Publications

For the complete list of publications, see here.

Books

F. Durante and C. Sempi. Principles of Copula Theory, CRC Press, Boca Raton, FL, 2016.

Edited Books

M. Úbeda Flores, E. de Amo Artero, F. Durante, J. Fernández Sanchez, editors. Copulas and Dependence Models with Applications. Springer International Publishing, 2017. ISBN: 978-3-319-64220-8.
U. Cherubini, F. Durante, and S. Mulinacci, editors. Marshall–Olkin Distributions – Advances in Theory and Applications, volume 141 of Springer Proceedings in Mathematics & Statistics. Springer International Publishing, 2015. ISBN: 978-3-319-19038-9.
P. Jaworski, F. Durante, and W. K. Haerdle, editors. Copulae in Mathematical and Quantitative Finance, volume 213 of Lecture Notes in Statistics - Proceedings. Springer, Berlin Heidelberg, 2013. ISBN: 978-3-642-35406-9.
F. Durante, P. Jaworski, F. Durante, W. K. Haerdle, and T. Rychlik, editors. Copula Theory and its Applications, volume 198 of Lecture Notes in Statistics - Proceedings. Springer, Berlin Heidelberg, 2010. ISBN: 978-3-642-12464-8.

Publications in Peer-Reviewed Journals (last ten years)

D. Gallo, A. Liguori, E. Ritacco, L. Caviglione, F. Durante, G. Manco. CAP: A Prompt Generation Mechanisms for Detecting Unauthorized Data Usage in Generative Models. Arxiv paper, 2024.
L. Albanese, A. Barra, P. Bianco, F. Durante, D. Pallara. Hebbian learning from first principles. J. Math. Phys., accepted, 2024. Arxiv paper.
E. Agliari, F. Alemanno, M. Aquaro, A. Barra, F. Durante, I. Kanter. Hebbian dreaming for small datasets. Neural Networks, 173:106174, 2024. Open access.
A. Benevento and F. Durante. Correlation-based hierarchical clustering of time series with spatial constraints. Spat. Stat., 59:100797, 2024. Open access.
A. Benevento and F. Durante. Wasserstein Dissimilarity for Copula-Based Clustering of Time Series with Spatial Information. Mathematics, 12:67, 2024. Open access.
A. Benevento, F. Durante, R. Pappadà. Tail-dependence clustering of time series with spatial constraints. Environ. Ecol. Stat, 31:801-817, 2024.
F. Durante, A. Gatto, and F. Ravazzolo. Understanding relationships with the aggregate zonal imbalance using copulas. Stat. Methods Appl., 33:513-554, 2024.
F. Durante, J. Fernández-Sánchez, and C. ignazzi. Baire category results for stochastic orders. Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A-Mat., 116, article number 188, 2022. Open access.
F. Durante, J. Fernández-Sánchez, and M. Úbeda-Flores. Extreme semilinear copulas. Fuzzy Sets and Systems, 428:121-137, 2022. Preprint.
F. Durante, J. Fernández-Sánchez, and M. Úbeda-Flores. On the measure induced by copulas that are invariant under univariate truncation. Fuzzy Sets and Systems, 451:285–296, 2022. Preprint.
F. Durante, A. Gianfreda, F. Ravazzolo, and L. Rossini. A multivariate dependence analysis for electricity prices, demand and renewable energy sources. Inf. Sci, 590:74-89, 2022. Preprint.
F. Durante, C. Ignazzi, P. Jaworski. On the class of truncation invariant bivariate copulas under constraints. J. Math. Anal. Appl., 509 (1) 125898, 2022. Preprint.
F. Durante, E.P. Klement, S. Saminger-Platz, C. Sempi. Ordinal sums: from triangular norms to bi- and multivariate copulas. Fuzzy Sets and Systems, 451:28-26, 2022. Open access.
J. Navarro, C. Calì, M. Longobardi, and F. Durante. Distortion representations of multivariate distributions. Stat. Methods Appl., 31:925-954, 2022. Preprint.
Bevacqua, E., De Michele, C., Manning, C., Couasnon, A., Ribeiro, A. F. S., Ramos, A. M., Vignotto, E., Bastos, A., Blesić, S., Durante, F., Hillier, J., Oliveira, S. C., Pinto, J. G., Ragno, E., Rivoire, P., Saunders, K.,van der Wiel, K., Wu, W., Zhang, T., Zscheischler, J. Guidelines for studying diverse types of compound weather and climate events. Earth's Future, 9(11):e2021EF002340, 2021. Open access.
F. Durante, J. Fernández-Sánchez, and C. Ignazzi. Operators invariant under finitely many input changes with applications to aggregation of sequences. Inf. Sci., 560:271–282, 2021. Preprint.
S. Fuchs, F.M.L. Di Lascio, F. Durante. Dissimilarity functions for rank-based hierarchical clustering of continuous variables. Comput. Statist. Data Anal., 159:107201, 2021. Open Access (Arxiv paper).
J. Navarro, F. Durante, and J. Fernández-Sánchez, Connecting copula properties with reliability properties of coherent systems. Appl. Stoch. Models Bus. Ind., 37(3):496-512, 2021. Preprint.
F. Durante, J. Fernández-Sánchez, C. Ignazzi, and W. Trutschnig. On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures. Unif. Distrib. Theory, 15(2):99-112, 2020. (Open access).
F. Durante, J. Fernández-Sánchez, and W. Trutschnig. Spatially homogeneous copulas. Ann. Inst. Statist. Math., 72, 607-626, 2020. Preprint.
F. Durante, J. Fernández Sánchez, W. Trutschnig, M. Úbeda-Flores. On the size of subclasses of quasi-copulas and their Dedekind-MacNeille completion. Mathematics 2020, 8(12), 2238. Open access.

