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Capobianco, Enrico

Co-Author Distance
Author ID: capobianco.enrico Recent zbMATH articles by "Capobianco, Enrico"
Published as: Capobianco, Enrico; Capobianco, E.
Documents Indexed: 26 Publications since 1996
Co-Authors: 3 Co-Authors with 3 Joint Publications
5 Co-Co-Authors

Co-Authors

23 single-authored
2 Marras, Elisabetta
2 Travaglione, Antonella
1 Orsini, Massimiliano
all top 5

Serials

2 Computational Statistics and Data Analysis
2 EJTP. Electronic Journal of Theoretical Physics
2 Biostatistics, Bioinformatics and Biomathematics
1 Mathematical Biosciences
1 Physica A
1 Applied Stochastic Models and Data Analysis
1 Neurocomputing
1 Computational Economics
1 Fractals
1 International Journal of Theoretical and Applied Finance
1 Journal of Interdisciplinary Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Methodology and Computing in Applied Probability
1 Nonlinear Analysis. Real World Applications
1 Quantitative Finance
1 EURASIP Journal on Applied Signal Processing
1 Advances in Complex Systems
1 Statistical Applications in Genetics and Molecular Biology
1 International Journal of Wavelets, Multiresolution and Information Processing
1 JNAIAM. Journal of Numerical Analysis, Industrial and Applied Mathematics
all top 5

Fields

12 Statistics (62-XX)
10 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
6 Probability theory and stochastic processes (60-XX)
6 Numerical analysis (65-XX)
5 Biology and other natural sciences (92-XX)
4 Computer science (68-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Information and communication theory, circuits (94-XX)
1 Approximations and expansions (41-XX)
1 Operations research, mathematical programming (90-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

13 Publications have been cited 33 times in 24 Documents Cited by ▼ Year ▼
Statistical analysis of financial volatility by wavelet shrinkage. Zbl 0984.62084
Capobianco, Enrico
6
1999
Wavelet transforms for the statistical analysis of returns generating stochastic processes. Zbl 1153.91782
Capobianco, Enrico
6
2001
Independent multiresolution component analysis and matching pursuit. Zbl 1429.62386
Capobianco, Enrico
4
2003
Multiresolution approximation for volatility processes. Zbl 1405.91690
Capobianco, Enrico
3
2002
Functional approximation in multiscale complex systems. Zbl 1134.65371
Capobianco, Enrico
3
2003
State-space stochastic volatility models: a review of estimation algorithms. Zbl 0924.62107
Capobianco, Enrico
2
1996
Neural networks and statistical inference: seeking robust and efficient learning. Zbl 0940.62003
Capobianco, E.
2
2000
Multiscale analysis of stock index return volatility. Zbl 1066.91079
Capobianco, Enrico
2
2004
Entropy embedding and fluctuation analysis in genomic manifolds. Zbl 1221.92036
Capobianco, Enrico
1
2009
Sub-modular resolution analysis by network mixture models. Zbl 1304.92065
Marras, Elisabetta; Travaglione, Antonella; Capobianco, Enrico
1
2010
Computationally efficient atomic representations for nonstationary stochastic processes. Zbl 1043.62081
Capobianco, Enrico
1
2003
Independent component analysis and resolution pursuit with wavelet and cosine packets. Zbl 1006.68768
Capobianco, Enrico
1
2002
Empirical volatility analysis: Feature detection and signal extraction with function dictionaries. Zbl 1008.91040
Capobianco, Enrico
1
2003
Sub-modular resolution analysis by network mixture models. Zbl 1304.92065
Marras, Elisabetta; Travaglione, Antonella; Capobianco, Enrico
1
2010
Entropy embedding and fluctuation analysis in genomic manifolds. Zbl 1221.92036
Capobianco, Enrico
1
2009
Multiscale analysis of stock index return volatility. Zbl 1066.91079
Capobianco, Enrico
2
2004
Independent multiresolution component analysis and matching pursuit. Zbl 1429.62386
Capobianco, Enrico
4
2003
Functional approximation in multiscale complex systems. Zbl 1134.65371
Capobianco, Enrico
3
2003
Computationally efficient atomic representations for nonstationary stochastic processes. Zbl 1043.62081
Capobianco, Enrico
1
2003
Empirical volatility analysis: Feature detection and signal extraction with function dictionaries. Zbl 1008.91040
Capobianco, Enrico
1
2003
Multiresolution approximation for volatility processes. Zbl 1405.91690
Capobianco, Enrico
3
2002
Independent component analysis and resolution pursuit with wavelet and cosine packets. Zbl 1006.68768
Capobianco, Enrico
1
2002
Wavelet transforms for the statistical analysis of returns generating stochastic processes. Zbl 1153.91782
Capobianco, Enrico
6
2001
Neural networks and statistical inference: seeking robust and efficient learning. Zbl 0940.62003
Capobianco, E.
2
2000
Statistical analysis of financial volatility by wavelet shrinkage. Zbl 0984.62084
Capobianco, Enrico
6
1999
State-space stochastic volatility models: a review of estimation algorithms. Zbl 0924.62107
Capobianco, Enrico
2
1996
all cited Publications top 5 cited Publications
all top 5

Cited by 32 Authors

8 Capobianco, Enrico
4 Liu, Xiaoquan
3 Shen, Liya
2 Clémençon, Stéphan
2 Haven, Emmanuel E.
2 Ma, Chenghu
2 Slim, Skander
1 Abu Bakar, Mohd Aftar
1 Ariff, Noratiqah Mohd
1 Belsley, David A.
1 Bing, Tao
1 Cao, Yi
1 Gaudart, Jean
1 Giordano, Francesco
1 Giusiano, Bernard
1 Glickman, Mark E.
1 Huiart, Laetitia
1 Kelly, William P.
1 Kılıç, Deniz Kenan
1 Kontoghiorghes, Erricos John
1 La Rocca, Michele
1 Liu, Shancun
1 Luo, Kebing
1 Mohammed, Siti Aisyah
1 Perna, Cira
1 Shang, Du
1 Shang, Pengjian
1 Stumpf, Michael P. H.
1 Uğur, Ömür
1 Ye, Wuyi
1 Zhang, Qiang
1 Zhao, Shangmei
all top 5

Cited in 17 Serials

4 Computational Statistics and Data Analysis
3 European Journal of Operational Research
2 Journal of Applied Statistics
2 Quantitative Finance
1 Physica A
1 Bulletin of Mathematical Biology
1 Journal of Economic Dynamics & Control
1 Annals of Operations Research
1 Communications in Statistics. Theory and Methods
1 Fractals
1 International Journal of Theoretical and Applied Finance
1 Journal of Interdisciplinary Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Nonlinear Analysis. Real World Applications
1 Journal of Systems Science and Complexity
1 Advances in Complex Systems
1 International Journal of Wavelets, Multiresolution and Information Processing
all top 5

Cited in 10 Fields

15 Statistics (62-XX)
13 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
8 Numerical analysis (65-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Probability theory and stochastic processes (60-XX)
1 General and overarching topics; collections (00-XX)
1 Approximations and expansions (41-XX)
1 Integral transforms, operational calculus (44-XX)
1 Biology and other natural sciences (92-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year