single facility. It introduces new mechanism using an effort function, described by nonlinear ordinary differential equation. Three theoretical results are obtained: regularity properties preventing simultaneous failures repairs, derivation Kolmogorov forward system for micro-state macro-state probabilities, comparison functions two systems. An additional hypothesis on model’s...
Understanding how crises like the COVID-19 pandemic affect variable annuity pricing is crucial, especially in emerging markets India. The motivation that financial stability and risk management these depend heavily on accurate models. While prior research has primarily focused Western markets, there a significant gap analyzing impact of extreme volatility regime-dependent dynamics annuities economies. This study investigates regime shifts during influence Indian stock market, specifically...
We study the high frequency price dynamics of traded stocks by a model returns using semi-Markov approach. More precisely we assume that intraday are described discrete time homogeneous which depends also on memory index. The index is introduced to take into account periods and low volatility in market. First all derive equations governing process then theoretical results have been compared with empirical findings from real data. In particular analyzed data Italian stock market first January...
The production of energy through wind turbines is increasing enormously in the latest years. To better design turbines, a good model for speed needed. In previous paper, we showed that semi‐Markov processes are more appropriate this purpose than simple Markov processes, but to reach an accurate reproduction real data features, high order models should be used. work, introduce indexed process able reproduce most important statistical features data, namely, probability density function and...
Nowadays, governments and electricity companies are making efforts to increase the integration of renewable energy sources into grids microgrids, thus reducing carbon footprint increasing social welfare. Therefore, one purposes microgrid is distribute exploit more zero emission sources. In this work, a Stochastic Unit Commitment hybrid isolated developed. The supplies power satisfy demand response by managing photovoltaic plant, wind turbine, microturbine, diesel generator battery storage...
In this paper we propose a new stochastic model based on generalization of semi-Markov chains to study the high frequency price dynamics traded stocks. We assume that financial returns are described by weighted indexed chain model. show, through Monte Carlo simulations, is able reproduce important stylized facts time series as first passage distributions and persistence volatility. The applied data from Italian German stock market January 2007 until end December 2010.
In this paper, we are concerned with the study of sequential interval reliability, a measure recently introduced in literature. This represents probability system working during sequence nonoverlapping time intervals. cited work, authors proposed recurrent-type formula for computing indicator transient case and investigated asymptotic behavior as all intervals go to infinity. The purpose present work is further explore when only some allowed infinity while remaining ones not. way, provide...