F. Durante, J. Fernández-Sánchez, and M. Úbeda-Flores. Extreme biconic copulas: characterization, properties and extensions to aggregation functions. Inform. Sci., 487, 128-141 , 2019. Preprint.
F. Durante and S. Fuchs. Reflection invariant copulas. Fuzzy Sets and Systems, 354, 63-73, 2019.

M. Bernardi, F. Durante, P. Jaworski, L. Petrella and G. Salvadori. Conditional risk based on multivariate hazard scenarios. Stoch. Environ. Res. Risk Assess., 32, 203-211, 2018.
F. Durante, J. Fernández-Sánchez, and C. Sempi. A note on bivariate Archimax copulas, Depend. Model., 6, 178–182, 2018.
F. Durante and R. Ghiselli Ricci. Supermigrativity of aggregation functions, Fuzzy Sets and Systems, 335, 55-66, 2018.
R. Pappadà, F. Durante, G. Salvadori and C. De Michele. Clustering of concurrent flood risks via hazard scenarios. Spat. Stat., 23, 124-142, 2018.
G. Salvadori, F. Durante, C. De Michele, and M. Bernardi. Hazard Assessment under Multivariate Distributional Change-Points: Guidelines and a Flood Case Study. Water, 10(6), 751-765, 2018.

M. Bernardi, F. Durante, and P. Jaworski. CoVaR of families of copulas, Statist. Probab. Lett., 120:8-17, 2017.
E. de Amo, M. Díaz Carrillo, F. Durante and J. Fernández Sánchez. Extensions of subcopulas, J. Math. Anal. Appl., 452:1-15, 2017.
M. Disegna, P. D'Urso, F. Durante. Copula-based fuzzy clustering of spatial time series. Spat. Stat., 21:209-225, 2017.
F. Durante, J. Fernández-Sánchez, J.J. Quesada-Molina, and M. Úbeda-Flores. Copulas with given values on the tails. Internat. J. Approx. Reason., 85:59-67, 2017.
F. Durante, E. Foscolo, and A. Weissensteiner. Dependence between stock returns of Italian banks and the sovereign risk. Econometrics, 5(2), 23, 2017.
F. Durante, M. Omladic, L. Orazem, and N. Ruzic. Shock models with dependence and asymmetric linkages, Fuzzy Sets and Systems, 323:152-168, 2017.
J. Navarro, F. Durante. Copula-based representations for the reliability of the residual lifetimes of coherentsystems with dependent components, J. Multivariate Anal., 158:87-102, 2017.
R. Pappadà, F. Durante and G. Salvadori. Quantification of the environmental structural risk with spoiling ties: is randomization worthwhile? Stoch. Environ. Res. Risk Assess. 31:2483-2497, 2017.

