Stochastic Models for Complex Systems (PRIN 2017 - Project No. 2017JFFHSH)

Publications

Publications in peer-reviewed scientific journals (in reverse chronological order)

F. Durante, C. Ignazzi, P. Jaworski. The limiting distribution of a bivariate random vector under univariate truncation. Stat. Pap., accepted, 2025.

E. Agliari, F. Alemanno, M. Aquaro, A. Barra, F. Durante, I. Kanter. Hebbian dreaming for small datasets. Neural Networks, 173:106174, 2024.  Open access.

F. Durante, A. Gatto, and F. Ravazzolo. Understanding relationships with the aggregate zonal imbalance using copulas. Stat. Methods Appl., 33:513-554, 2024.

L. Albanese, A. Alessandrelli, A. Annibale, A. Barra. On the Almeida-Thouless line in neural networks. Physica A  663, 129372,  2024. Arxiv paper.

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.

R. Ingrosso, P. Lionello, M. M. Miglietta, and G. Salvadori. Towards a universal formula for the probability of tornadoes. Natural Hazards and Earth System Sciences Discussions, 2023:2443-2448, 2023. 

L. Albanese, F. Alemanno, A. Alessandrelli, A. Barra, Replica symmetry breaking in dense Hebbain neural networks.  J. Stat. Phys., 189, article number 24, 2022. Arxiv paper.

E. Agliari, F. Alemanno, A. Barra, G. Di Marzio. The emergence of a concept in shallow neural networks. Neural Networks, 148, 232 (2022). Arxiv paper.

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, 451:28-64, 2022. 

C. Ferrarin, P. Lionello, M. Orlić, F. Raicich, G. Salvadori. Venice as a paradigm of coastal flooding under multiple compound drivers. Scientific Reports, 12:5754, 2022. Open access.

J. Navarro, C. Calì, M. Longobardi, and F. Durante. Distortion representations of multivariate distributions. Stat. Methods Appl., 31:925-954, 2022. Arxiv paper.

G. R. Tomasicchio, G. Salvadori, L. Lusito, et al., A Statistical Analysis of the Occurrences of Critical Waves and Water Levels for the Management of the Operativity of the MoSE System in the Venice Lagoon. Stoch. Environ. Res. Risk Assess., 36:2549-2560, (2022). Link.

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.

E. Agliari, L. Albanese, A. Barra, G. Ottaviani, Replica symmetry breaking in associative neural networks: a few steps toward rigorous results, J. Phys. A: Math & Theor., 53:415005, 2020. Arxiv paper.

E. Agliari, F. Alemanno, A. Barra, et al., Analysis of temporal correlation in heart rate variability through maximum entropy principle in a minimal pairwise glassy model ,  Scientific Reports, 10, 15353 (2020). Link (Open access).   

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. Link (Open access).

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.  Link (Open access).

G. Salvadori, G. R. Tomasicchio, F. D’Alessandro, L. Lusito, and A. Francone. Multivariate sea storm hindcasting and design: the isotropic Buoy-Ungauged Generator procedure. Nature-Scientific Reports, 10, Article number 20517 (2020).  Open access.

F. Tosunoğlu, G. Salvadori, M. Yilmaz. Multivariate Assessment of Low-Flow Hazards via Copulas: The Case Study of the Çoruh Basin (Turkey). Water 2020, 12, 2848. Open access.

Publications in edited volumes and conference proceedings with peer-review (in reverse chronological order)

A. Benevento, F. Durante, and R. Pappadà. An approach to cluster time series extremes with spatial constraints. In F. M. Chelli, M. Ciommi, S. Ingrassia, F. Mariani, and M. C. Recchioni, editors, Book of Short Papers SEAS IN 2023 (ISBN: 9788891935618AAVV), pages 679–684. Pearson, 2023.

F.M.L.. Di Lascio, F. Durante, and A. Gatto. Hierarchical percentile clustering to analyse greenhouse gas emissions from agriculture in European Union. In P. Coretto, G. Giordano, M. La Rocca, M. L. Parrella, C. Rampichini, editors, CLADAG 2023 Book of abstracts and short papers (ISBN: 9788891935632), pages 431–434. Pearson Education Resources, Italia, 2023.

F. Durante, A. Gatto, and E. Perrone. Kendall Conditional Value-at-Risk. In M. Corazza, C. Perna, C. Pizzi, and M. Sibillo, editors, Mathematical and Statistical Methods for Actuarial Sciences and Finance (ISBN: 978-3-030-99637-6), pages 222–227. Springer, Cham, 2022. doi:10.1007/978-3-030-99638- 3_36.

F. Durante, A. Gatto, and S. Saminger-Platz. On agglomerative hierarchical percentile clustering. In Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP) (ISBN: 978-94-6239-423-0, ISSN: 2589-6644), pages 616–623. Atlantis Press, 2021. doi:10.2991/asum.k.210827.083

C. Ignazzi and F. Durante. On a new class of trivariate copulas. In Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP) (ISBN: 978-94-6239-423-0, ISSN: 2589-6644), pages 654–660. Atlantis Press, 2021. doi:10.2991/asum.k.210827.088.

E. Perrone, F. Durante, and I. Schicker. Effect of ties on the empirical copula methods for weather forecasting. In C. Perna, N. Salvati and F. Schirripa Spagnolo, editors, Book of Short Papers SIS 2021 (ISBN: 9788891927361), pages 884–889. Pearson, 2021.

E. Perrone and F. Durante. Extreme points of polytopes of discrete copulas. In Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP) (ISBN: 978-94-6239-423-0, ISSN: 2589-6644), pages 596–601. Atlantis Press, 2021. doi:10.2991/asum.k.210827.080.

F. Durante and E. Perrone. Stochastic dependence with discrete copulas. In A. Pollice, N. Salvati and F. Schirripa Spagnolo, editors, Book of Short Papers SIS 2020 (ISBN: 9788891910776), pages 1344–1349. Pearson, 2020.