Stochastic Modeling of Compound Events
Funded by the Italian Ministry of University and Research (MUR) under the PRIN 2002 PNRR (cod. P2022KZJTZ) in the framework of European Union - Next Generation EU (CUP: F53D23010060001)
Project Duration: 2023-2025
National Coordinator and head of local unit: Fabrizio Durante.
Research Team: Serena Arima, Adriano Barra, Alessia Benevento, Gianfausto Salvadori.
Other Institutions: University "G. D'Annunzio" of Chieti-Pescara (Head of local unit: Luigi Ippoliti)
National Project website: Link
Research Output from the Unisalento Unit
A. Benevento, F. Durante, R. Pappadà. Clustering of compound events based on multivariate comonotonicity. Spat. Stat., 66:100881, 2025.
A. Benevento, F. Durante, R. Pappadà. Tail-dependence clustering of time series with spatial constraints. Environ. Ecol. Stat, accepted, 2024.
A. Benevento, F. Durante, D. Gallo, and A. Gatto. Hierarchical clustering of time series with Wasserstein distance. In M. Corazza, F. Gannon, F. Legros, C. Pizzi, and V. Touzé, editors, Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024 (ISBN: 978-3-031-64272-2), pages 49–54. Springer, Cham, 2024. doi:10.1007/978-3-031-64273-9_9.
F. Durante and R. Pappadà. Dissimilarity-based clustering with soft proximity constraints. In J. Ansari, S. Fuchs, W. Trutschnig, M.A. Lubiano, M.A. Gil, P. Grzegorzewski, and O. Hryniewicz, editors, Combining, modelling and analyzing imprecision, randomness and dependence. SMPS 2024 (ISBN: 978-3-031-65992-8), volume 1458 of Advances in Intelligent Systems and Computing, pages 118–125. Springer, Cham, 2024. doi:10.1007/978-3-031-65993-5_14.
Selected Talks from the Unisalento Unit
F. Durante, Copula-based clustering algorithms, talk given at the 4th Italian Meeting on Probability and Mathematical Statistics, Rome, 1-14 June 2024.
R. Castrovilli, F. Durante, D. Gallo, G. Salvadori, Regionalization methods for Compound Extremes based on the Wasserstein distance, talk given at SIS 2024, The 52nd Scientific Meeting of the Italian Statistical Society, Bari (Italy), 17-20 June 2024.
F. Durante, Correlation-based hierarchical clustering with spatial constraints, 11thInternational Conference on Soft Methods in Probability and Statistics, Salzburg (Austria), 3-6 September 2024.
F. Durante, Copula-based clustering algorithms with soft constraints, 9th edition of the workshop “Recent developments in Dependence Modelling with Applications in Finance, Insurance and Pensions”, Ischia (Italy), 16-18 September 2024. (Invited talk)