F.M.L. Di Lascio, F. Durante, and P. Jaworski. Truncation invariant copulas and a testing procedure. J. Stat. Comput. Simul., 86:2362-2378, 2016.
F. Durante, J. Fernández-Sánchez, J.J. Quesada-Molina, and M. Úbeda-Flores. Diagonal plane sections in trivariate copulas. Inform. Sci., 333:81-87, 2016.
F. Durante, J. Fernández-Sánchez, and W. Trutschnig. Baire category results for exchangeable copulas, Fuzzy Sets and Systems, 284:146-151, 2016.
F. Durante, J. Fernández-Sánchez, and W. Trutschnig. Baire category results for quasi-copulas, Depend. Model., 4:215-223, 2016.
F. Durante, S. Girard, and G. Mazo. Marshall-Olkin type copulas generated by a global shock. J. Comput. Appl. Math., 296:638-648, 2016.
R. Pappadà, E. Perrone, F. Durante and G. Salvadori. Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk. Stoch. Environ. Res. Risk Assess., 30:327-342, 2016.
Salvadori, F. Durante, C. De Michele, M. Bernardi, and L. Petrella. A multivariate Copula-based framework for dealing with Hazard Scenarios and Failure Probabilities. Water Resour. Res., 52:3701-3721, 2016.
F. Durante, J. Fernández-Sánchez, and R. Pappadà. Copulas, diagonals and tail dependence. Fuzzy Sets and Systems, 264:22–41, 2015.
F. Durante, J. Fernández-Sánchez, J. J. Quesada-Molina, and M. Úbeda-Flores. Convergence results for patchwork copulas. European J. Oper. Res., 247(2):525–531, 2015.
F. Durante, J. Fernández-Sánchez, and W. Trutschnig. A typical copula is singular. J. Math. Anal. Appl., 430:517–527, 2015.
F. Durante, J. Fernández-Sánchez, and W. Trutschnig. On the singular components of a copula. J. Appl. Probab., 52:1175-1182, 2015.
F. Durante and O. Okhrin. Estimation procedures for exchangeable Marshall copulas with hydrological application. Stoch. Environ. Res Risk Assess., 29:205–226, 2015.
F. Durante, R. Pappadà, and N. Torelli. Clustering of time series via non–parametric tail dependence estimation. Statist. Papers, 56(3):701–721, 2015.
G. Salvadori, F. Durante, G. R. Tomasicchio, and F. D’Alessandro. Practical guidelines for the mul- tivariate assessment of the structural risk in coastal and off–shore engineering. Coastal Engineering, 95:77–83, 2015.

Interview papers

F. Durante, G. Puccetti, M. Scherer and S. Vanduffel, My introduction to copulas - an interview with Roger B. Nelsen, Dependence Modeling, 5:88-98, 2017.
F. Durante, G. Puccetti, M. Scherer and S. Vanduffel, The vine philosopher- an interview with Roger Cooke, Dependence Modeling, 5:256-267, 2017.
F. Durante, G. Puccetti, M. Scherer and S. Vanduffel, Stat Trek. An interview with Christian Genest, Dependence Modeling, 4:109-122, 2016.
F. Durante, G. Puccetti, M. Scherer and S. Vanduffel, Distributions with given marginals: the beginnings - an interview with Giorgio Dall'Aglio, Dependence Modeling, 4:237-250, 2016. Italian translation.
F. Durante, G. Puccetti and M. Scherer, Building bridges between Mathematics, Insurance and Finance - an interview with Paul Embrechts, Dependence Modeling, 3:17-28, 2015. German translation - Chinese translation
F. Durante, G. Puccetti and M. Scherer, A journey from Statistics and Probability to Risk Theory - an interview with Lüdger Rüschendorf, Dependence Modeling, 3:182-195, 2015.